CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 15-Dec-2011

Day Change Summary
	Previous	Current
	14-Dec-2011	15-Dec-2011	Change	Change %	Previous Week
Open	0.9664	0.9605	-0.0059	-0.6%	0.9810
High	0.9664	0.9670	0.0006	0.1%	0.9923
Low	0.9573	0.9591	0.0018	0.2%	0.9723
Close	0.9592	0.9635	0.0043	0.4%	0.9798
Range	0.0091	0.0079	-0.0012	-13.2%	0.0200
ATR	0.0109	0.0107	-0.0002	-2.0%	0.0000
Volume	35,569	39,335	3,766	10.6%	26,414

Daily Pivots for day following 15-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9869	0.9831	0.9678
R3	0.9790	0.9752	0.9657
R2	0.9711	0.9711	0.9649
R1	0.9673	0.9673	0.9642	0.9692
PP	0.9632	0.9632	0.9632	0.9642
S1	0.9594	0.9594	0.9628	0.9613
S2	0.9553	0.9553	0.9621
S3	0.9474	0.9515	0.9613
S4	0.9395	0.9436	0.9592

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	0.9810	0.9573	0.0237	2.5%	0.0092	1.0%	26%	False	False	26,954
10	0.9923	0.9573	0.0350	3.6%	0.0100	1.0%	18%	False	False	16,158
20	0.9923	0.9485	0.0438	4.5%	0.0099	1.0%	34%	False	False	8,946
40	1.0075	0.9485	0.0590	6.1%	0.0106	1.1%	25%	False	False	4,630
60	1.0075	0.9359	0.0716	7.4%	0.0113	1.2%	39%	False	False	3,218
80	1.0245	0.9359	0.0886	9.2%	0.0103	1.1%	31%	False	False	2,448
100	1.0486	0.9359	0.1127	11.7%	0.0096	1.0%	24%	False	False	1,983
120	1.0544	0.9359	0.1185	12.3%	0.0085	0.9%	23%	False	False	1,656

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0025
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0006
2.618	0.9877
1.618	0.9798
1.000	0.9749
0.618	0.9719
HIGH	0.9670
0.618	0.9640
0.500	0.9631
0.382	0.9621
LOW	0.9591
0.618	0.9542
1.000	0.9512
1.618	0.9463
2.618	0.9384
4.250	0.9255

Fisher Pivots for day following 15-Dec-2011
Pivot	1 day	3 day
R1	0.9634	0.9663
PP	0.9632	0.9653
S1	0.9631	0.9644

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

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