CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	0.9700	0.9603	-0.0097	-1.0%	0.9875
High	0.9700	0.9642	-0.0058	-0.6%	0.9885
Low	0.9577	0.9587	0.0010	0.1%	0.9685
Close	0.9610	0.9620	0.0010	0.1%	0.9717
Range	0.0123	0.0055	-0.0068	-55.3%	0.0200
ATR	0.0115	0.0111	-0.0004	-3.7%	0.0000
Volume	221	611	390	176.5%	2,249

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9781	0.9756	0.9650
R3	0.9726	0.9701	0.9635
R2	0.9671	0.9671	0.9630
R1	0.9646	0.9646	0.9625	0.9659
PP	0.9616	0.9616	0.9616	0.9623
S1	0.9591	0.9591	0.9615	0.9604
S2	0.9561	0.9561	0.9610
S3	0.9506	0.9536	0.9605
S4	0.9451	0.9481	0.9590

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%	0.0089	0.9%	19%	False	False	564
10	0.9890	0.9577	0.0313	3.3%	0.0096	1.0%	14%	False	False	368
20	1.0075	0.9577	0.0498	5.2%	0.0108	1.1%	9%	False	False	369
40	1.0075	0.9359	0.0716	7.4%	0.0114	1.2%	36%	False	False	363
60	1.0245	0.9359	0.0886	9.2%	0.0105	1.1%	29%	False	False	311
80	1.0390	0.9359	0.1031	10.7%	0.0098	1.0%	25%	False	False	267
100	1.0544	0.9359	0.1185	12.3%	0.0084	0.9%	22%	False	False	218
120	1.0544	0.9359	0.1185	12.3%	0.0074	0.8%	22%	False	False	184

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.9876
2.618	0.9786
1.618	0.9731
1.000	0.9697
0.618	0.9676
HIGH	0.9642
0.618	0.9621
0.500	0.9615
0.382	0.9608
LOW	0.9587
0.618	0.9553
1.000	0.9532
1.618	0.9498
2.618	0.9443
4.250	0.9353

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	0.9618	0.9676
PP	0.9616	0.9657
S1	0.9615	0.9639

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

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