CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 28-Sep-2011

Day Change Summary
	Previous	Current
	27-Sep-2011	28-Sep-2011	Change	Change %	Previous Week
Open	0.9741	0.9790	0.0049	0.5%	1.0173
High	0.9839	0.9814	-0.0025	-0.3%	1.0183
Low	0.9665	0.9656	-0.0009	-0.1%	0.9631
Close	0.9814	0.9702	-0.0112	-1.1%	0.9669
Range	0.0174	0.0158	-0.0016	-9.2%	0.0552
ATR	0.0123	0.0126	0.0002	2.0%	0.0000
Volume	112,590	103,425	-9,165	-8.1%	612,847

Daily Pivots for day following 28-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0198	1.0108	0.9789
R3	1.0040	0.9950	0.9745
R2	0.9882	0.9882	0.9731
R1	0.9792	0.9792	0.9716	0.9758
PP	0.9724	0.9724	0.9724	0.9707
S1	0.9634	0.9634	0.9688	0.9600
S2	0.9566	0.9566	0.9673
S3	0.9408	0.9476	0.9659
S4	0.9250	0.9318	0.9615

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	0.9929	0.9609	0.0320	3.3%	0.0175	1.8%	29%	False	False	135,017
10	1.0204	0.9609	0.0595	6.1%	0.0145	1.5%	16%	False	False	109,687
20	1.0257	0.9609	0.0648	6.7%	0.0120	1.2%	14%	False	False	60,397
40	1.0420	0.9609	0.0811	8.4%	0.0114	1.2%	11%	False	False	30,571
60	1.0593	0.9609	0.0984	10.1%	0.0104	1.1%	9%	False	False	20,454
80	1.0593	0.9609	0.0984	10.1%	0.0097	1.0%	9%	False	False	15,378
100	1.0593	0.9609	0.0984	10.1%	0.0089	0.9%	9%	False	False	12,321
120	1.0593	0.9609	0.0984	10.1%	0.0084	0.9%	9%	False	False	10,276

Crabel Price Patterns
NR	True
NR4	False
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	0.0032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0486
2.618	1.0228
1.618	1.0070
1.000	0.9972
0.618	0.9912
HIGH	0.9814
0.618	0.9754
0.500	0.9735
0.382	0.9716
LOW	0.9656
0.618	0.9558
1.000	0.9498
1.618	0.9400
2.618	0.9242
4.250	0.8985

Fisher Pivots for day following 28-Sep-2011
Pivot	1 day	3 day
R1	0.9735	0.9724
PP	0.9724	0.9717
S1	0.9713	0.9709

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

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