CME Canadian Dollar Future December 2010

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

Day Change Summary
	Previous	Current
	19-Nov-2010	22-Nov-2010	Change	Change %	Previous Week
Open	0.9806	0.9836	0.0030	0.3%	0.9878
High	0.9833	0.9875	0.0042	0.4%	0.9939
Low	0.9767	0.9783	0.0016	0.2%	0.9725
Close	0.9817	0.9813	-0.0004	0.0%	0.9817
Range	0.0066	0.0092	0.0026	39.4%	0.0214
ATR	0.0101	0.0100	-0.0001	-0.6%	0.0000
Volume	65,955	78,016	12,061	18.3%	432,777

Daily Pivots for day following 22-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0100	1.0048	0.9864
R3	1.0008	0.9956	0.9838
R2	0.9916	0.9916	0.9830
R1	0.9864	0.9864	0.9821	0.9844
PP	0.9824	0.9824	0.9824	0.9814
S1	0.9772	0.9772	0.9805	0.9752
S2	0.9732	0.9732	0.9796
S3	0.9640	0.9680	0.9788
S4	0.9548	0.9588	0.9762

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0469	1.0357	0.9935
R3	1.0255	1.0143	0.9876
R2	1.0041	1.0041	0.9856
R1	0.9929	0.9929	0.9837	0.9878
PP	0.9827	0.9827	0.9827	0.9802
S1	0.9715	0.9715	0.9797	0.9664
S2	0.9613	0.9613	0.9778
S3	0.9399	0.9501	0.9758
S4	0.9185	0.9287	0.9699

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9925	0.9725	0.0200	2.0%	0.0103	1.1%	44%	False	False	88,703
10	1.0016	0.9725	0.0291	3.0%	0.0102	1.0%	30%	False	False	89,223
20	1.0016	0.9660	0.0356	3.6%	0.0095	1.0%	43%	False	False	85,692
40	1.0016	0.9625	0.0391	4.0%	0.0102	1.0%	48%	False	False	86,541
60	1.0016	0.9352	0.0664	6.8%	0.0102	1.0%	69%	False	False	73,303
80	1.0016	0.9352	0.0664	6.8%	0.0101	1.0%	69%	False	False	55,283
100	1.0016	0.9352	0.0664	6.8%	0.0101	1.0%	69%	False	False	44,309
120	1.0016	0.9352	0.0664	6.8%	0.0101	1.0%	69%	False	False	36,961

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0266
2.618	1.0116
1.618	1.0024
1.000	0.9967
0.618	0.9932
HIGH	0.9875
0.618	0.9840
0.500	0.9829
0.382	0.9818
LOW	0.9783
0.618	0.9726
1.000	0.9691
1.618	0.9634
2.618	0.9542
4.250	0.9392

Fisher Pivots for day following 22-Nov-2010
Pivot	1 day	3 day
R1	0.9829	0.9815
PP	0.9824	0.9814
S1	0.9818	0.9814

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

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