CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 15-Nov-2011

Day Change Summary
	Previous	Current
	14-Nov-2011	15-Nov-2011	Change	Change %	Previous Week
Open	0.9875	0.9785	-0.0090	-0.9%	0.9804
High	0.9885	0.9786	-0.0099	-1.0%	0.9895
Low	0.9786	0.9725	-0.0061	-0.6%	0.9720
Close	0.9801	0.9780	-0.0021	-0.2%	0.9852
Range	0.0099	0.0061	-0.0038	-38.4%	0.0175
ATR	0.0121	0.0118	-0.0003	-2.7%	0.0000
Volume	171	89	-82	-48.0%	1,292

Daily Pivots for day following 15-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9947	0.9924	0.9814
R3	0.9886	0.9863	0.9797
R2	0.9825	0.9825	0.9791
R1	0.9802	0.9802	0.9786	0.9783
PP	0.9764	0.9764	0.9764	0.9754
S1	0.9741	0.9741	0.9774	0.9722
S2	0.9703	0.9703	0.9769
S3	0.9642	0.9680	0.9763
S4	0.9581	0.9619	0.9746

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	0.9890	0.9720	0.0170	1.7%	0.0103	1.1%	35%	False	False	172
10	0.9915	0.9720	0.0195	2.0%	0.0107	1.1%	31%	False	False	266
20	1.0075	0.9720	0.0355	3.6%	0.0114	1.2%	17%	False	False	294
40	1.0075	0.9359	0.0716	7.3%	0.0120	1.2%	59%	False	False	341
60	1.0245	0.9359	0.0886	9.1%	0.0102	1.0%	48%	False	False	269
80	1.0544	0.9359	0.1185	12.1%	0.0093	1.0%	36%	False	False	232
100	1.0544	0.9359	0.1185	12.1%	0.0081	0.8%	36%	False	False	190
120	1.0544	0.9359	0.1185	12.1%	0.0071	0.7%	36%	False	False	161

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Stretch	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0045
2.618	0.9946
1.618	0.9885
1.000	0.9847
0.618	0.9824
HIGH	0.9786
0.618	0.9763
0.500	0.9756
0.382	0.9748
LOW	0.9725
0.618	0.9687
1.000	0.9664
1.618	0.9626
2.618	0.9565
4.250	0.9466

Fisher Pivots for day following 15-Nov-2011
Pivot	1 day	3 day
R1	0.9772	0.9805
PP	0.9764	0.9797
S1	0.9756	0.9788

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

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