CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 10-Dec-2010

Day Change Summary
	Previous	Current
	09-Dec-2010	10-Dec-2010	Change	Change %	Previous Week
Open	0.9871	0.9875	0.0004	0.0%	0.9944
High	0.9913	0.9897	-0.0016	-0.2%	0.9967
Low	0.9854	0.9865	0.0011	0.1%	0.9840
Close	0.9873	0.9893	0.0020	0.2%	0.9893
Range	0.0059	0.0032	-0.0027	-45.8%	0.0127
ATR	0.0096	0.0091	-0.0005	-4.8%	0.0000
Volume	49,249	46,446	-2,803	-5.7%	156,411

Daily Pivots for day following 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9981	0.9969	0.9911
R3	0.9949	0.9937	0.9902
R2	0.9917	0.9917	0.9899
R1	0.9905	0.9905	0.9896	0.9911
PP	0.9885	0.9885	0.9885	0.9888
S1	0.9873	0.9873	0.9890	0.9879
S2	0.9853	0.9853	0.9887
S3	0.9821	0.9841	0.9884
S4	0.9789	0.9809	0.9875

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0281	1.0214	0.9963
R3	1.0154	1.0087	0.9928
R2	1.0027	1.0027	0.9916
R1	0.9960	0.9960	0.9905	0.9930
PP	0.9900	0.9900	0.9900	0.9885
S1	0.9833	0.9833	0.9881	0.9803
S2	0.9773	0.9773	0.9870
S3	0.9646	0.9706	0.9858
S4	0.9519	0.9579	0.9823

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9967	0.9840	0.0127	1.3%	0.0068	0.7%	42%	False	False	31,282
10	0.9975	0.9701	0.0274	2.8%	0.0088	0.9%	70%	False	False	17,051
20	0.9975	0.9701	0.0274	2.8%	0.0095	1.0%	70%	False	False	8,850
40	0.9991	0.9605	0.0386	3.9%	0.0094	1.0%	75%	False	False	4,607
60	0.9991	0.9600	0.0391	4.0%	0.0092	0.9%	75%	False	False	3,128
80	0.9991	0.9338	0.0653	6.6%	0.0087	0.9%	85%	False	False	2,378
100	0.9991	0.9338	0.0653	6.6%	0.0076	0.8%	85%	False	False	1,910
120	0.9991	0.9338	0.0653	6.6%	0.0070	0.7%	85%	False	False	1,595

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	1.0033
2.618	0.9981
1.618	0.9949
1.000	0.9929
0.618	0.9917
HIGH	0.9897
0.618	0.9885
0.500	0.9881
0.382	0.9877
LOW	0.9865
0.618	0.9845
1.000	0.9833
1.618	0.9813
2.618	0.9781
4.250	0.9729

Fisher Pivots for day following 10-Dec-2010
Pivot	1 day	3 day
R1	0.9889	0.9888
PP	0.9885	0.9883
S1	0.9881	0.9878

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

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