CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 15-Nov-2011

Day Change Summary
	Previous	Current
	14-Nov-2011	15-Nov-2011	Change	Change %	Previous Week
Open	0.9881	0.9829	-0.0052	-0.5%	0.9830
High	0.9903	0.9836	-0.0067	-0.7%	0.9914
Low	0.9802	0.9735	-0.0067	-0.7%	0.9733
Close	0.9818	0.9796	-0.0022	-0.2%	0.9869
Range	0.0101	0.0101	0.0000	0.0%	0.0181
ATR	0.0132	0.0129	-0.0002	-1.7%	0.0000
Volume	46,354	62,342	15,988	34.5%	352,080

Daily Pivots for day following 15-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0092	1.0045	0.9852
R3	0.9991	0.9944	0.9824
R2	0.9890	0.9890	0.9815
R1	0.9843	0.9843	0.9805	0.9816
PP	0.9789	0.9789	0.9789	0.9776
S1	0.9742	0.9742	0.9787	0.9715
S2	0.9688	0.9688	0.9777
S3	0.9587	0.9641	0.9768
S4	0.9486	0.9540	0.9740

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	0.9912	0.9733	0.0179	1.8%	0.0118	1.2%	35%	False	False	68,365
10	0.9935	0.9733	0.0202	2.1%	0.0119	1.2%	31%	False	False	70,254
20	1.0097	0.9733	0.0364	3.7%	0.0129	1.3%	17%	False	False	79,687
40	1.0097	0.9367	0.0730	7.5%	0.0139	1.4%	59%	False	False	93,927
60	1.0257	0.9367	0.0890	9.1%	0.0122	1.2%	48%	False	False	69,562
80	1.0593	0.9367	0.1226	12.5%	0.0119	1.2%	35%	False	False	52,321
100	1.0593	0.9367	0.1226	12.5%	0.0112	1.1%	35%	False	False	41,901
120	1.0593	0.9367	0.1226	12.5%	0.0105	1.1%	35%	False	False	34,941

Crabel Price Patterns
NR	False
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	0.0033

Fibonacci Retracements and Extensions
4.250	1.0265
2.618	1.0100
1.618	0.9999
1.000	0.9937
0.618	0.9898
HIGH	0.9836
0.618	0.9797
0.500	0.9786
0.382	0.9774
LOW	0.9735
0.618	0.9673
1.000	0.9634
1.618	0.9572
2.618	0.9471
4.250	0.9306

Fisher Pivots for day following 15-Nov-2011
Pivot	1 day	3 day
R1	0.9793	0.9819
PP	0.9789	0.9811
S1	0.9786	0.9804

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

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