CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	0.9858	0.9814	-0.0044	-0.4%	0.9566
High	0.9917	0.9877	-0.0040	-0.4%	0.9917
Low	0.9802	0.9806	0.0004	0.0%	0.9523
Close	0.9820	0.9829	0.0009	0.1%	0.9820
Range	0.0115	0.0071	-0.0044	-38.3%	0.0394
ATR	0.0124	0.0120	-0.0004	-3.0%	0.0000
Volume	74,799	53,826	-20,973	-28.0%	412,929

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0050	1.0011	0.9868
R3	0.9979	0.9940	0.9849
R2	0.9908	0.9908	0.9842
R1	0.9869	0.9869	0.9836	0.9889
PP	0.9837	0.9837	0.9837	0.9847
S1	0.9798	0.9798	0.9822	0.9818
S2	0.9766	0.9766	0.9816
S3	0.9695	0.9727	0.9809
S4	0.9624	0.9656	0.9790

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0935	1.0772	1.0037
R3	1.0541	1.0378	0.9928
R2	1.0147	1.0147	0.9892
R1	0.9984	0.9984	0.9856	1.0066
PP	0.9753	0.9753	0.9753	0.9794
S1	0.9590	0.9590	0.9784	0.9672
S2	0.9359	0.9359	0.9748
S3	0.8965	0.9196	0.9712
S4	0.8571	0.8802	0.9603

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9917	0.9644	0.0273	2.8%	0.0119	1.2%	68%	False	False	80,258
10	0.9917	0.9497	0.0420	4.3%	0.0116	1.2%	79%	False	False	73,549
20	0.9917	0.9497	0.0420	4.3%	0.0112	1.1%	79%	False	False	70,967
40	1.0097	0.9497	0.0600	6.1%	0.0125	1.3%	55%	False	False	77,689
60	1.0204	0.9367	0.0837	8.5%	0.0129	1.3%	55%	False	False	84,963
80	1.0257	0.9367	0.0890	9.1%	0.0118	1.2%	52%	False	False	64,200
100	1.0593	0.9367	0.1226	12.5%	0.0116	1.2%	38%	False	False	51,460
120	1.0593	0.9367	0.1226	12.5%	0.0110	1.1%	38%	False	False	42,914

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	0.0027
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0179
2.618	1.0063
1.618	0.9992
1.000	0.9948
0.618	0.9921
HIGH	0.9877
0.618	0.9850
0.500	0.9842
0.382	0.9833
LOW	0.9806
0.618	0.9762
1.000	0.9735
1.618	0.9691
2.618	0.9620
4.250	0.9504

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	0.9842	0.9848
PP	0.9837	0.9841
S1	0.9833	0.9835

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

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