CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	0.9645	0.9584	-0.0061	-0.6%	0.9700
High	0.9720	0.9611	-0.0109	-1.1%	0.9825
Low	0.9586	0.9493	-0.0093	-1.0%	0.9493
Close	0.9598	0.9550	-0.0048	-0.5%	0.9550
Range	0.0134	0.0118	-0.0016	-11.9%	0.0332
ATR	0.0112	0.0112	0.0000	0.4%	0.0000
Volume	400	445	45	11.3%	1,598

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9905	0.9846	0.9615
R3	0.9787	0.9728	0.9582
R2	0.9669	0.9669	0.9572
R1	0.9610	0.9610	0.9561	0.9581
PP	0.9551	0.9551	0.9551	0.9537
S1	0.9492	0.9492	0.9539	0.9463
S2	0.9433	0.9433	0.9528
S3	0.9315	0.9374	0.9518
S4	0.9197	0.9256	0.9485

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0619	1.0416	0.9733
R3	1.0287	1.0084	0.9641
R2	0.9955	0.9955	0.9611
R1	0.9752	0.9752	0.9580	0.9688
PP	0.9623	0.9623	0.9623	0.9590
S1	0.9420	0.9420	0.9520	0.9356
S2	0.9291	0.9291	0.9489
S3	0.8959	0.9088	0.9459
S4	0.8627	0.8756	0.9367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9825	0.9493	0.0332	3.5%	0.0119	1.2%	17%	False	True	319
10	1.0151	0.9493	0.0658	6.9%	0.0123	1.3%	9%	False	True	354
20	1.0187	0.9493	0.0694	7.3%	0.0098	1.0%	8%	False	True	259
40	1.0245	0.9493	0.0752	7.9%	0.0085	0.9%	8%	False	True	197
60	1.0544	0.9493	0.1051	11.0%	0.0069	0.7%	5%	False	True	140
80	1.0544	0.9493	0.1051	11.0%	0.0059	0.6%	5%	False	True	109
100	1.0544	0.9493	0.1051	11.0%	0.0052	0.5%	5%	False	True	90

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0113
2.618	0.9920
1.618	0.9802
1.000	0.9729
0.618	0.9684
HIGH	0.9611
0.618	0.9566
0.500	0.9552
0.382	0.9538
LOW	0.9493
0.618	0.9420
1.000	0.9375
1.618	0.9302
2.618	0.9184
4.250	0.8992

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	0.9552	0.9633
PP	0.9551	0.9605
S1	0.9551	0.9578

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

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