CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 23-Sep-2011

Day Change Summary
	Previous	Current
	22-Sep-2011	23-Sep-2011	Change	Change %	Previous Week
Open	0.9885	0.9696	-0.0189	-1.9%	1.0140
High	0.9885	0.9729	-0.0156	-1.6%	1.0151
Low	0.9622	0.9640	0.0018	0.2%	0.9622
Close	0.9677	0.9660	-0.0017	-0.2%	0.9660
Range	0.0263	0.0089	-0.0174	-66.2%	0.0529
ATR	0.0102	0.0101	-0.0001	-0.9%	0.0000
Volume	472	714	242	51.3%	1,948

Daily Pivots for day following 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9943	0.9891	0.9709
R3	0.9854	0.9802	0.9684
R2	0.9765	0.9765	0.9676
R1	0.9713	0.9713	0.9668	0.9695
PP	0.9676	0.9676	0.9676	0.9667
S1	0.9624	0.9624	0.9652	0.9606
S2	0.9587	0.9587	0.9644
S3	0.9498	0.9535	0.9636
S4	0.9409	0.9446	0.9611

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1398	1.1058	0.9951
R3	1.0869	1.0529	0.9805
R2	1.0340	1.0340	0.9757
R1	1.0000	1.0000	0.9708	0.9906
PP	0.9811	0.9811	0.9811	0.9764
S1	0.9471	0.9471	0.9612	0.9377
S2	0.9282	0.9282	0.9563
S3	0.8753	0.8942	0.9515
S4	0.8224	0.8413	0.9369

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0151	0.9622	0.0529	5.5%	0.0127	1.3%	7%	False	False	389
10	1.0187	0.9622	0.0565	5.8%	0.0109	1.1%	7%	False	False	327
20	1.0245	0.9622	0.0623	6.4%	0.0085	0.9%	6%	False	False	192
40	1.0443	0.9622	0.0821	8.5%	0.0078	0.8%	5%	False	False	160
60	1.0544	0.9622	0.0922	9.5%	0.0062	0.6%	4%	False	False	114
80	1.0544	0.9622	0.0922	9.5%	0.0053	0.5%	4%	False	False	89
100	1.0544	0.9622	0.0922	9.5%	0.0048	0.5%	4%	False	False	75

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0107
2.618	0.9962
1.618	0.9873
1.000	0.9818
0.618	0.9784
HIGH	0.9729
0.618	0.9695
0.500	0.9685
0.382	0.9674
LOW	0.9640
0.618	0.9585
1.000	0.9551
1.618	0.9496
2.618	0.9407
4.250	0.9262

Fisher Pivots for day following 23-Sep-2011
Pivot	1 day	3 day
R1	0.9685	0.9824
PP	0.9676	0.9769
S1	0.9668	0.9715

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

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