CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 24-May-2011

Day Change Summary
	Previous	Current
	23-May-2011	24-May-2011	Change	Change %	Previous Week
Open	1.0162	1.0150	-0.0012	-0.1%	1.0150
High	1.0162	1.0155	-0.0007	-0.1%	1.0259
Low	1.0139	1.0146	0.0007	0.1%	1.0139
Close	1.0155	1.0151	-0.0004	0.0%	1.0203
Range	0.0023	0.0009	-0.0014	-60.9%	0.0120
ATR	0.0058	0.0055	-0.0004	-6.0%	0.0000
Volume	11	8	-3	-27.3%	66

Daily Pivots for day following 24-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0178	1.0173	1.0156
R3	1.0169	1.0164	1.0153
R2	1.0160	1.0160	1.0153
R1	1.0155	1.0155	1.0152	1.0158
PP	1.0151	1.0151	1.0151	1.0152
S1	1.0146	1.0146	1.0150	1.0149
S2	1.0142	1.0142	1.0149
S3	1.0133	1.0137	1.0149
S4	1.0124	1.0128	1.0146

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0560	1.0502	1.0269
R3	1.0440	1.0382	1.0236
R2	1.0320	1.0320	1.0225
R1	1.0262	1.0262	1.0214	1.0291
PP	1.0200	1.0200	1.0200	1.0215
S1	1.0142	1.0142	1.0192	1.0171
S2	1.0080	1.0080	1.0181
S3	0.9960	1.0022	1.0170
S4	0.9840	0.9902	1.0137

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0259	1.0139	0.0120	1.2%	0.0012	0.1%	10%	False	False	11
10	1.0380	1.0139	0.0241	2.4%	0.0035	0.3%	5%	False	False	19

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0003
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0193
2.618	1.0179
1.618	1.0170
1.000	1.0164
0.618	1.0161
HIGH	1.0155
0.618	1.0152
0.500	1.0151
0.382	1.0149
LOW	1.0146
0.618	1.0140
1.000	1.0137
1.618	1.0131
2.618	1.0122
4.250	1.0108

Fisher Pivots for day following 24-May-2011
Pivot	1 day	3 day
R1	1.0151	1.0173
PP	1.0151	1.0166
S1	1.0151	1.0158

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

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