CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	0.9627	0.9528	-0.0099	-1.0%	0.9702
High	0.9641	0.9570	-0.0071	-0.7%	0.9839
Low	0.9504	0.9465	-0.0039	-0.4%	0.9504
Close	0.9561	0.9507	-0.0054	-0.6%	0.9561
Range	0.0137	0.0105	-0.0032	-23.4%	0.0335
ATR	0.0127	0.0126	-0.0002	-1.3%	0.0000
Volume	119,687	109,813	-9,874	-8.2%	580,310

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9829	0.9773	0.9565
R3	0.9724	0.9668	0.9536
R2	0.9619	0.9619	0.9526
R1	0.9563	0.9563	0.9517	0.9539
PP	0.9514	0.9514	0.9514	0.9502
S1	0.9458	0.9458	0.9497	0.9434
S2	0.9409	0.9409	0.9488
S3	0.9304	0.9353	0.9478
S4	0.9199	0.9248	0.9449

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0640	1.0435	0.9745
R3	1.0305	1.0100	0.9653
R2	0.9970	0.9970	0.9622
R1	0.9765	0.9765	0.9592	0.9700
PP	0.9635	0.9635	0.9635	0.9602
S1	0.9430	0.9430	0.9530	0.9365
S2	0.9300	0.9300	0.9500
S3	0.8965	0.9095	0.9469
S4	0.8630	0.8760	0.9377

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9839	0.9465	0.0374	3.9%	0.0142	1.5%	11%	False	True	112,063
10	1.0100	0.9465	0.0635	6.7%	0.0150	1.6%	7%	False	True	121,900
20	1.0204	0.9465	0.0739	7.8%	0.0127	1.3%	6%	False	True	77,350
40	1.0257	0.9465	0.0792	8.3%	0.0113	1.2%	5%	False	True	39,120
60	1.0593	0.9465	0.1128	11.9%	0.0107	1.1%	4%	False	True	26,184
80	1.0593	0.9465	0.1128	11.9%	0.0100	1.0%	4%	False	True	19,677
100	1.0593	0.9465	0.1128	11.9%	0.0091	1.0%	4%	False	True	15,763
120	1.0593	0.9465	0.1128	11.9%	0.0086	0.9%	4%	False	True	13,144

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0034
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0016
2.618	0.9845
1.618	0.9740
1.000	0.9675
0.618	0.9635
HIGH	0.9570
0.618	0.9530
0.500	0.9518
0.382	0.9505
LOW	0.9465
0.618	0.9400
1.000	0.9360
1.618	0.9295
2.618	0.9190
4.250	0.9019

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	0.9518	0.9599
PP	0.9514	0.9568
S1	0.9511	0.9538

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

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