CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	0.9940	0.9800	-0.0140	-1.4%	0.9875
High	0.9975	0.9930	-0.0045	-0.5%	0.9915
Low	0.9765	0.9799	0.0034	0.3%	0.9714
Close	0.9831	0.9906	0.0075	0.8%	0.9875
Range	0.0210	0.0131	-0.0079	-37.6%	0.0201
ATR	0.0124	0.0124	0.0001	0.4%	0.0000
Volume	96	462	366	381.3%	1,572

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0271	1.0220	0.9978
R3	1.0140	1.0089	0.9942
R2	1.0009	1.0009	0.9930
R1	0.9958	0.9958	0.9918	0.9984
PP	0.9878	0.9878	0.9878	0.9891
S1	0.9827	0.9827	0.9894	0.9853
S2	0.9747	0.9747	0.9882
S3	0.9616	0.9696	0.9870
S4	0.9485	0.9565	0.9834

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	0.9975	0.9735	0.0240	2.4%	0.0117	1.2%	71%	False	False	275
10	0.9975	0.9707	0.0268	2.7%	0.0120	1.2%	74%	False	False	421
20	0.9975	0.9359	0.0616	6.2%	0.0120	1.2%	89%	False	False	365
40	1.0245	0.9359	0.0886	8.9%	0.0106	1.1%	62%	False	False	292
60	1.0390	0.9359	0.1031	10.4%	0.0096	1.0%	53%	False	False	240
80	1.0544	0.9359	0.1185	12.0%	0.0080	0.8%	46%	False	False	186
100	1.0544	0.9359	0.1185	12.0%	0.0069	0.7%	46%	False	False	152
120	1.0544	0.9359	0.1185	12.0%	0.0062	0.6%	46%	False	False	129

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	1.0487
2.618	1.0273
1.618	1.0142
1.000	1.0061
0.618	1.0011
HIGH	0.9930
0.618	0.9880
0.500	0.9865
0.382	0.9849
LOW	0.9799
0.618	0.9718
1.000	0.9668
1.618	0.9587
2.618	0.9456
4.250	0.9242

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	0.9892	0.9894
PP	0.9878	0.9882
S1	0.9865	0.9870

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

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