CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 16-Dec-2011

Day Change Summary
	Previous	Current
	15-Dec-2011	16-Dec-2011	Change	Change %	Previous Week
Open	0.9621	0.9666	0.0045	0.5%	0.9802
High	0.9689	0.9710	0.0021	0.2%	0.9818
Low	0.9610	0.9610	0.0000	0.0%	0.9592
Close	0.9653	0.9631	-0.0022	-0.2%	0.9631
Range	0.0079	0.0100	0.0021	26.6%	0.0226
ATR	0.0113	0.0112	-0.0001	-0.8%	0.0000
Volume	57,130	9,981	-47,149	-82.5%	307,483

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9950	0.9891	0.9686
R3	0.9850	0.9791	0.9659
R2	0.9750	0.9750	0.9649
R1	0.9691	0.9691	0.9640	0.9671
PP	0.9650	0.9650	0.9650	0.9640
S1	0.9591	0.9591	0.9622	0.9571
S2	0.9550	0.9550	0.9613
S3	0.9450	0.9491	0.9604
S4	0.9350	0.9391	0.9576

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0358	1.0221	0.9755
R3	1.0132	0.9995	0.9693
R2	0.9906	0.9906	0.9672
R1	0.9769	0.9769	0.9652	0.9725
PP	0.9680	0.9680	0.9680	0.9658
S1	0.9543	0.9543	0.9610	0.9499
S2	0.9454	0.9454	0.9590
S3	0.9228	0.9317	0.9569
S4	0.9002	0.9091	0.9507

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9818	0.9592	0.0226	2.3%	0.0097	1.0%	17%	False	False	61,496
10	0.9945	0.9592	0.0353	3.7%	0.0101	1.1%	11%	False	False	66,698
20	0.9945	0.9497	0.0448	4.7%	0.0110	1.1%	30%	False	False	70,729
40	1.0097	0.9497	0.0600	6.2%	0.0119	1.2%	22%	False	False	74,384
60	1.0097	0.9367	0.0730	7.6%	0.0125	1.3%	36%	False	False	83,757
80	1.0257	0.9367	0.0890	9.2%	0.0120	1.2%	30%	False	False	71,810
100	1.0535	0.9367	0.1168	12.1%	0.0118	1.2%	23%	False	False	57,570
120	1.0593	0.9367	0.1226	12.7%	0.0112	1.2%	22%	False	False	48,012

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0135
2.618	0.9972
1.618	0.9872
1.000	0.9810
0.618	0.9772
HIGH	0.9710
0.618	0.9672
0.500	0.9660
0.382	0.9648
LOW	0.9610
0.618	0.9548
1.000	0.9510
1.618	0.9448
2.618	0.9348
4.250	0.9185

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	0.9660	0.9651
PP	0.9650	0.9644
S1	0.9641	0.9638

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

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