CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	0.9884	0.9948	0.0064	0.6%	0.9794
High	0.9975	1.0005	0.0030	0.3%	0.9922
Low	0.9879	0.9911	0.0032	0.3%	0.9710
Close	0.9949	0.9916	-0.0033	-0.3%	0.9855
Range	0.0096	0.0094	-0.0002	-2.1%	0.0212
ATR	0.0102	0.0101	-0.0001	-0.5%	0.0000
Volume	73,131	81,793	8,662	11.8%	451,882

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0226	1.0165	0.9968
R3	1.0132	1.0071	0.9942
R2	1.0038	1.0038	0.9933
R1	0.9977	0.9977	0.9925	0.9961
PP	0.9944	0.9944	0.9944	0.9936
S1	0.9883	0.9883	0.9907	0.9867
S2	0.9850	0.9850	0.9899
S3	0.9756	0.9789	0.9890
S4	0.9662	0.9695	0.9864

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0465	1.0372	0.9972
R3	1.0253	1.0160	0.9913
R2	1.0041	1.0041	0.9894
R1	0.9948	0.9948	0.9874	0.9995
PP	0.9829	0.9829	0.9829	0.9852
S1	0.9736	0.9736	0.9836	0.9783
S2	0.9617	0.9617	0.9816
S3	0.9405	0.9524	0.9797
S4	0.9193	0.9312	0.9738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0005	0.9750	0.0255	2.6%	0.0096	1.0%	65%	True	False	73,036
10	1.0005	0.9680	0.0325	3.3%	0.0102	1.0%	73%	True	False	82,402
20	1.0005	0.9617	0.0388	3.9%	0.0103	1.0%	77%	True	False	80,750
40	1.0005	0.9352	0.0653	6.6%	0.0101	1.0%	86%	True	False	51,851
60	1.0005	0.9352	0.0653	6.6%	0.0098	1.0%	86%	True	False	34,783
80	1.0005	0.9352	0.0653	6.6%	0.0099	1.0%	86%	True	False	26,170
100	1.0005	0.9325	0.0680	6.9%	0.0100	1.0%	87%	True	False	20,966
120	1.0005	0.9230	0.0775	7.8%	0.0100	1.0%	89%	True	False	17,494

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	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0405
2.618	1.0251
1.618	1.0157
1.000	1.0099
0.618	1.0063
HIGH	1.0005
0.618	0.9969
0.500	0.9958
0.382	0.9947
LOW	0.9911
0.618	0.9853
1.000	0.9817
1.618	0.9759
2.618	0.9665
4.250	0.9512

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	0.9958	0.9912
PP	0.9944	0.9908
S1	0.9930	0.9905

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

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