CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	0.9687	0.9792	0.0105	1.1%	0.9700
High	0.9851	0.9840	-0.0011	-0.1%	0.9700
Low	0.9635	0.9758	0.0123	1.3%	0.9485
Close	0.9781	0.9832	0.0051	0.5%	0.9508
Range	0.0216	0.0082	-0.0134	-62.0%	0.0215
ATR	0.0117	0.0115	-0.0003	-2.1%	0.0000
Volume	6,184	3,178	-3,006	-48.6%	3,534

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0056	1.0026	0.9877
R3	0.9974	0.9944	0.9855
R2	0.9892	0.9892	0.9847
R1	0.9862	0.9862	0.9840	0.9877
PP	0.9810	0.9810	0.9810	0.9818
S1	0.9780	0.9780	0.9824	0.9795
S2	0.9728	0.9728	0.9817
S3	0.9646	0.9698	0.9809
S4	0.9564	0.9616	0.9787

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	0.9851	0.9485	0.0366	3.7%	0.0109	1.1%	95%	False	False	2,982
10	0.9851	0.9485	0.0366	3.7%	0.0098	1.0%	95%	False	False	1,735
20	0.9915	0.9485	0.0430	4.4%	0.0102	1.0%	81%	False	False	1,008
40	1.0075	0.9485	0.0590	6.0%	0.0112	1.1%	59%	False	False	689
60	1.0187	0.9359	0.0828	8.4%	0.0110	1.1%	57%	False	False	562
80	1.0245	0.9359	0.0886	9.0%	0.0098	1.0%	53%	False	False	447
100	1.0544	0.9359	0.1185	12.1%	0.0088	0.9%	40%	False	False	370
120	1.0544	0.9359	0.1185	12.1%	0.0079	0.8%	40%	False	False	311

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0189
2.618	1.0055
1.618	0.9973
1.000	0.9922
0.618	0.9891
HIGH	0.9840
0.618	0.9809
0.500	0.9799
0.382	0.9789
LOW	0.9758
0.618	0.9707
1.000	0.9676
1.618	0.9625
2.618	0.9543
4.250	0.9410

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	0.9821	0.9802
PP	0.9810	0.9773
S1	0.9799	0.9743

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

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