CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 18-Oct-2011

Day Change Summary
	Previous	Current
	17-Oct-2011	18-Oct-2011	Change	Change %	Previous Week
Open	0.9878	0.9760	-0.0118	-1.2%	0.9618
High	0.9941	0.9875	-0.0066	-0.7%	0.9887
Low	0.9752	0.9727	-0.0025	-0.3%	0.9611
Close	0.9789	0.9817	0.0028	0.3%	0.9871
Range	0.0189	0.0148	-0.0041	-21.7%	0.0276
ATR	0.0137	0.0138	0.0001	0.6%	0.0000
Volume	78,788	103,391	24,603	31.2%	373,077

Daily Pivots for day following 18-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0250	1.0182	0.9898
R3	1.0102	1.0034	0.9858
R2	0.9954	0.9954	0.9844
R1	0.9886	0.9886	0.9831	0.9920
PP	0.9806	0.9806	0.9806	0.9824
S1	0.9738	0.9738	0.9803	0.9772
S2	0.9658	0.9658	0.9790
S3	0.9510	0.9590	0.9776
S4	0.9362	0.9442	0.9736

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0618	1.0520	1.0023
R3	1.0342	1.0244	0.9947
R2	1.0066	1.0066	0.9922
R1	0.9968	0.9968	0.9896	1.0017
PP	0.9790	0.9790	0.9790	0.9814
S1	0.9692	0.9692	0.9846	0.9741
S2	0.9514	0.9514	0.9820
S3	0.9238	0.9416	0.9795
S4	0.8962	0.9140	0.9719

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9941	0.9666	0.0275	2.8%	0.0152	1.5%	55%	False	False	87,133
10	0.9941	0.9442	0.0499	5.1%	0.0140	1.4%	75%	False	False	88,729
20	1.0065	0.9367	0.0698	7.1%	0.0148	1.5%	64%	False	False	108,167
40	1.0257	0.9367	0.0890	9.1%	0.0119	1.2%	51%	False	False	64,499
60	1.0593	0.9367	0.1226	12.5%	0.0116	1.2%	37%	False	False	43,199
80	1.0593	0.9367	0.1226	12.5%	0.0108	1.1%	37%	False	False	32,454
100	1.0593	0.9367	0.1226	12.5%	0.0100	1.0%	37%	False	False	25,992
120	1.0593	0.9367	0.1226	12.5%	0.0093	1.0%	37%	False	False	21,672

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	1.0504
2.618	1.0262
1.618	1.0114
1.000	1.0023
0.618	0.9966
HIGH	0.9875
0.618	0.9818
0.500	0.9801
0.382	0.9784
LOW	0.9727
0.618	0.9636
1.000	0.9579
1.618	0.9488
2.618	0.9340
4.250	0.9098

Fisher Pivots for day following 18-Oct-2011
Pivot	1 day	3 day
R1	0.9812	0.9834
PP	0.9806	0.9828
S1	0.9801	0.9823

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

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