CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	1.0023	0.9965	-0.0058	-0.6%	0.9900
High	1.0043	0.9986	-0.0057	-0.6%	1.0075
Low	0.9943	0.9774	-0.0169	-1.7%	0.9765
Close	1.0030	0.9803	-0.0227	-2.3%	1.0033
Range	0.0100	0.0212	0.0112	112.0%	0.0310
ATR	0.0121	0.0131	0.0010	7.9%	0.0000
Volume	296	187	-109	-36.8%	2,064

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0490	1.0359	0.9920
R3	1.0278	1.0147	0.9861
R2	1.0066	1.0066	0.9842
R1	0.9935	0.9935	0.9822	0.9895
PP	0.9854	0.9854	0.9854	0.9834
S1	0.9723	0.9723	0.9784	0.9683
S2	0.9642	0.9642	0.9764
S3	0.9430	0.9511	0.9745
S4	0.9218	0.9299	0.9686

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0888	1.0770	1.0204
R3	1.0578	1.0460	1.0118
R2	1.0268	1.0268	1.0090
R1	1.0150	1.0150	1.0061	1.0209
PP	0.9958	0.9958	0.9958	0.9987
S1	0.9840	0.9840	1.0005	0.9899
S2	0.9648	0.9648	0.9976
S3	0.9338	0.9530	0.9948
S4	0.9028	0.9220	0.9863

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0075	0.9774	0.0301	3.1%	0.0128	1.3%	10%	False	True	383
10	1.0075	0.9735	0.0340	3.5%	0.0121	1.2%	20%	False	False	322
20	1.0075	0.9440	0.0635	6.5%	0.0123	1.3%	57%	False	False	355
40	1.0187	0.9359	0.0828	8.4%	0.0112	1.1%	54%	False	False	325
60	1.0245	0.9359	0.0886	9.0%	0.0099	1.0%	50%	False	False	253
80	1.0544	0.9359	0.1185	12.1%	0.0084	0.9%	37%	False	False	203
100	1.0544	0.9359	0.1185	12.1%	0.0073	0.7%	37%	False	False	166
120	1.0544	0.9359	0.1185	12.1%	0.0064	0.7%	37%	False	False	140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1.0887
2.618	1.0541
1.618	1.0329
1.000	1.0198
0.618	1.0117
HIGH	0.9986
0.618	0.9905
0.500	0.9880
0.382	0.9855
LOW	0.9774
0.618	0.9643
1.000	0.9562
1.618	0.9431
2.618	0.9219
4.250	0.8873

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	0.9880	0.9915
PP	0.9854	0.9878
S1	0.9829	0.9840

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

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