CME Canadian Dollar Future September 2010

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Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary Previous Current 12-Oct-2009 13-Oct-2009 Change Change % Previous Week Open 0.9649 0.9700 0.0051 0.5% 0.9347 High 0.9649 0.9700 0.0051 0.5% 0.9568 Low 0.9649 0.9700 0.0051 0.5% 0.9347 Close 0.9649 0.9638 -0.0011 -0.1% 0.9562 Range ATR 0.0071 0.0070 -0.0001 -2.0% 0.0000 Volume 4 0 -4 -100.0% 11
Daily Pivots for day following 13-Oct-2009 Classic Woodie Camarilla DeMark R4 0.9679 0.9659 0.9638 R3 0.9679 0.9659 0.9638 R2 0.9679 0.9679 0.9638 R1 0.9659 0.9659 0.9638 0.9669 PP 0.9679 0.9679 0.9679 0.9685 S1 0.9659 0.9659 0.9638 0.9669 S2 0.9679 0.9679 0.9638 S3 0.9679 0.9659 0.9638 S4 0.9679 0.9659 0.9638	Weekly Pivots for week ending 09-Oct-2009 Classic Woodie Camarilla DeMark R4 1.0155 1.0080 0.9684 R3 0.9934 0.9859 0.9623 R2 0.9713 0.9713 0.9603 R1 0.9638 0.9638 0.9582 0.9676 PP 0.9492 0.9492 0.9492 0.9511 S1 0.9417 0.9417 0.9542 0.9455 S2 0.9271 0.9271 0.9521 S3 0.9050 0.9196 0.9501 S4 0.8829 0.8975 0.9440
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9700 0.9399 0.0301 3.1% 0.0010 0.1% 79% True False 2 10 0.9700 0.9220 0.0480 5.0% 0.0009 0.1% 87% True False 2 20 0.9700 0.9100 0.0600 6.2% 0.0013 0.1% 90% True False 6
Crabel Price Patterns NR False 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 0.0000	Fibonacci Retracements and Extensions 4.250 0.9700 2.618 0.9700 1.618 0.9700 1.000 0.9700 0.618 0.9700 HIGH 0.9700 0.618 0.9700 0.500 0.9700 0.382 0.9700 LOW 0.9700 0.618 0.9700 1.000 0.9700 1.618 0.9700 2.618 0.9700 4.250 0.9700
Fisher Pivots for day following 13-Oct-2009 Pivot 1 day 3 day R1 0.9700 0.9632 PP 0.9679 0.9625 S1 0.9659 0.9619

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