CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	0.9810	0.9810	0.0000	0.0%	0.9542
High	0.9855	0.9893	0.0038	0.4%	0.9895
Low	0.9790	0.9775	-0.0015	-0.2%	0.9542
Close	0.9810	0.9889	0.0079	0.8%	0.9800
Range	0.0065	0.0118	0.0053	81.5%	0.0353
ATR	0.0111	0.0111	0.0001	0.5%	0.0000
Volume	1,398	2,427	1,029	73.6%	19,436

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0206	1.0166	0.9954
R3	1.0088	1.0048	0.9921
R2	0.9970	0.9970	0.9911
R1	0.9930	0.9930	0.9900	0.9950
PP	0.9852	0.9852	0.9852	0.9863
S1	0.9812	0.9812	0.9878	0.9832
S2	0.9734	0.9734	0.9867
S3	0.9616	0.9694	0.9857
S4	0.9498	0.9576	0.9824

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	2.6%	0.0118	1.2%	98%	False	False	3,997
10	0.9895	0.9485	0.0410	4.1%	0.0099	1.0%	99%	False	False	2,657
20	0.9895	0.9485	0.0410	4.1%	0.0099	1.0%	99%	False	False	1,495
40	1.0075	0.9485	0.0590	6.0%	0.0110	1.1%	68%	False	False	935
60	1.0187	0.9359	0.0828	8.4%	0.0112	1.1%	64%	False	False	733
80	1.0245	0.9359	0.0886	9.0%	0.0098	1.0%	60%	False	False	565
100	1.0544	0.9359	0.1185	12.0%	0.0090	0.9%	45%	False	False	475
120	1.0544	0.9359	0.1185	12.0%	0.0080	0.8%	45%	False	False	399

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0395
2.618	1.0202
1.618	1.0084
1.000	1.0011
0.618	0.9966
HIGH	0.9893
0.618	0.9848
0.500	0.9834
0.382	0.9820
LOW	0.9775
0.618	0.9702
1.000	0.9657
1.618	0.9584
2.618	0.9466
4.250	0.9274

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	0.9871	0.9871
PP	0.9852	0.9853
S1	0.9834	0.9835

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

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