CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 13-Dec-2011

Day Change Summary
	Previous	Current
	12-Dec-2011	13-Dec-2011	Change	Change %	Previous Week
Open	0.9787	0.9717	-0.0070	-0.7%	0.9810
High	0.9798	0.9752	-0.0046	-0.5%	0.9923
Low	0.9702	0.9643	-0.0059	-0.6%	0.9723
Close	0.9721	0.9668	-0.0053	-0.5%	0.9798
Range	0.0096	0.0109	0.0013	13.5%	0.0200
ATR	0.0110	0.0110	0.0000	-0.1%	0.0000
Volume	17,149	36,316	19,167	111.8%	26,414

Daily Pivots for day following 13-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0015	0.9950	0.9728
R3	0.9906	0.9841	0.9698
R2	0.9797	0.9797	0.9688
R1	0.9732	0.9732	0.9678	0.9710
PP	0.9688	0.9688	0.9688	0.9677
S1	0.9623	0.9623	0.9658	0.9601
S2	0.9579	0.9579	0.9648
S3	0.9470	0.9514	0.9638
S4	0.9361	0.9405	0.9608

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	0.9643	0.0280	2.9%	0.0107	1.1%	9%	False	True	15,210
10	0.9923	0.9635	0.0288	3.0%	0.0113	1.2%	11%	False	False	9,604
20	0.9923	0.9485	0.0438	4.5%	0.0099	1.0%	42%	False	False	5,246
40	1.0075	0.9485	0.0590	6.1%	0.0108	1.1%	31%	False	False	2,783
60	1.0075	0.9359	0.0716	7.4%	0.0113	1.2%	43%	False	False	1,980
80	1.0245	0.9359	0.0886	9.2%	0.0101	1.0%	35%	False	False	1,514
100	1.0544	0.9359	0.1185	12.3%	0.0094	1.0%	26%	False	False	1,235
120	1.0544	0.9359	0.1185	12.3%	0.0084	0.9%	26%	False	False	1,032

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0215
2.618	1.0037
1.618	0.9928
1.000	0.9861
0.618	0.9819
HIGH	0.9752
0.618	0.9710
0.500	0.9698
0.382	0.9685
LOW	0.9643
0.618	0.9576
1.000	0.9534
1.618	0.9467
2.618	0.9358
4.250	0.9180

Fisher Pivots for day following 13-Dec-2011
Pivot	1 day	3 day
R1	0.9698	0.9727
PP	0.9688	0.9707
S1	0.9678	0.9688

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

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