CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	0.9765	0.9795	0.0030	0.3%	0.9900
High	0.9865	0.9915	0.0050	0.5%	1.0075
Low	0.9758	0.9765	0.0007	0.1%	0.9765
Close	0.9832	0.9892	0.0060	0.6%	1.0033
Range	0.0107	0.0150	0.0043	40.2%	0.0310
ATR	0.0129	0.0131	0.0001	1.2%	0.0000
Volume	654	193	-461	-70.5%	2,064

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0307	1.0250	0.9975
R3	1.0157	1.0100	0.9933
R2	1.0007	1.0007	0.9920
R1	0.9950	0.9950	0.9906	0.9979
PP	0.9857	0.9857	0.9857	0.9872
S1	0.9800	0.9800	0.9878	0.9829
S2	0.9707	0.9707	0.9865
S3	0.9557	0.9650	0.9851
S4	0.9407	0.9500	0.9810

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	1.0056	0.9758	0.0298	3.0%	0.0125	1.3%	45%	False	False	428
10	1.0075	0.9758	0.0317	3.2%	0.0125	1.3%	42%	False	False	350
20	1.0075	0.9583	0.0492	5.0%	0.0124	1.3%	63%	False	False	369
40	1.0187	0.9359	0.0828	8.4%	0.0116	1.2%	64%	False	False	344
60	1.0245	0.9359	0.0886	9.0%	0.0097	1.0%	60%	False	False	261
80	1.0544	0.9359	0.1185	12.0%	0.0085	0.9%	45%	False	False	213
100	1.0544	0.9359	0.1185	12.0%	0.0076	0.8%	45%	False	False	173
120	1.0544	0.9359	0.1185	12.0%	0.0065	0.7%	45%	False	False	147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0553
2.618	1.0308
1.618	1.0158
1.000	1.0065
0.618	1.0008
HIGH	0.9915
0.618	0.9858
0.500	0.9840
0.382	0.9822
LOW	0.9765
0.618	0.9672
1.000	0.9615
1.618	0.9522
2.618	0.9372
4.250	0.9128

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	0.9875	0.9885
PP	0.9857	0.9879
S1	0.9840	0.9872

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

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