CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 10-Oct-2011

Day Change Summary
	Previous	Current
	07-Oct-2011	10-Oct-2011	Change	Change %	Previous Week
Open	0.9598	0.9608	0.0010	0.1%	0.9490
High	0.9741	0.9726	-0.0015	-0.2%	0.9741
Low	0.9583	0.9608	0.0025	0.3%	0.9359
Close	0.9600	0.9712	0.0112	1.2%	0.9600
Range	0.0158	0.0118	-0.0040	-25.3%	0.0382
ATR	0.0121	0.0122	0.0000	0.3%	0.0000
Volume	252	331	79	31.3%	1,629

Daily Pivots for day following 10-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0036	0.9992	0.9777
R3	0.9918	0.9874	0.9744
R2	0.9800	0.9800	0.9734
R1	0.9756	0.9756	0.9723	0.9778
PP	0.9682	0.9682	0.9682	0.9693
S1	0.9638	0.9638	0.9701	0.9660
S2	0.9564	0.9564	0.9690
S3	0.9446	0.9520	0.9680
S4	0.9328	0.9402	0.9647

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0713	1.0538	0.9810
R3	1.0331	1.0156	0.9705
R2	0.9949	0.9949	0.9670
R1	0.9774	0.9774	0.9635	0.9862
PP	0.9567	0.9567	0.9567	0.9610
S1	0.9392	0.9392	0.9565	0.9480
S2	0.9185	0.9185	0.9530
S3	0.8803	0.9010	0.9495
S4	0.8421	0.8628	0.9390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9741	0.9359	0.0382	3.9%	0.0126	1.3%	92%	False	False	301
10	0.9825	0.9359	0.0466	4.8%	0.0120	1.2%	76%	False	False	329
20	1.0187	0.9359	0.0828	8.5%	0.0116	1.2%	43%	False	False	331
40	1.0245	0.9359	0.0886	9.1%	0.0085	0.9%	40%	False	False	196
60	1.0544	0.9359	0.1185	12.2%	0.0076	0.8%	30%	False	False	169
80	1.0544	0.9359	0.1185	12.2%	0.0065	0.7%	30%	False	False	131
100	1.0544	0.9359	0.1185	12.2%	0.0056	0.6%	30%	False	False	108

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0228
2.618	1.0035
1.618	0.9917
1.000	0.9844
0.618	0.9799
HIGH	0.9726
0.618	0.9681
0.500	0.9667
0.382	0.9653
LOW	0.9608
0.618	0.9535
1.000	0.9490
1.618	0.9417
2.618	0.9299
4.250	0.9107

Fisher Pivots for day following 10-Oct-2011
Pivot	1 day	3 day
R1	0.9697	0.9685
PP	0.9682	0.9658
S1	0.9667	0.9631

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

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