CME Canadian Dollar Future December 2011

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

Day Change Summary
	Previous	Current
	13-Dec-2011	14-Dec-2011	Change	Change %	Previous Week
Open	0.9733	0.9674	-0.0059	-0.6%	0.9814
High	0.9773	0.9687	-0.0086	-0.9%	0.9945
Low	0.9660	0.9592	-0.0068	-0.7%	0.9742
Close	0.9687	0.9610	-0.0077	-0.8%	0.9818
Range	0.0113	0.0095	-0.0018	-15.9%	0.0203
ATR	0.0117	0.0115	-0.0002	-1.3%	0.0000
Volume	91,135	78,091	-13,044	-14.3%	359,504

Daily Pivots for day following 14-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9915	0.9857	0.9662
R3	0.9820	0.9762	0.9636
R2	0.9725	0.9725	0.9627
R1	0.9667	0.9667	0.9619	0.9649
PP	0.9630	0.9630	0.9630	0.9620
S1	0.9572	0.9572	0.9601	0.9554
S2	0.9535	0.9535	0.9593
S3	0.9440	0.9477	0.9584
S4	0.9345	0.9382	0.9558

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0444	1.0334	0.9930
R3	1.0241	1.0131	0.9874
R2	1.0038	1.0038	0.9855
R1	0.9928	0.9928	0.9837	0.9983
PP	0.9835	0.9835	0.9835	0.9863
S1	0.9725	0.9725	0.9799	0.9780
S2	0.9632	0.9632	0.9781
S3	0.9429	0.9522	0.9762
S4	0.9226	0.9319	0.9706

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9945	0.9592	0.0353	3.7%	0.0114	1.2%	5%	False	True	81,768
10	0.9945	0.9592	0.0353	3.7%	0.0103	1.1%	5%	False	True	76,352
20	0.9945	0.9497	0.0448	4.7%	0.0111	1.2%	25%	False	False	75,231
40	1.0097	0.9497	0.0600	6.2%	0.0120	1.2%	19%	False	False	77,459
60	1.0097	0.9367	0.0730	7.6%	0.0129	1.3%	33%	False	False	87,695
80	1.0257	0.9367	0.0890	9.3%	0.0120	1.2%	27%	False	False	70,979
100	1.0593	0.9367	0.1226	12.8%	0.0118	1.2%	20%	False	False	56,903
120	1.0593	0.9367	0.1226	12.8%	0.0112	1.2%	20%	False	False	47,456

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	0.0030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0091
2.618	0.9936
1.618	0.9841
1.000	0.9782
0.618	0.9746
HIGH	0.9687
0.618	0.9651
0.500	0.9640
0.382	0.9628
LOW	0.9592
0.618	0.9533
1.000	0.9497
1.618	0.9438
2.618	0.9343
4.250	0.9188

Fisher Pivots for day following 14-Dec-2011
Pivot	1 day	3 day
R1	0.9640	0.9705
PP	0.9630	0.9673
S1	0.9620	0.9642

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

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