CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	0.9440	0.9560	0.0120	1.3%	0.9700
High	0.9588	0.9611	0.0023	0.2%	0.9825
Low	0.9440	0.9520	0.0080	0.8%	0.9493
Close	0.9564	0.9598	0.0034	0.4%	0.9550
Range	0.0148	0.0091	-0.0057	-38.5%	0.0332
ATR	0.0120	0.0118	-0.0002	-1.7%	0.0000
Volume	334	231	-103	-30.8%	1,598

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9849	0.9815	0.9648
R3	0.9758	0.9724	0.9623
R2	0.9667	0.9667	0.9615
R1	0.9633	0.9633	0.9606	0.9650
PP	0.9576	0.9576	0.9576	0.9585
S1	0.9542	0.9542	0.9590	0.9559
S2	0.9485	0.9485	0.9581
S3	0.9394	0.9451	0.9573
S4	0.9303	0.9360	0.9548

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	0.9611	0.9359	0.0252	2.6%	0.0112	1.2%	95%	True	False	364
10	0.9825	0.9359	0.0466	4.9%	0.0113	1.2%	51%	False	False	368
20	1.0187	0.9359	0.0828	8.6%	0.0109	1.1%	29%	False	False	318
40	1.0245	0.9359	0.0886	9.2%	0.0083	0.9%	27%	False	False	206
60	1.0544	0.9359	0.1185	12.3%	0.0073	0.8%	20%	False	False	161
80	1.0544	0.9359	0.1185	12.3%	0.0063	0.7%	20%	False	False	124
100	1.0544	0.9359	0.1185	12.3%	0.0054	0.6%	20%	False	False	103

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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9998
2.618	0.9849
1.618	0.9758
1.000	0.9702
0.618	0.9667
HIGH	0.9611
0.618	0.9576
0.500	0.9566
0.382	0.9555
LOW	0.9520
0.618	0.9464
1.000	0.9429
1.618	0.9373
2.618	0.9282
4.250	0.9133

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	0.9587	0.9560
PP	0.9576	0.9523
S1	0.9566	0.9485

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

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