CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 21-Oct-2011

Day Change Summary
	Previous	Current
	20-Oct-2011	21-Oct-2011	Change	Change %	Previous Week
Open	0.9755	0.9806	0.0051	0.5%	0.9875
High	0.9835	0.9901	0.0066	0.7%	0.9915
Low	0.9735	0.9805	0.0070	0.7%	0.9714
Close	0.9832	0.9875	0.0043	0.4%	0.9875
Range	0.0100	0.0096	-0.0004	-4.0%	0.0201
ATR	0.0123	0.0121	-0.0002	-1.6%	0.0000
Volume	173	110	-63	-36.4%	1,572

Daily Pivots for day following 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0148	1.0108	0.9928
R3	1.0052	1.0012	0.9901
R2	0.9956	0.9956	0.9893
R1	0.9916	0.9916	0.9884	0.9936
PP	0.9860	0.9860	0.9860	0.9871
S1	0.9820	0.9820	0.9866	0.9840
S2	0.9764	0.9764	0.9857
S3	0.9668	0.9724	0.9849
S4	0.9572	0.9628	0.9822

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0438	1.0357	0.9986
R3	1.0237	1.0156	0.9930
R2	1.0036	1.0036	0.9912
R1	0.9955	0.9955	0.9893	0.9976
PP	0.9835	0.9835	0.9835	0.9845
S1	0.9754	0.9754	0.9857	0.9775
S2	0.9634	0.9634	0.9838
S3	0.9433	0.9553	0.9820
S4	0.9232	0.9352	0.9764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9915	0.9714	0.0201	2.0%	0.0126	1.3%	80%	False	False	314
10	0.9915	0.9608	0.0307	3.1%	0.0116	1.2%	87%	False	False	374
20	0.9915	0.9359	0.0556	5.6%	0.0118	1.2%	93%	False	False	348
40	1.0245	0.9359	0.0886	9.0%	0.0101	1.0%	58%	False	False	270
60	1.0443	0.9359	0.1084	11.0%	0.0091	0.9%	48%	False	False	223
80	1.0544	0.9359	0.1185	12.0%	0.0076	0.8%	44%	False	False	173
100	1.0544	0.9359	0.1185	12.0%	0.0066	0.7%	44%	False	False	141
120	1.0544	0.9359	0.1185	12.0%	0.0060	0.6%	44%	False	False	121

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0309
2.618	1.0152
1.618	1.0056
1.000	0.9997
0.618	0.9960
HIGH	0.9901
0.618	0.9864
0.500	0.9853
0.382	0.9842
LOW	0.9805
0.618	0.9746
1.000	0.9709
1.618	0.9650
2.618	0.9554
4.250	0.9397

Fisher Pivots for day following 21-Oct-2011
Pivot	1 day	3 day
R1	0.9868	0.9856
PP	0.9860	0.9837
S1	0.9853	0.9818

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

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