CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 02-Sep-2011

Day Change Summary
	Previous	Current
	01-Sep-2011	02-Sep-2011	Change	Change %	Previous Week
Open	1.0198	1.0222	0.0024	0.2%	1.0161
High	1.0246	1.0228	-0.0018	-0.2%	1.0257
Low	1.0187	1.0134	-0.0053	-0.5%	1.0134
Close	1.0228	1.0134	-0.0094	-0.9%	1.0134
Range	0.0059	0.0094	0.0035	59.3%	0.0123
ATR	0.0093	0.0093	0.0000	0.1%	0.0000
Volume	1,757	1,486	-271	-15.4%	8,004

Daily Pivots for day following 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0447	1.0385	1.0186
R3	1.0353	1.0291	1.0160
R2	1.0259	1.0259	1.0151
R1	1.0197	1.0197	1.0143	1.0181
PP	1.0165	1.0165	1.0165	1.0158
S1	1.0103	1.0103	1.0125	1.0087
S2	1.0071	1.0071	1.0117
S3	0.9977	1.0009	1.0108
S4	0.9883	0.9915	1.0082

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0544	1.0462	1.0202
R3	1.0421	1.0339	1.0168
R2	1.0298	1.0298	1.0157
R1	1.0216	1.0216	1.0145	1.0196
PP	1.0175	1.0175	1.0175	1.0165
S1	1.0093	1.0093	1.0123	1.0073
S2	1.0052	1.0052	1.0111
S3	0.9929	0.9970	1.0100
S4	0.9806	0.9847	1.0066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0257	1.0134	0.0123	1.2%	0.0074	0.7%	0%	False	True	1,600
10	1.0257	1.0053	0.0204	2.0%	0.0078	0.8%	40%	False	False	976
20	1.0257	0.9967	0.0290	2.9%	0.0099	1.0%	58%	False	False	889
40	1.0593	0.9967	0.0626	6.2%	0.0096	0.9%	27%	False	False	601
60	1.0593	0.9967	0.0626	6.2%	0.0090	0.9%	27%	False	False	452
80	1.0593	0.9967	0.0626	6.2%	0.0081	0.8%	27%	False	False	366
100	1.0593	0.9967	0.0626	6.2%	0.0078	0.8%	27%	False	False	303
120	1.0593	0.9967	0.0626	6.2%	0.0072	0.7%	27%	False	False	260

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0628
2.618	1.0474
1.618	1.0380
1.000	1.0322
0.618	1.0286
HIGH	1.0228
0.618	1.0192
0.500	1.0181
0.382	1.0170
LOW	1.0134
0.618	1.0076
1.000	1.0040
1.618	0.9982
2.618	0.9888
4.250	0.9735

Fisher Pivots for day following 02-Sep-2011
Pivot	1 day	3 day
R1	1.0181	1.0196
PP	1.0165	1.0175
S1	1.0150	1.0155

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

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