CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	1.0058	1.0124	0.0066	0.7%	1.0120
High	1.0132	1.0136	0.0004	0.0%	1.0150
Low	1.0004	1.0040	0.0036	0.4%	1.0000
Close	1.0116	1.0082	-0.0034	-0.3%	1.0007
Range	0.0128	0.0096	-0.0032	-25.0%	0.0150
ATR	0.0097	0.0097	0.0000	-0.1%	0.0000
Volume	24,293	38,634	14,341	59.0%	25,185

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0374	1.0324	1.0135
R3	1.0278	1.0228	1.0108
R2	1.0182	1.0182	1.0100
R1	1.0132	1.0132	1.0091	1.0109
PP	1.0086	1.0086	1.0086	1.0075
S1	1.0036	1.0036	1.0073	1.0013
S2	0.9990	0.9990	1.0064
S3	0.9894	0.9940	1.0056
S4	0.9798	0.9844	1.0029

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0502	1.0405	1.0090
R3	1.0352	1.0255	1.0048
R2	1.0202	1.0202	1.0035
R1	1.0105	1.0105	1.0021	1.0079
PP	1.0052	1.0052	1.0052	1.0039
S1	0.9955	0.9955	0.9993	0.9929
S2	0.9902	0.9902	0.9980
S3	0.9752	0.9805	0.9966
S4	0.9602	0.9655	0.9925

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0150	0.9951	0.0199	2.0%	0.0103	1.0%	66%	False	False	19,624
10	1.0257	0.9951	0.0306	3.0%	0.0094	0.9%	43%	False	False	11,107
20	1.0257	0.9951	0.0306	3.0%	0.0090	0.9%	43%	False	False	5,875
40	1.0593	0.9951	0.0642	6.4%	0.0097	1.0%	20%	False	False	3,199
60	1.0593	0.9951	0.0642	6.4%	0.0093	0.9%	20%	False	False	2,202
80	1.0593	0.9951	0.0642	6.4%	0.0085	0.8%	20%	False	False	1,683
100	1.0593	0.9951	0.0642	6.4%	0.0080	0.8%	20%	False	False	1,359
120	1.0593	0.9951	0.0642	6.4%	0.0075	0.7%	20%	False	False	1,139

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0544
2.618	1.0387
1.618	1.0291
1.000	1.0232
0.618	1.0195
HIGH	1.0136
0.618	1.0099
0.500	1.0088
0.382	1.0077
LOW	1.0040
0.618	0.9981
1.000	0.9944
1.618	0.9885
2.618	0.9789
4.250	0.9632

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	1.0088	1.0069
PP	1.0086	1.0056
S1	1.0084	1.0044

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

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