CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	0.9785	0.9747	-0.0038	-0.4%	0.9804
High	0.9786	0.9805	0.0019	0.2%	0.9895
Low	0.9725	0.9697	-0.0028	-0.3%	0.9720
Close	0.9780	0.9784	0.0004	0.0%	0.9852
Range	0.0061	0.0108	0.0047	77.0%	0.0175
ATR	0.0118	0.0117	-0.0001	-0.6%	0.0000
Volume	89	807	718	806.7%	1,292

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0086	1.0043	0.9843
R3	0.9978	0.9935	0.9814
R2	0.9870	0.9870	0.9804
R1	0.9827	0.9827	0.9794	0.9849
PP	0.9762	0.9762	0.9762	0.9773
S1	0.9719	0.9719	0.9774	0.9741
S2	0.9654	0.9654	0.9764
S3	0.9546	0.9611	0.9754
S4	0.9438	0.9503	0.9725

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	0.9885	0.9697	0.0188	1.9%	0.0095	1.0%	46%	False	True	318
10	0.9915	0.9697	0.0218	2.2%	0.0107	1.1%	40%	False	True	281
20	1.0075	0.9697	0.0378	3.9%	0.0113	1.2%	23%	False	True	314
40	1.0075	0.9359	0.0716	7.3%	0.0120	1.2%	59%	False	False	354
60	1.0245	0.9359	0.0886	9.1%	0.0104	1.1%	48%	False	False	282
80	1.0486	0.9359	0.1127	11.5%	0.0095	1.0%	38%	False	False	242
100	1.0544	0.9359	0.1185	12.1%	0.0082	0.8%	36%	False	False	198
120	1.0544	0.9359	0.1185	12.1%	0.0072	0.7%	36%	False	False	168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0264
2.618	1.0088
1.618	0.9980
1.000	0.9913
0.618	0.9872
HIGH	0.9805
0.618	0.9764
0.500	0.9751
0.382	0.9738
LOW	0.9697
0.618	0.9630
1.000	0.9589
1.618	0.9522
2.618	0.9414
4.250	0.9238

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	0.9773	0.9791
PP	0.9762	0.9789
S1	0.9751	0.9786

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

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