CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 18-Nov-2010

Day Change Summary
	Previous	Current
	17-Nov-2010	18-Nov-2010	Change	Change %	Previous Week
Open	0.9785	0.9759	-0.0026	-0.3%	0.9987
High	0.9817	0.9842	0.0025	0.3%	1.0016
Low	0.9725	0.9755	0.0030	0.3%	0.9850
Close	0.9764	0.9785	0.0021	0.2%	0.9895
Range	0.0092	0.0087	-0.0005	-5.4%	0.0166
ATR	0.0105	0.0104	-0.0001	-1.2%	0.0000
Volume	85,001	81,523	-3,478	-4.1%	439,186

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0055	1.0007	0.9833
R3	0.9968	0.9920	0.9809
R2	0.9881	0.9881	0.9801
R1	0.9833	0.9833	0.9793	0.9857
PP	0.9794	0.9794	0.9794	0.9806
S1	0.9746	0.9746	0.9777	0.9770
S2	0.9707	0.9707	0.9769
S3	0.9620	0.9659	0.9761
S4	0.9533	0.9572	0.9737

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0418	1.0323	0.9986
R3	1.0252	1.0157	0.9941
R2	1.0086	1.0086	0.9925
R1	0.9991	0.9991	0.9910	0.9956
PP	0.9920	0.9920	0.9920	0.9903
S1	0.9825	0.9825	0.9880	0.9790
S2	0.9754	0.9754	0.9865
S3	0.9588	0.9659	0.9849
S4	0.9422	0.9493	0.9804

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9967	0.9725	0.0242	2.5%	0.0112	1.1%	25%	False	False	95,351
10	1.0016	0.9725	0.0291	3.0%	0.0102	1.0%	21%	False	False	90,435
20	1.0016	0.9660	0.0356	3.6%	0.0097	1.0%	35%	False	False	84,257
40	1.0016	0.9625	0.0391	4.0%	0.0103	1.1%	41%	False	False	86,372
60	1.0016	0.9352	0.0664	6.8%	0.0104	1.1%	65%	False	False	70,989
80	1.0016	0.9352	0.0664	6.8%	0.0101	1.0%	65%	False	False	53,491
100	1.0016	0.9352	0.0664	6.8%	0.0101	1.0%	65%	False	False	42,878
120	1.0016	0.9352	0.0664	6.8%	0.0101	1.0%	65%	False	False	35,763

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	0.0024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0212
2.618	1.0070
1.618	0.9983
1.000	0.9929
0.618	0.9896
HIGH	0.9842
0.618	0.9809
0.500	0.9799
0.382	0.9788
LOW	0.9755
0.618	0.9701
1.000	0.9668
1.618	0.9614
2.618	0.9527
4.250	0.9385

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	0.9799	0.9825
PP	0.9794	0.9812
S1	0.9790	0.9798

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

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