CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 21-Nov-2011

Day Change Summary
	Previous	Current
	18-Nov-2011	21-Nov-2011	Change	Change %	Previous Week
Open	0.9690	0.9700	0.0010	0.1%	0.9875
High	0.9775	0.9700	-0.0075	-0.8%	0.9885
Low	0.9685	0.9577	-0.0108	-1.1%	0.9685
Close	0.9717	0.9610	-0.0107	-1.1%	0.9717
Range	0.0090	0.0123	0.0033	36.7%	0.0200
ATR	0.0113	0.0115	0.0002	1.7%	0.0000
Volume	595	221	-374	-62.9%	2,249

Daily Pivots for day following 21-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9998	0.9927	0.9678
R3	0.9875	0.9804	0.9644
R2	0.9752	0.9752	0.9633
R1	0.9681	0.9681	0.9621	0.9655
PP	0.9629	0.9629	0.9629	0.9616
S1	0.9558	0.9558	0.9599	0.9532
S2	0.9506	0.9506	0.9587
S3	0.9383	0.9435	0.9576
S4	0.9260	0.9312	0.9542

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0362	1.0240	0.9827
R3	1.0162	1.0040	0.9772
R2	0.9962	0.9962	0.9754
R1	0.9840	0.9840	0.9735	0.9801
PP	0.9762	0.9762	0.9762	0.9743
S1	0.9640	0.9640	0.9699	0.9601
S2	0.9562	0.9562	0.9680
S3	0.9362	0.9440	0.9662
S4	0.9162	0.9240	0.9607

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9805	0.9577	0.0228	2.4%	0.0090	0.9%	14%	False	True	459
10	0.9895	0.9577	0.0318	3.3%	0.0100	1.0%	10%	False	True	333
20	1.0075	0.9577	0.0498	5.2%	0.0115	1.2%	7%	False	True	344
40	1.0075	0.9359	0.0716	7.5%	0.0115	1.2%	35%	False	False	353
60	1.0245	0.9359	0.0886	9.2%	0.0105	1.1%	28%	False	False	303
80	1.0398	0.9359	0.1039	10.8%	0.0097	1.0%	24%	False	False	260
100	1.0544	0.9359	0.1185	12.3%	0.0084	0.9%	21%	False	False	212
120	1.0544	0.9359	0.1185	12.3%	0.0074	0.8%	21%	False	False	179

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

Fibonacci Retracements and Extensions
4.250	1.0223
2.618	1.0022
1.618	0.9899
1.000	0.9823
0.618	0.9776
HIGH	0.9700
0.618	0.9653
0.500	0.9639
0.382	0.9624
LOW	0.9577
0.618	0.9501
1.000	0.9454
1.618	0.9378
2.618	0.9255
4.250	0.9054

Fisher Pivots for day following 21-Nov-2011
Pivot	1 day	3 day
R1	0.9639	0.9676
PP	0.9629	0.9654
S1	0.9620	0.9632

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

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