CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	0.9891	0.9804	-0.0087	-0.9%	1.0023
High	0.9891	0.9850	-0.0041	-0.4%	1.0043
Low	0.9751	0.9791	0.0040	0.4%	0.9751
Close	0.9804	0.9843	0.0039	0.4%	0.9804
Range	0.0140	0.0059	-0.0081	-57.9%	0.0292
ATR	0.0131	0.0126	-0.0005	-3.9%	0.0000
Volume	261	431	170	65.1%	1,591

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0005	0.9983	0.9875
R3	0.9946	0.9924	0.9859
R2	0.9887	0.9887	0.9854
R1	0.9865	0.9865	0.9848	0.9876
PP	0.9828	0.9828	0.9828	0.9834
S1	0.9806	0.9806	0.9838	0.9817
S2	0.9769	0.9769	0.9832
S3	0.9710	0.9747	0.9827
S4	0.9651	0.9688	0.9811

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0742	1.0565	0.9965
R3	1.0450	1.0273	0.9884
R2	1.0158	1.0158	0.9858
R1	0.9981	0.9981	0.9831	0.9924
PP	0.9866	0.9866	0.9866	0.9837
S1	0.9689	0.9689	0.9777	0.9632
S2	0.9574	0.9574	0.9750
S3	0.9282	0.9397	0.9724
S4	0.8990	0.9105	0.9643

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9986	0.9751	0.0235	2.4%	0.0134	1.4%	39%	False	False	345
10	1.0075	0.9751	0.0324	3.3%	0.0131	1.3%	28%	False	False	355
20	1.0075	0.9650	0.0425	4.3%	0.0120	1.2%	45%	False	False	375
40	1.0187	0.9359	0.0828	8.4%	0.0118	1.2%	58%	False	False	353
60	1.0245	0.9359	0.0886	9.0%	0.0097	1.0%	55%	False	False	256
80	1.0544	0.9359	0.1185	12.0%	0.0087	0.9%	41%	False	False	221
100	1.0544	0.9359	0.1185	12.0%	0.0076	0.8%	41%	False	False	180
120	1.0544	0.9359	0.1185	12.0%	0.0067	0.7%	41%	False	False	153

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0101
2.618	1.0004
1.618	0.9945
1.000	0.9909
0.618	0.9886
HIGH	0.9850
0.618	0.9827
0.500	0.9821
0.382	0.9814
LOW	0.9791
0.618	0.9755
1.000	0.9732
1.618	0.9696
2.618	0.9637
4.250	0.9540

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	0.9836	0.9840
PP	0.9828	0.9836
S1	0.9821	0.9833

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

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