CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	0.9477	0.9483	0.0006	0.1%	0.9702
High	0.9498	0.9603	0.0105	1.1%	0.9839
Low	0.9367	0.9442	0.0075	0.8%	0.9504
Close	0.9376	0.9574	0.0198	2.1%	0.9561
Range	0.0131	0.0161	0.0030	22.9%	0.0335
ATR	0.0127	0.0134	0.0007	5.7%	0.0000
Volume	136,383	118,446	-17,937	-13.2%	580,310

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0023	0.9959	0.9663
R3	0.9862	0.9798	0.9618
R2	0.9701	0.9701	0.9604
R1	0.9637	0.9637	0.9589	0.9669
PP	0.9540	0.9540	0.9540	0.9556
S1	0.9476	0.9476	0.9559	0.9508
S2	0.9379	0.9379	0.9544
S3	0.9218	0.9315	0.9530
S4	0.9057	0.9154	0.9485

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	0.9732	0.9367	0.0365	3.8%	0.0134	1.4%	57%	False	False	119,826
10	0.9929	0.9367	0.0562	5.9%	0.0155	1.6%	37%	False	False	127,421
20	1.0204	0.9367	0.0837	8.7%	0.0132	1.4%	25%	False	False	89,706
40	1.0257	0.9367	0.0890	9.3%	0.0111	1.2%	23%	False	False	45,445
60	1.0593	0.9367	0.1226	12.8%	0.0108	1.1%	17%	False	False	30,427
80	1.0593	0.9367	0.1226	12.8%	0.0102	1.1%	17%	False	False	22,859
100	1.0593	0.9367	0.1226	12.8%	0.0092	1.0%	17%	False	False	18,310
120	1.0593	0.9367	0.1226	12.8%	0.0087	0.9%	17%	False	False	15,267

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	0.0038
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0287
2.618	1.0024
1.618	0.9863
1.000	0.9764
0.618	0.9702
HIGH	0.9603
0.618	0.9541
0.500	0.9523
0.382	0.9504
LOW	0.9442
0.618	0.9343
1.000	0.9281
1.618	0.9182
2.618	0.9021
4.250	0.8758

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	0.9557	0.9544
PP	0.9540	0.9515
S1	0.9523	0.9485

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

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