CME Canadian Dollar Future September 2010

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Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary Previous Current 17-Nov-2009 18-Nov-2009 Change Change % Previous Week Open 0.9497 0.9506 0.0009 0.1% 0.9462 High 0.9497 0.9538 0.0041 0.4% 0.9550 Low 0.9497 0.9497 0.0000 0.0% 0.9462 Close 0.9497 0.9454 -0.0043 -0.5% 0.9500 Range 0.0000 0.0041 0.0041 0.0088 ATR 0.0064 0.0063 -0.0002 -2.6% 0.0000 Volume 3 2 -1 -33.3% 19
Daily Pivots for day following 18-Nov-2009 Classic Woodie Camarilla DeMark R4 0.9619 0.9578 0.9477 R3 0.9578 0.9537 0.9465 R2 0.9537 0.9537 0.9462 R1 0.9496 0.9496 0.9458 0.9496 PP 0.9496 0.9496 0.9496 0.9497 S1 0.9455 0.9455 0.9450 0.9455 S2 0.9455 0.9455 0.9446 S3 0.9414 0.9414 0.9443 S4 0.9373 0.9373 0.9431	Weekly Pivots for week ending 13-Nov-2009 Classic Woodie Camarilla DeMark R4 0.9768 0.9722 0.9548 R3 0.9680 0.9634 0.9524 R2 0.9592 0.9592 0.9516 R1 0.9546 0.9546 0.9508 0.9569 PP 0.9504 0.9504 0.9504 0.9516 S1 0.9458 0.9458 0.9492 0.9481 S2 0.9416 0.9416 0.9484 S3 0.9328 0.9370 0.9476 S4 0.9240 0.9282 0.9452
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9552 0.9472 0.0080 0.8% 0.0008 0.1% -23% False False 6 10 0.9552 0.9278 0.0274 2.9% 0.0004 0.0% 64% False False 4 20 0.9552 0.9255 0.0297 3.1% 0.0010 0.1% 67% False False 6 40 0.9710 0.9100 0.0610 6.5% 0.0011 0.1% 58% False False 7
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 0.0001 Widest range in 14 trading days	Fibonacci Retracements and Extensions 4.250 0.9712 2.618 0.9645 1.618 0.9604 1.000 0.9579 0.618 0.9563 HIGH 0.9538 0.618 0.9522 0.500 0.9518 0.382 0.9513 LOW 0.9497 0.618 0.9472 1.000 0.9456 1.618 0.9431 2.618 0.9390 4.250 0.9323
Fisher Pivots for day following 18-Nov-2009 Pivot 1 day 3 day R1 0.9518 0.9525 PP 0.9496 0.9501 S1 0.9475 0.9478

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