CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 22-Oct-2010

Day Change Summary
	Previous	Current
	21-Oct-2010	22-Oct-2010	Change	Change %	Previous Week
Open	0.9777	0.9733	-0.0044	-0.5%	0.9862
High	0.9823	0.9770	-0.0053	-0.5%	0.9878
Low	0.9693	0.9694	0.0001	0.0%	0.9625
Close	0.9722	0.9723	0.0001	0.0%	0.9723
Range	0.0130	0.0076	-0.0054	-41.5%	0.0253
ATR	0.0115	0.0112	-0.0003	-2.4%	0.0000
Volume	92,886	53,506	-39,380	-42.4%	459,521

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9957	0.9916	0.9765
R3	0.9881	0.9840	0.9744
R2	0.9805	0.9805	0.9737
R1	0.9764	0.9764	0.9730	0.9747
PP	0.9729	0.9729	0.9729	0.9720
S1	0.9688	0.9688	0.9716	0.9671
S2	0.9653	0.9653	0.9709
S3	0.9577	0.9612	0.9702
S4	0.9501	0.9536	0.9681

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0501	1.0365	0.9862
R3	1.0248	1.0112	0.9793
R2	0.9995	0.9995	0.9769
R1	0.9859	0.9859	0.9746	0.9801
PP	0.9742	0.9742	0.9742	0.9713
S1	0.9606	0.9606	0.9700	0.9548
S2	0.9489	0.9489	0.9677
S3	0.9236	0.9353	0.9653
S4	0.8983	0.9100	0.9584

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9878	0.9625	0.0253	2.6%	0.0131	1.4%	39%	False	False	91,904
10	1.0005	0.9625	0.0380	3.9%	0.0113	1.2%	26%	False	False	82,757
20	1.0005	0.9625	0.0380	3.9%	0.0108	1.1%	26%	False	False	87,328
40	1.0005	0.9352	0.0653	6.7%	0.0106	1.1%	57%	False	False	65,605
60	1.0005	0.9352	0.0653	6.7%	0.0102	1.0%	57%	False	False	44,123
80	1.0005	0.9352	0.0653	6.7%	0.0102	1.0%	57%	False	False	33,194
100	1.0005	0.9352	0.0653	6.7%	0.0103	1.1%	57%	False	False	26,599
120	1.0005	0.9230	0.0775	8.0%	0.0102	1.1%	64%	False	False	22,191

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0093
2.618	0.9969
1.618	0.9893
1.000	0.9846
0.618	0.9817
HIGH	0.9770
0.618	0.9741
0.500	0.9732
0.382	0.9723
LOW	0.9694
0.618	0.9647
1.000	0.9618
1.618	0.9571
2.618	0.9495
4.250	0.9371

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	0.9732	0.9737
PP	0.9729	0.9732
S1	0.9726	0.9728

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

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