CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 23-Nov-2011

Day Change Summary
	Previous	Current
	22-Nov-2011	23-Nov-2011	Change	Change %	Previous Week
Open	0.9603	0.9600	-0.0003	0.0%	0.9875
High	0.9642	0.9600	-0.0042	-0.4%	0.9885
Low	0.9587	0.9505	-0.0082	-0.9%	0.9685
Close	0.9620	0.9520	-0.0100	-1.0%	0.9717
Range	0.0055	0.0095	0.0040	72.7%	0.0200
ATR	0.0111	0.0111	0.0000	0.3%	0.0000
Volume	611	425	-186	-30.4%	2,249

Daily Pivots for day following 23-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9827	0.9768	0.9572
R3	0.9732	0.9673	0.9546
R2	0.9637	0.9637	0.9537
R1	0.9578	0.9578	0.9529	0.9560
PP	0.9542	0.9542	0.9542	0.9533
S1	0.9483	0.9483	0.9511	0.9465
S2	0.9447	0.9447	0.9503
S3	0.9352	0.9388	0.9494
S4	0.9257	0.9293	0.9468

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	0.9775	0.9505	0.0270	2.8%	0.0086	0.9%	6%	False	True	487
10	0.9885	0.9505	0.0380	4.0%	0.0091	1.0%	4%	False	True	403
20	1.0075	0.9505	0.0570	6.0%	0.0106	1.1%	3%	False	True	367
40	1.0075	0.9359	0.0716	7.5%	0.0113	1.2%	22%	False	False	366
60	1.0245	0.9359	0.0886	9.3%	0.0106	1.1%	18%	False	False	317
80	1.0390	0.9359	0.1031	10.8%	0.0099	1.0%	16%	False	False	272
100	1.0544	0.9359	0.1185	12.4%	0.0085	0.9%	14%	False	False	222
120	1.0544	0.9359	0.1185	12.4%	0.0075	0.8%	14%	False	False	188

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

Fibonacci Retracements and Extensions
4.250	1.0004
2.618	0.9849
1.618	0.9754
1.000	0.9695
0.618	0.9659
HIGH	0.9600
0.618	0.9564
0.500	0.9553
0.382	0.9541
LOW	0.9505
0.618	0.9446
1.000	0.9410
1.618	0.9351
2.618	0.9256
4.250	0.9101

Fisher Pivots for day following 23-Nov-2011
Pivot	1 day	3 day
R1	0.9553	0.9603
PP	0.9542	0.9575
S1	0.9531	0.9548

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

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