CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	0.9724	0.9618	-0.0106	-1.1%	0.9881
High	0.9726	0.9659	-0.0067	-0.7%	0.9903
Low	0.9592	0.9597	0.0005	0.1%	0.9699
Close	0.9625	0.9635	0.0010	0.1%	0.9733
Range	0.0134	0.0062	-0.0072	-53.7%	0.0204
ATR	0.0125	0.0121	-0.0005	-3.6%	0.0000
Volume	70,353	63,935	-6,418	-9.1%	331,789

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9816	0.9788	0.9669
R3	0.9754	0.9726	0.9652
R2	0.9692	0.9692	0.9646
R1	0.9664	0.9664	0.9641	0.9678
PP	0.9630	0.9630	0.9630	0.9638
S1	0.9602	0.9602	0.9629	0.9616
S2	0.9568	0.9568	0.9624
S3	0.9506	0.9540	0.9618
S4	0.9444	0.9478	0.9601

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0390	1.0266	0.9845
R3	1.0186	1.0062	0.9789
R2	0.9982	0.9982	0.9770
R1	0.9858	0.9858	0.9752	0.9818
PP	0.9778	0.9778	0.9778	0.9759
S1	0.9654	0.9654	0.9714	0.9614
S2	0.9574	0.9574	0.9696
S3	0.9370	0.9450	0.9677
S4	0.9166	0.9246	0.9621

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9823	0.9592	0.0231	2.4%	0.0100	1.0%	19%	False	False	71,476
10	0.9912	0.9592	0.0320	3.3%	0.0109	1.1%	13%	False	False	69,920
20	1.0097	0.9592	0.0505	5.2%	0.0121	1.3%	9%	False	False	75,335
40	1.0097	0.9367	0.0730	7.6%	0.0129	1.3%	37%	False	False	85,563
60	1.0257	0.9367	0.0890	9.2%	0.0124	1.3%	30%	False	False	75,478
80	1.0429	0.9367	0.1062	11.0%	0.0120	1.2%	25%	False	False	56,776
100	1.0593	0.9367	0.1226	12.7%	0.0113	1.2%	22%	False	False	45,464
120	1.0593	0.9367	0.1226	12.7%	0.0107	1.1%	22%	False	False	37,912

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	0.9923
2.618	0.9821
1.618	0.9759
1.000	0.9721
0.618	0.9697
HIGH	0.9659
0.618	0.9635
0.500	0.9628
0.382	0.9621
LOW	0.9597
0.618	0.9559
1.000	0.9535
1.618	0.9497
2.618	0.9435
4.250	0.9334

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	0.9633	0.9695
PP	0.9630	0.9675
S1	0.9628	0.9655

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

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