CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 11-Apr-2011

Day Change Summary
	Previous	Current
	08-Apr-2011	11-Apr-2011	Change	Change %	Previous Week
Open	1.0358	1.0393	0.0035	0.3%	1.0308
High	1.0422	1.0398	-0.0024	-0.2%	1.0422
Low	1.0358	1.0393	0.0035	0.3%	1.0254
Close	1.0366	1.0374	0.0008	0.1%	1.0366
Range	0.0064	0.0005	-0.0059	-92.2%	0.0168
ATR	0.0056	0.0054	-0.0002	-3.0%	0.0000
Volume	33	90	57	172.7%	315

Daily Pivots for day following 11-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0403	1.0394	1.0377
R3	1.0398	1.0389	1.0375
R2	1.0393	1.0393	1.0375
R1	1.0384	1.0384	1.0374	1.0386
PP	1.0388	1.0388	1.0388	1.0390
S1	1.0379	1.0379	1.0374	1.0381
S2	1.0383	1.0383	1.0373
S3	1.0378	1.0374	1.0373
S4	1.0373	1.0369	1.0371

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0851	1.0777	1.0458
R3	1.0683	1.0609	1.0412
R2	1.0515	1.0515	1.0397
R1	1.0441	1.0441	1.0381	1.0478
PP	1.0347	1.0347	1.0347	1.0366
S1	1.0273	1.0273	1.0351	1.0310
S2	1.0179	1.0179	1.0335
S3	1.0011	1.0105	1.0320
S4	0.9843	0.9937	1.0274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0422	1.0255	0.0167	1.6%	0.0039	0.4%	71%	False	False	69
10	1.0422	1.0179	0.0243	2.3%	0.0037	0.4%	80%	False	False	52
20	1.0422	0.9981	0.0441	4.3%	0.0050	0.5%	89%	False	False	47
40	1.0422	0.9973	0.0449	4.3%	0.0038	0.4%	89%	False	False	50

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.0419
2.618	1.0411
1.618	1.0406
1.000	1.0403
0.618	1.0401
HIGH	1.0398
0.618	1.0396
0.500	1.0396
0.382	1.0395
LOW	1.0393
0.618	1.0390
1.000	1.0388
1.618	1.0385
2.618	1.0380
4.250	1.0372

Fisher Pivots for day following 11-Apr-2011
Pivot	1 day	3 day
R1	1.0396	1.0381
PP	1.0388	1.0379
S1	1.0381	1.0376

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

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