CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 23-Sep-2011

Day Change Summary
	Previous	Current
	22-Sep-2011	23-Sep-2011	Change	Change %	Previous Week
Open	0.9917	0.9699	-0.0218	-2.2%	1.0173
High	0.9929	0.9764	-0.0165	-1.7%	1.0183
Low	0.9631	0.9645	0.0014	0.1%	0.9631
Close	0.9686	0.9669	-0.0017	-0.2%	0.9669
Range	0.0298	0.0119	-0.0179	-60.1%	0.0552
ATR	0.0119	0.0119	0.0000	0.0%	0.0000
Volume	183,122	146,141	-36,981	-20.2%	612,847

Daily Pivots for day following 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0050	0.9978	0.9734
R3	0.9931	0.9859	0.9702
R2	0.9812	0.9812	0.9691
R1	0.9740	0.9740	0.9680	0.9717
PP	0.9693	0.9693	0.9693	0.9681
S1	0.9621	0.9621	0.9658	0.9598
S2	0.9574	0.9574	0.9647
S3	0.9455	0.9502	0.9636
S4	0.9336	0.9383	0.9604

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1484	1.1128	0.9973
R3	1.0932	1.0576	0.9821
R2	1.0380	1.0380	0.9770
R1	1.0024	1.0024	0.9720	0.9926
PP	0.9828	0.9828	0.9828	0.9779
S1	0.9472	0.9472	0.9618	0.9374
S2	0.9276	0.9276	0.9568
S3	0.8724	0.8920	0.9517
S4	0.8172	0.8368	0.9365

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0183	0.9631	0.0552	5.7%	0.0158	1.6%	7%	False	False	122,569
10	1.0204	0.9631	0.0573	5.9%	0.0133	1.4%	7%	False	False	83,170
20	1.0257	0.9631	0.0626	6.5%	0.0109	1.1%	6%	False	False	43,263
40	1.0500	0.9631	0.0869	9.0%	0.0109	1.1%	4%	False	False	21,940
60	1.0593	0.9631	0.0962	9.9%	0.0100	1.0%	4%	False	False	14,701
80	1.0593	0.9631	0.0962	9.9%	0.0093	1.0%	4%	False	False	11,061
100	1.0593	0.9631	0.0962	9.9%	0.0086	0.9%	4%	False	False	8,867
120	1.0593	0.9631	0.0962	9.9%	0.0081	0.8%	4%	False	False	7,396

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0270
2.618	1.0076
1.618	0.9957
1.000	0.9883
0.618	0.9838
HIGH	0.9764
0.618	0.9719
0.500	0.9705
0.382	0.9690
LOW	0.9645
0.618	0.9571
1.000	0.9526
1.618	0.9452
2.618	0.9333
4.250	0.9139

Fisher Pivots for day following 23-Sep-2011
Pivot	1 day	3 day
R1	0.9705	0.9848
PP	0.9693	0.9788
S1	0.9681	0.9729

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

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