CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	0.9528	0.9542	0.0014	0.1%	0.9700
High	0.9508	0.9680	0.0172	1.8%	0.9700
Low	0.9485	0.9542	0.0057	0.6%	0.9485
Close	0.9508	0.9626	0.0118	1.2%	0.9508
Range	0.0023	0.0138	0.0115	500.0%	0.0215
ATR	0.0106	0.0110	0.0005	4.5%	0.0000
Volume	2,277	1,654	-623	-27.4%	3,534

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0030	0.9966	0.9702
R3	0.9892	0.9828	0.9664
R2	0.9754	0.9754	0.9651
R1	0.9690	0.9690	0.9639	0.9722
PP	0.9616	0.9616	0.9616	0.9632
S1	0.9552	0.9552	0.9613	0.9584
S2	0.9478	0.9478	0.9601
S3	0.9340	0.9414	0.9588
S4	0.9202	0.9276	0.9550

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	0.9700	0.9485	0.0215	2.2%	0.0087	0.9%	66%	False	False	1,037
10	0.9885	0.9485	0.0400	4.2%	0.0086	0.9%	35%	False	False	743
20	1.0043	0.9485	0.0558	5.8%	0.0104	1.1%	25%	False	False	516
40	1.0075	0.9359	0.0716	7.4%	0.0111	1.2%	37%	False	False	444
60	1.0187	0.9359	0.0828	8.6%	0.0106	1.1%	32%	False	False	382
80	1.0245	0.9359	0.0886	9.2%	0.0098	1.0%	30%	False	False	320
100	1.0544	0.9359	0.1185	12.3%	0.0086	0.9%	23%	False	False	261
120	1.0544	0.9359	0.1185	12.3%	0.0076	0.8%	23%	False	False	220

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	0.0010
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.0267
2.618	1.0041
1.618	0.9903
1.000	0.9818
0.618	0.9765
HIGH	0.9680
0.618	0.9627
0.500	0.9611
0.382	0.9595
LOW	0.9542
0.618	0.9457
1.000	0.9404
1.618	0.9319
2.618	0.9181
4.250	0.8956

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	0.9621	0.9612
PP	0.9616	0.9597
S1	0.9611	0.9583

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

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