CME Canadian Dollar Future September 2010

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Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary Previous Current 05-Nov-2009 06-Nov-2009 Change Change % Previous Week Open 0.9400 0.9278 -0.0122 -1.3% 0.9262 High 0.9400 0.9278 -0.0122 -1.3% 0.9415 Low 0.9400 0.9278 -0.0122 -1.3% 0.9255 Close 0.9385 0.9278 -0.0107 -1.1% 0.9278 Range ATR 0.0065 0.0068 0.0003 4.6% 0.0000 Volume 3 2 -1 -33.3% 12
Daily Pivots for day following 06-Nov-2009 Classic Woodie Camarilla DeMark R4 0.9278 0.9278 0.9278 R3 0.9278 0.9278 0.9278 R2 0.9278 0.9278 0.9278 R1 0.9278 0.9278 0.9278 0.9278 PP 0.9278 0.9278 0.9278 0.9278 S1 0.9278 0.9278 0.9278 0.9278 S2 0.9278 0.9278 0.9278 S3 0.9278 0.9278 0.9278 S4 0.9278 0.9278 0.9278	Weekly Pivots for week ending 06-Nov-2009 Classic Woodie Camarilla DeMark R4 0.9796 0.9697 0.9366 R3 0.9636 0.9537 0.9322 R2 0.9476 0.9476 0.9307 R1 0.9377 0.9377 0.9293 0.9427 PP 0.9316 0.9316 0.9316 0.9341 S1 0.9217 0.9217 0.9263 0.9267 S2 0.9156 0.9156 0.9249 S3 0.8996 0.9057 0.9234 S4 0.8836 0.8897 0.9190
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9415 0.9255 0.0160 1.7% 0.0000 0.0% 14% False False 2 10 0.9458 0.9255 0.0203 2.2% 0.0015 0.2% 11% False False 8 20 0.9710 0.9255 0.0455 4.9% 0.0009 0.1% 5% False False 8 40 0.9710 0.9100 0.0610 6.6% 0.0012 0.1% 29% False False 7
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 0.9278 2.618 0.9278 1.618 0.9278 1.000 0.9278 0.618 0.9278 HIGH 0.9278 0.618 0.9278 0.500 0.9278 0.382 0.9278 LOW 0.9278 0.618 0.9278 1.000 0.9278 1.618 0.9278 2.618 0.9278 4.250 0.9278
Fisher Pivots for day following 06-Nov-2009 Pivot 1 day 3 day R1 0.9278 0.9347 PP 0.9278 0.9324 S1 0.9278 0.9301

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