CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	0.9832	0.9810	-0.0022	-0.2%	0.9542
High	0.9895	0.9855	-0.0040	-0.4%	0.9895
Low	0.9785	0.9790	0.0005	0.1%	0.9542
Close	0.9800	0.9810	0.0010	0.1%	0.9800
Range	0.0110	0.0065	-0.0045	-40.9%	0.0353
ATR	0.0114	0.0111	-0.0004	-3.1%	0.0000
Volume	6,799	1,398	-5,401	-79.4%	19,436

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0013	0.9977	0.9846
R3	0.9948	0.9912	0.9828
R2	0.9883	0.9883	0.9822
R1	0.9847	0.9847	0.9816	0.9843
PP	0.9818	0.9818	0.9818	0.9816
S1	0.9782	0.9782	0.9804	0.9778
S2	0.9753	0.9753	0.9798
S3	0.9688	0.9717	0.9792
S4	0.9623	0.9652	0.9774

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0805	1.0655	0.9994
R3	1.0452	1.0302	0.9897
R2	1.0099	1.0099	0.9865
R1	0.9949	0.9949	0.9832	1.0024
PP	0.9746	0.9746	0.9746	0.9783
S1	0.9596	0.9596	0.9768	0.9671
S2	0.9393	0.9393	0.9735
S3	0.9040	0.9243	0.9703
S4	0.8687	0.8890	0.9606

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9895	0.9635	0.0260	2.7%	0.0112	1.1%	67%	False	False	3,836
10	0.9895	0.9485	0.0410	4.2%	0.0099	1.0%	79%	False	False	2,436
20	0.9895	0.9485	0.0410	4.2%	0.0096	1.0%	79%	False	False	1,395
40	1.0075	0.9485	0.0590	6.0%	0.0110	1.1%	55%	False	False	882
60	1.0187	0.9359	0.0828	8.4%	0.0111	1.1%	54%	False	False	696
80	1.0245	0.9359	0.0886	9.0%	0.0097	1.0%	51%	False	False	544
100	1.0544	0.9359	0.1185	12.1%	0.0088	0.9%	38%	False	False	452
120	1.0544	0.9359	0.1185	12.1%	0.0079	0.8%	38%	False	False	379

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0131
2.618	1.0025
1.618	0.9960
1.000	0.9920
0.618	0.9895
HIGH	0.9855
0.618	0.9830
0.500	0.9823
0.382	0.9815
LOW	0.9790
0.618	0.9750
1.000	0.9725
1.618	0.9685
2.618	0.9620
4.250	0.9514

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	0.9823	0.9827
PP	0.9818	0.9821
S1	0.9814	0.9816

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

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