CME Canadian Dollar Future March 2012

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Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary Previous Current 03-Oct-2011 04-Oct-2011 Change Change % Previous Week Open 0.9490 0.9472 -0.0018 -0.2% 0.9700 High 0.9555 0.9472 -0.0083 -0.9% 0.9825 Low 0.9464 0.9359 -0.0105 -1.1% 0.9493 Close 0.9498 0.9367 -0.0131 -1.4% 0.9550 Range 0.0091 0.0113 0.0022 24.2% 0.0332 ATR 0.0111 0.0113 0.0002 1.8% 0.0000 Volume 452 360 -92 -20.4% 1,598
Daily Pivots for day following 04-Oct-2011 Classic Woodie Camarilla DeMark R4 0.9738 0.9666 0.9429 R3 0.9625 0.9553 0.9398 R2 0.9512 0.9512 0.9388 R1 0.9440 0.9440 0.9377 0.9420 PP 0.9399 0.9399 0.9399 0.9389 S1 0.9327 0.9327 0.9357 0.9307 S2 0.9286 0.9286 0.9346 S3 0.9173 0.9214 0.9336 S4 0.9060 0.9101 0.9305	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 0.9773 0.9359 0.0414 4.4% 0.0115 1.2% 2% False True 385 10 1.0026 0.9359 0.0667 7.1% 0.0129 1.4% 1% False True 387 20 1.0187 0.9359 0.0828 8.8% 0.0102 1.1% 1% False True 295 40 1.0245 0.9359 0.0886 9.5% 0.0087 0.9% 1% False True 202 60 1.0544 0.9359 0.1185 12.7% 0.0071 0.8% 1% False True 153 80 1.0544 0.9359 0.1185 12.7% 0.0061 0.6% 1% False True 118 100 1.0544 0.9359 0.1185 12.7% 0.0053 0.6% 1% False True 97
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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0018 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9952 2.618 0.9768 1.618 0.9655 1.000 0.9585 0.618 0.9542 HIGH 0.9472 0.618 0.9429 0.500 0.9416 0.382 0.9402 LOW 0.9359 0.618 0.9289 1.000 0.9246 1.618 0.9176 2.618 0.9063 4.250 0.8879
Fisher Pivots for day following 04-Oct-2011 Pivot 1 day 3 day R1 0.9416 0.9485 PP 0.9399 0.9446 S1 0.9383 0.9406

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