CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 05-Apr-2011

Day Change Summary
	Previous	Current
	04-Apr-2011	05-Apr-2011	Change	Change %	Previous Week
Open	1.0308	1.0255	-0.0053	-0.5%	1.0185
High	1.0308	1.0313	0.0005	0.0%	1.0313
Low	1.0254	1.0255	0.0001	0.0%	1.0178
Close	1.0265	1.0309	0.0044	0.4%	1.0294
Range	0.0054	0.0058	0.0004	7.4%	0.0135
ATR	0.0055	0.0055	0.0000	0.4%	0.0000
Volume	57	160	103	180.7%	154

Daily Pivots for day following 05-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0466	1.0446	1.0341
R3	1.0408	1.0388	1.0325
R2	1.0350	1.0350	1.0320
R1	1.0330	1.0330	1.0314	1.0340
PP	1.0292	1.0292	1.0292	1.0298
S1	1.0272	1.0272	1.0304	1.0282
S2	1.0234	1.0234	1.0298
S3	1.0176	1.0214	1.0293
S4	1.0118	1.0156	1.0277

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0667	1.0615	1.0368
R3	1.0532	1.0480	1.0331
R2	1.0397	1.0397	1.0319
R1	1.0345	1.0345	1.0306	1.0371
PP	1.0262	1.0262	1.0262	1.0275
S1	1.0210	1.0210	1.0282	1.0236
S2	1.0127	1.0127	1.0269
S3	0.9992	1.0075	1.0257
S4	0.9857	0.9940	1.0220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0313	1.0204	0.0109	1.1%	0.0043	0.4%	96%	True	False	64
10	1.0313	1.0098	0.0215	2.1%	0.0033	0.3%	98%	True	False	59
20	1.0313	0.9981	0.0332	3.2%	0.0047	0.5%	99%	True	False	47
40	1.0313	0.9949	0.0364	3.5%	0.0039	0.4%	99%	True	False	51

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.0560
2.618	1.0465
1.618	1.0407
1.000	1.0371
0.618	1.0349
HIGH	1.0313
0.618	1.0291
0.500	1.0284
0.382	1.0277
LOW	1.0255
0.618	1.0219
1.000	1.0197
1.618	1.0161
2.618	1.0103
4.250	1.0009

Fisher Pivots for day following 05-Apr-2011
Pivot	1 day	3 day
R1	1.0301	1.0301
PP	1.0292	1.0292
S1	1.0284	1.0284

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These figures are updated between 7pm and 10pm EST after a trading day.

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