CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 14-Nov-2011

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	0.9750	0.9875	0.0125	1.3%	0.9804
High	0.9865	0.9885	0.0020	0.2%	0.9895
Low	0.9750	0.9786	0.0036	0.4%	0.9720
Close	0.9852	0.9801	-0.0051	-0.5%	0.9852
Range	0.0115	0.0099	-0.0016	-13.9%	0.0175
ATR	0.0123	0.0121	-0.0002	-1.4%	0.0000
Volume	126	171	45	35.7%	1,292

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0121	1.0060	0.9855
R3	1.0022	0.9961	0.9828
R2	0.9923	0.9923	0.9819
R1	0.9862	0.9862	0.9810	0.9843
PP	0.9824	0.9824	0.9824	0.9815
S1	0.9763	0.9763	0.9792	0.9744
S2	0.9725	0.9725	0.9783
S3	0.9626	0.9664	0.9774
S4	0.9527	0.9565	0.9747

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0347	1.0275	0.9948
R3	1.0172	1.0100	0.9900
R2	0.9997	0.9997	0.9884
R1	0.9925	0.9925	0.9868	0.9961
PP	0.9822	0.9822	0.9822	0.9841
S1	0.9750	0.9750	0.9836	0.9786
S2	0.9647	0.9647	0.9820
S3	0.9472	0.9575	0.9804
S4	0.9297	0.9400	0.9756

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9895	0.9720	0.0175	1.8%	0.0110	1.1%	46%	False	False	206
10	0.9986	0.9720	0.0266	2.7%	0.0122	1.2%	30%	False	False	275
20	1.0075	0.9714	0.0361	3.7%	0.0118	1.2%	24%	False	False	321
40	1.0075	0.9359	0.0716	7.3%	0.0120	1.2%	62%	False	False	347
60	1.0245	0.9359	0.0886	9.0%	0.0102	1.0%	50%	False	False	270
80	1.0544	0.9359	0.1185	12.1%	0.0093	0.9%	37%	False	False	232
100	1.0544	0.9359	0.1185	12.1%	0.0081	0.8%	37%	False	False	190
120	1.0544	0.9359	0.1185	12.1%	0.0071	0.7%	37%	False	False	161

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	True
Bear Hook	False
Bull Hook	True
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0306
2.618	1.0144
1.618	1.0045
1.000	0.9984
0.618	0.9946
HIGH	0.9885
0.618	0.9847
0.500	0.9836
0.382	0.9824
LOW	0.9786
0.618	0.9725
1.000	0.9687
1.618	0.9626
2.618	0.9527
4.250	0.9365

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	0.9836	0.9803
PP	0.9824	0.9802
S1	0.9813	0.9802

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

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