CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	0.9749	0.9817	0.0068	0.7%	0.9608
High	0.9856	0.9885	0.0029	0.3%	0.9860
Low	0.9714	0.9765	0.0051	0.5%	0.9608
Close	0.9801	0.9779	-0.0022	-0.2%	0.9856
Range	0.0142	0.0120	-0.0022	-15.5%	0.0252
ATR	0.0125	0.0124	0.0000	-0.3%	0.0000
Volume	630	395	-235	-37.3%	2,175

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0170	1.0094	0.9845
R3	1.0050	0.9974	0.9812
R2	0.9930	0.9930	0.9801
R1	0.9854	0.9854	0.9790	0.9832
PP	0.9810	0.9810	0.9810	0.9799
S1	0.9734	0.9734	0.9768	0.9712
S2	0.9690	0.9690	0.9757
S3	0.9570	0.9614	0.9746
S4	0.9450	0.9494	0.9713

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	0.9915	0.9707	0.0208	2.1%	0.0123	1.3%	35%	False	False	567
10	0.9915	0.9520	0.0395	4.0%	0.0122	1.2%	66%	False	False	394
20	0.9915	0.9359	0.0556	5.7%	0.0126	1.3%	76%	False	False	393
40	1.0245	0.9359	0.0886	9.1%	0.0099	1.0%	47%	False	False	265
60	1.0486	0.9359	0.1127	11.5%	0.0088	0.9%	37%	False	False	218
80	1.0544	0.9359	0.1185	12.1%	0.0074	0.8%	35%	False	False	169
100	1.0544	0.9359	0.1185	12.1%	0.0064	0.7%	35%	False	False	138

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0395
2.618	1.0199
1.618	1.0079
1.000	1.0005
0.618	0.9959
HIGH	0.9885
0.618	0.9839
0.500	0.9825
0.382	0.9811
LOW	0.9765
0.618	0.9691
1.000	0.9645
1.618	0.9571
2.618	0.9451
4.250	0.9255

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	0.9825	0.9815
PP	0.9810	0.9803
S1	0.9794	0.9791

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

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