CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	0.9965	0.9765	-0.0200	-2.0%	0.9900
High	0.9986	0.9865	-0.0121	-1.2%	1.0075
Low	0.9774	0.9758	-0.0016	-0.2%	0.9765
Close	0.9803	0.9832	0.0029	0.3%	1.0033
Range	0.0212	0.0107	-0.0105	-49.5%	0.0310
ATR	0.0131	0.0129	-0.0002	-1.3%	0.0000
Volume	187	654	467	249.7%	2,064

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0139	1.0093	0.9891
R3	1.0032	0.9986	0.9861
R2	0.9925	0.9925	0.9852
R1	0.9879	0.9879	0.9842	0.9902
PP	0.9818	0.9818	0.9818	0.9830
S1	0.9772	0.9772	0.9822	0.9795
S2	0.9711	0.9711	0.9812
S3	0.9604	0.9665	0.9803
S4	0.9497	0.9558	0.9773

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	0.9758	0.0317	3.2%	0.0123	1.3%	23%	False	True	421
10	1.0075	0.9735	0.0340	3.5%	0.0120	1.2%	29%	False	False	348
20	1.0075	0.9520	0.0555	5.6%	0.0121	1.2%	56%	False	False	371
40	1.0187	0.9359	0.0828	8.4%	0.0114	1.2%	57%	False	False	340
60	1.0245	0.9359	0.0886	9.0%	0.0097	1.0%	53%	False	False	261
80	1.0544	0.9359	0.1185	12.1%	0.0084	0.9%	40%	False	False	211
100	1.0544	0.9359	0.1185	12.1%	0.0074	0.8%	40%	False	False	172
120	1.0544	0.9359	0.1185	12.1%	0.0065	0.7%	40%	False	False	146

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	True
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0320
2.618	1.0145
1.618	1.0038
1.000	0.9972
0.618	0.9931
HIGH	0.9865
0.618	0.9824
0.500	0.9812
0.382	0.9799
LOW	0.9758
0.618	0.9692
1.000	0.9651
1.618	0.9585
2.618	0.9478
4.250	0.9303

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	0.9825	0.9901
PP	0.9818	0.9878
S1	0.9812	0.9855

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

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