CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	0.9483	0.9594	0.0111	1.2%	0.9702
High	0.9603	0.9628	0.0025	0.3%	0.9839
Low	0.9442	0.9523	0.0081	0.9%	0.9504
Close	0.9574	0.9609	0.0035	0.4%	0.9561
Range	0.0161	0.0105	-0.0056	-34.8%	0.0335
ATR	0.0134	0.0132	-0.0002	-1.5%	0.0000
Volume	118,446	106,295	-12,151	-10.3%	580,310

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9902	0.9860	0.9667
R3	0.9797	0.9755	0.9638
R2	0.9692	0.9692	0.9628
R1	0.9650	0.9650	0.9619	0.9671
PP	0.9587	0.9587	0.9587	0.9597
S1	0.9545	0.9545	0.9599	0.9566
S2	0.9482	0.9482	0.9590
S3	0.9377	0.9440	0.9580
S4	0.9272	0.9335	0.9551

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	0.9641	0.9367	0.0274	2.9%	0.0128	1.3%	88%	False	False	118,124
10	0.9839	0.9367	0.0472	4.9%	0.0135	1.4%	51%	False	False	119,738
20	1.0204	0.9367	0.0837	8.7%	0.0134	1.4%	29%	False	False	94,756
40	1.0257	0.9367	0.0890	9.3%	0.0110	1.1%	27%	False	False	48,050
60	1.0593	0.9367	0.1226	12.8%	0.0108	1.1%	20%	False	False	32,190
80	1.0593	0.9367	0.1226	12.8%	0.0102	1.1%	20%	False	False	24,187
100	1.0593	0.9367	0.1226	12.8%	0.0093	1.0%	20%	False	False	19,372
120	1.0593	0.9367	0.1226	12.8%	0.0088	0.9%	20%	False	False	16,153

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	0.0040
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0074
2.618	0.9903
1.618	0.9798
1.000	0.9733
0.618	0.9693
HIGH	0.9628
0.618	0.9588
0.500	0.9576
0.382	0.9563
LOW	0.9523
0.618	0.9458
1.000	0.9418
1.618	0.9353
2.618	0.9248
4.250	0.9077

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	0.9598	0.9572
PP	0.9587	0.9535
S1	0.9576	0.9498

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

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