CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 14-Nov-2011

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	0.9828	0.9881	0.0053	0.5%	0.9830
High	0.9895	0.9903	0.0008	0.1%	0.9914
Low	0.9766	0.9802	0.0036	0.4%	0.9733
Close	0.9869	0.9818	-0.0051	-0.5%	0.9869
Range	0.0129	0.0101	-0.0028	-21.7%	0.0181
ATR	0.0134	0.0132	-0.0002	-1.8%	0.0000
Volume	50,761	46,354	-4,407	-8.7%	352,080

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0144	1.0082	0.9874
R3	1.0043	0.9981	0.9846
R2	0.9942	0.9942	0.9837
R1	0.9880	0.9880	0.9827	0.9861
PP	0.9841	0.9841	0.9841	0.9831
S1	0.9779	0.9779	0.9809	0.9760
S2	0.9740	0.9740	0.9799
S3	0.9639	0.9678	0.9790
S4	0.9538	0.9577	0.9762

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0382	1.0306	0.9969
R3	1.0201	1.0125	0.9919
R2	1.0020	1.0020	0.9902
R1	0.9944	0.9944	0.9886	0.9982
PP	0.9839	0.9839	0.9839	0.9858
S1	0.9763	0.9763	0.9852	0.9801
S2	0.9658	0.9658	0.9836
S3	0.9477	0.9582	0.9819
S4	0.9296	0.9401	0.9769

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9914	0.9733	0.0181	1.8%	0.0118	1.2%	47%	False	False	68,487
10	1.0014	0.9733	0.0281	2.9%	0.0132	1.3%	30%	False	False	75,981
20	1.0097	0.9727	0.0370	3.8%	0.0131	1.3%	25%	False	False	81,740
40	1.0100	0.9367	0.0733	7.5%	0.0138	1.4%	62%	False	False	94,352
60	1.0257	0.9367	0.0890	9.1%	0.0122	1.2%	51%	False	False	68,531
80	1.0593	0.9367	0.1226	12.5%	0.0119	1.2%	37%	False	False	51,546
100	1.0593	0.9367	0.1226	12.5%	0.0112	1.1%	37%	False	False	41,281
120	1.0593	0.9367	0.1226	12.5%	0.0105	1.1%	37%	False	False	34,422

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0332
2.618	1.0167
1.618	1.0066
1.000	1.0004
0.618	0.9965
HIGH	0.9903
0.618	0.9864
0.500	0.9853
0.382	0.9841
LOW	0.9802
0.618	0.9740
1.000	0.9701
1.618	0.9639
2.618	0.9538
4.250	0.9373

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	0.9853	0.9818
PP	0.9841	0.9818
S1	0.9830	0.9818

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

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