CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 21-Oct-2010

Day Change Summary
	Previous	Current
	20-Oct-2010	21-Oct-2010	Change	Change %	Previous Week
Open	0.9669	0.9777	0.0108	1.1%	0.9879
High	0.9784	0.9823	0.0039	0.4%	1.0005
Low	0.9650	0.9693	0.0043	0.4%	0.9804
Close	0.9768	0.9722	-0.0046	-0.5%	0.9856
Range	0.0134	0.0130	-0.0004	-3.0%	0.0201
ATR	0.0114	0.0115	0.0001	1.0%	0.0000
Volume	90,780	92,886	2,106	2.3%	368,055

Daily Pivots for day following 21-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0136	1.0059	0.9794
R3	1.0006	0.9929	0.9758
R2	0.9876	0.9876	0.9746
R1	0.9799	0.9799	0.9734	0.9773
PP	0.9746	0.9746	0.9746	0.9733
S1	0.9669	0.9669	0.9710	0.9643
S2	0.9616	0.9616	0.9698
S3	0.9486	0.9539	0.9686
S4	0.9356	0.9409	0.9651

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0491	1.0375	0.9967
R3	1.0290	1.0174	0.9911
R2	1.0089	1.0089	0.9893
R1	0.9973	0.9973	0.9874	0.9931
PP	0.9888	0.9888	0.9888	0.9867
S1	0.9772	0.9772	0.9838	0.9730
S2	0.9687	0.9687	0.9819
S3	0.9486	0.9571	0.9801
S4	0.9285	0.9370	0.9745

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9974	0.9625	0.0349	3.6%	0.0141	1.5%	28%	False	False	102,095
10	1.0005	0.9625	0.0380	3.9%	0.0119	1.2%	26%	False	False	87,565
20	1.0005	0.9625	0.0380	3.9%	0.0110	1.1%	26%	False	False	88,487
40	1.0005	0.9352	0.0653	6.7%	0.0107	1.1%	57%	False	False	64,356
60	1.0005	0.9352	0.0653	6.7%	0.0102	1.1%	57%	False	False	43,235
80	1.0005	0.9352	0.0653	6.7%	0.0102	1.0%	57%	False	False	32,533
100	1.0005	0.9352	0.0653	6.7%	0.0102	1.1%	57%	False	False	26,064
120	1.0005	0.9230	0.0775	8.0%	0.0102	1.1%	63%	False	False	21,746

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	0.0028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0376
2.618	1.0163
1.618	1.0033
1.000	0.9953
0.618	0.9903
HIGH	0.9823
0.618	0.9773
0.500	0.9758
0.382	0.9743
LOW	0.9693
0.618	0.9613
1.000	0.9563
1.618	0.9483
2.618	0.9353
4.250	0.9141

Fisher Pivots for day following 21-Oct-2010
Pivot	1 day	3 day
R1	0.9758	0.9726
PP	0.9746	0.9725
S1	0.9734	0.9723

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

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