CME Canadian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary Previous Current 20-Oct-2011 21-Oct-2011 Change Change % Previous Week Open 0.9765 0.9875 0.0110 1.1% 0.9830 High 0.9820 0.9880 0.0060 0.6% 0.9880 Low 0.9723 0.9850 0.0127 1.3% 0.9723 Close 0.9822 0.9862 0.0040 0.4% 0.9862 Range 0.0097 0.0030 -0.0067 -69.1% 0.0157 ATR 0.0088 0.0086 -0.0002 -2.4% 0.0000 Volume 13 39 26 200.0% 198
Daily Pivots for day following 21-Oct-2011 Classic Woodie Camarilla DeMark R4 0.9954 0.9938 0.9879 R3 0.9924 0.9908 0.9870 R2 0.9894 0.9894 0.9868 R1 0.9878 0.9878 0.9865 0.9871 PP 0.9864 0.9864 0.9864 0.9861 S1 0.9848 0.9848 0.9859 0.9841 S2 0.9834 0.9834 0.9857 S3 0.9804 0.9818 0.9854 S4 0.9774 0.9788 0.9846	Weekly Pivots for week ending 21-Oct-2011 Classic Woodie Camarilla DeMark R4 1.0293 1.0234 0.9948 R3 1.0136 1.0077 0.9905 R2 0.9979 0.9979 0.9891 R1 0.9920 0.9920 0.9876 0.9950 PP 0.9822 0.9822 0.9822 0.9836 S1 0.9763 0.9763 0.9848 0.9793 S2 0.9665 0.9665 0.9833 S3 0.9508 0.9606 0.9819 S4 0.9351 0.9449 0.9776
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9880 0.9723 0.0157 1.6% 0.0068 0.7% 89% True False 39 10 0.9880 0.9667 0.0213 2.2% 0.0047 0.5% 92% True False 56 20 0.9880 0.9360 0.0520 5.3% 0.0057 0.6% 97% True False 61 40 1.0195 0.9360 0.0835 8.5% 0.0040 0.4% 60% False False 57
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 0.0006 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0008 2.618 0.9959 1.618 0.9929 1.000 0.9910 0.618 0.9899 HIGH 0.9880 0.618 0.9869 0.500 0.9865 0.382 0.9861 LOW 0.9850 0.618 0.9831 1.000 0.9820 1.618 0.9801 2.618 0.9771 4.250 0.9723
Fisher Pivots for day following 21-Oct-2011 Pivot 1 day 3 day R1 0.9865 0.9842 PP 0.9864 0.9822 S1 0.9863 0.9802

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