CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 07-Dec-2011

Day Change Summary
	Previous	Current
	06-Dec-2011	07-Dec-2011	Change	Change %	Previous Week
Open	0.9831	0.9899	0.0068	0.7%	0.9566
High	0.9914	0.9936	0.0022	0.2%	0.9917
Low	0.9793	0.9865	0.0072	0.7%	0.9523
Close	0.9909	0.9890	-0.0019	-0.2%	0.9820
Range	0.0121	0.0071	-0.0050	-41.3%	0.0394
ATR	0.0120	0.0116	-0.0003	-2.9%	0.0000
Volume	72,118	65,092	-7,026	-9.7%	412,929

Daily Pivots for day following 07-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0110	1.0071	0.9929
R3	1.0039	1.0000	0.9910
R2	0.9968	0.9968	0.9903
R1	0.9929	0.9929	0.9897	0.9913
PP	0.9897	0.9897	0.9897	0.9889
S1	0.9858	0.9858	0.9883	0.9842
S2	0.9826	0.9826	0.9877
S3	0.9755	0.9787	0.9870
S4	0.9684	0.9716	0.9851

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	0.9936	0.9778	0.0158	1.6%	0.0092	0.9%	71%	True	False	70,937
10	0.9936	0.9497	0.0439	4.4%	0.0115	1.2%	90%	True	False	73,841
20	0.9936	0.9497	0.0439	4.4%	0.0112	1.1%	90%	True	False	71,880
40	1.0097	0.9497	0.0600	6.1%	0.0125	1.3%	66%	False	False	78,130
60	1.0204	0.9367	0.0837	8.5%	0.0128	1.3%	62%	False	False	86,550
80	1.0257	0.9367	0.0890	9.0%	0.0118	1.2%	59%	False	False	65,902
100	1.0593	0.9367	0.1226	12.4%	0.0116	1.2%	43%	False	False	52,825
120	1.0593	0.9367	0.1226	12.4%	0.0110	1.1%	43%	False	False	44,054

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	1.0238
2.618	1.0122
1.618	1.0051
1.000	1.0007
0.618	0.9980
HIGH	0.9936
0.618	0.9909
0.500	0.9901
0.382	0.9892
LOW	0.9865
0.618	0.9821
1.000	0.9794
1.618	0.9750
2.618	0.9679
4.250	0.9563

Fisher Pivots for day following 07-Dec-2011
Pivot	1 day	3 day
R1	0.9901	0.9882
PP	0.9897	0.9873
S1	0.9894	0.9865

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

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