CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 09-Dec-2011

Day Change Summary
	Previous	Current
	08-Dec-2011	09-Dec-2011	Change	Change %	Previous Week
Open	0.9890	0.9750	-0.0140	-1.4%	0.9810
High	0.9923	0.9810	-0.0113	-1.1%	0.9923
Low	0.9748	0.9723	-0.0025	-0.3%	0.9723
Close	0.9777	0.9798	0.0021	0.2%	0.9798
Range	0.0175	0.0087	-0.0088	-50.3%	0.0200
ATR	0.0113	0.0111	-0.0002	-1.6%	0.0000
Volume	7,903	6,401	-1,502	-19.0%	26,414

Daily Pivots for day following 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0038	1.0005	0.9846
R3	0.9951	0.9918	0.9822
R2	0.9864	0.9864	0.9814
R1	0.9831	0.9831	0.9806	0.9848
PP	0.9777	0.9777	0.9777	0.9785
S1	0.9744	0.9744	0.9790	0.9761
S2	0.9690	0.9690	0.9782
S3	0.9603	0.9657	0.9774
S4	0.9516	0.9570	0.9750

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0415	1.0306	0.9908
R3	1.0215	1.0106	0.9853
R2	1.0015	1.0015	0.9835
R1	0.9906	0.9906	0.9816	0.9861
PP	0.9815	0.9815	0.9815	0.9792
S1	0.9706	0.9706	0.9780	0.9661
S2	0.9615	0.9615	0.9761
S3	0.9415	0.9506	0.9743
S4	0.9215	0.9306	0.9688

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9923	0.9723	0.0200	2.0%	0.0103	1.1%	38%	False	True	5,282
10	0.9923	0.9542	0.0381	3.9%	0.0115	1.2%	67%	False	False	4,585
20	0.9923	0.9485	0.0438	4.5%	0.0099	1.0%	71%	False	False	2,587
40	1.0075	0.9485	0.0590	6.0%	0.0110	1.1%	53%	False	False	1,463
60	1.0187	0.9359	0.0828	8.5%	0.0112	1.1%	53%	False	False	1,094
80	1.0245	0.9359	0.0886	9.0%	0.0101	1.0%	50%	False	False	847
100	1.0544	0.9359	0.1185	12.1%	0.0092	0.9%	37%	False	False	700
120	1.0544	0.9359	0.1185	12.1%	0.0082	0.8%	37%	False	False	587

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0180
2.618	1.0038
1.618	0.9951
1.000	0.9897
0.618	0.9864
HIGH	0.9810
0.618	0.9777
0.500	0.9767
0.382	0.9756
LOW	0.9723
0.618	0.9669
1.000	0.9636
1.618	0.9582
2.618	0.9495
4.250	0.9353

Fisher Pivots for day following 09-Dec-2011
Pivot	1 day	3 day
R1	0.9788	0.9823
PP	0.9777	0.9815
S1	0.9767	0.9806

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

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