CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 14-Oct-2011

Day Change Summary
	Previous	Current
	13-Oct-2011	14-Oct-2011	Change	Change %	Previous Week
Open	0.9784	0.9755	-0.0029	-0.3%	0.9608
High	0.9784	0.9860	0.0076	0.8%	0.9860
Low	0.9707	0.9755	0.0048	0.5%	0.9608
Close	0.9788	0.9856	0.0068	0.7%	0.9856
Range	0.0077	0.0105	0.0028	36.4%	0.0252
ATR	0.0121	0.0120	-0.0001	-0.9%	0.0000
Volume	1,161	386	-775	-66.8%	2,175

Daily Pivots for day following 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0139	1.0102	0.9914
R3	1.0034	0.9997	0.9885
R2	0.9929	0.9929	0.9875
R1	0.9892	0.9892	0.9866	0.9911
PP	0.9824	0.9824	0.9824	0.9833
S1	0.9787	0.9787	0.9846	0.9806
S2	0.9719	0.9719	0.9837
S3	0.9614	0.9682	0.9827
S4	0.9509	0.9577	0.9798

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0531	1.0445	0.9995
R3	1.0279	1.0193	0.9925
R2	1.0027	1.0027	0.9902
R1	0.9941	0.9941	0.9879	0.9984
PP	0.9775	0.9775	0.9775	0.9796
S1	0.9689	0.9689	0.9833	0.9732
S2	0.9523	0.9523	0.9810
S3	0.9271	0.9437	0.9787
S4	0.9019	0.9185	0.9717

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9860	0.9608	0.0252	2.6%	0.0107	1.1%	98%	True	False	435
10	0.9860	0.9359	0.0501	5.1%	0.0114	1.2%	99%	True	False	380
20	1.0151	0.9359	0.0792	8.0%	0.0118	1.2%	63%	False	False	367
40	1.0245	0.9359	0.0886	9.0%	0.0092	0.9%	56%	False	False	239
60	1.0544	0.9359	0.1185	12.0%	0.0082	0.8%	42%	False	False	198
80	1.0544	0.9359	0.1185	12.0%	0.0070	0.7%	42%	False	False	154
100	1.0544	0.9359	0.1185	12.0%	0.0060	0.6%	42%	False	False	126

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0306
2.618	1.0135
1.618	1.0030
1.000	0.9965
0.618	0.9925
HIGH	0.9860
0.618	0.9820
0.500	0.9808
0.382	0.9795
LOW	0.9755
0.618	0.9690
1.000	0.9650
1.618	0.9585
2.618	0.9480
4.250	0.9309

Fisher Pivots for day following 14-Oct-2011
Pivot	1 day	3 day
R1	0.9840	0.9824
PP	0.9824	0.9792
S1	0.9808	0.9760

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

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