CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	23-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	0.9600	0.9528	-0.0072	-0.8%	0.9700
High	0.9600	0.9508	-0.0092	-1.0%	0.9700
Low	0.9505	0.9485	-0.0020	-0.2%	0.9485
Close	0.9520	0.9508	-0.0012	-0.1%	0.9508
Range	0.0095	0.0023	-0.0072	-75.8%	0.0215
ATR	0.0111	0.0106	-0.0005	-4.9%	0.0000
Volume	425	2,277	1,852	435.8%	3,534

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9569	0.9562	0.9521
R3	0.9546	0.9539	0.9514
R2	0.9523	0.9523	0.9512
R1	0.9516	0.9516	0.9510	0.9508
PP	0.9500	0.9500	0.9500	0.9497
S1	0.9493	0.9493	0.9506	0.9485
S2	0.9477	0.9477	0.9504
S3	0.9454	0.9470	0.9502
S4	0.9431	0.9447	0.9495

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0209	1.0074	0.9626
R3	0.9994	0.9859	0.9567
R2	0.9779	0.9779	0.9547
R1	0.9644	0.9644	0.9528	0.9604
PP	0.9564	0.9564	0.9564	0.9545
S1	0.9429	0.9429	0.9488	0.9389
S2	0.9349	0.9349	0.9469
S3	0.9134	0.9214	0.9449
S4	0.8919	0.8999	0.9390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9775	0.9485	0.0290	3.1%	0.0077	0.8%	8%	False	True	825
10	0.9885	0.9485	0.0400	4.2%	0.0084	0.9%	6%	False	True	590
20	1.0056	0.9485	0.0571	6.0%	0.0100	1.1%	4%	False	True	474
40	1.0075	0.9359	0.0716	7.5%	0.0110	1.2%	21%	False	False	413
60	1.0223	0.9359	0.0864	9.1%	0.0105	1.1%	17%	False	False	355
80	1.0310	0.9359	0.0951	10.0%	0.0098	1.0%	16%	False	False	300
100	1.0544	0.9359	0.1185	12.5%	0.0085	0.9%	13%	False	False	245
120	1.0544	0.9359	0.1185	12.5%	0.0075	0.8%	13%	False	False	207

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0010
Narrowest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	0.9606
2.618	0.9568
1.618	0.9545
1.000	0.9531
0.618	0.9522
HIGH	0.9508
0.618	0.9499
0.500	0.9497
0.382	0.9494
LOW	0.9485
0.618	0.9471
1.000	0.9462
1.618	0.9448
2.618	0.9425
4.250	0.9387

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	0.9504	0.9564
PP	0.9500	0.9545
S1	0.9497	0.9527

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

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