CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 08-Dec-2010

Day Change Summary
	Previous	Current
	07-Dec-2010	08-Dec-2010	Change	Change %	Previous Week
Open	0.9943	0.9882	-0.0061	-0.6%	0.9811
High	0.9987	0.9936	-0.0051	-0.5%	0.9997
Low	0.9871	0.9860	-0.0011	-0.1%	0.9718
Close	0.9905	0.9896	-0.0009	-0.1%	0.9954
Range	0.0116	0.0076	-0.0040	-34.5%	0.0279
ATR	0.0107	0.0104	-0.0002	-2.1%	0.0000
Volume	95,094	91,586	-3,508	-3.7%	482,710

Daily Pivots for day following 08-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0125	1.0087	0.9938
R3	1.0049	1.0011	0.9917
R2	0.9973	0.9973	0.9910
R1	0.9935	0.9935	0.9903	0.9954
PP	0.9897	0.9897	0.9897	0.9907
S1	0.9859	0.9859	0.9889	0.9878
S2	0.9821	0.9821	0.9882
S3	0.9745	0.9783	0.9875
S4	0.9669	0.9707	0.9854

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0727	1.0619	1.0107
R3	1.0448	1.0340	1.0031
R2	1.0169	1.0169	1.0005
R1	1.0061	1.0061	0.9980	1.0115
PP	0.9890	0.9890	0.9890	0.9917
S1	0.9782	0.9782	0.9928	0.9836
S2	0.9611	0.9611	0.9903
S3	0.9332	0.9503	0.9877
S4	0.9053	0.9224	0.9801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9997	0.9811	0.0186	1.9%	0.0098	1.0%	46%	False	False	90,364
10	0.9997	0.9718	0.0279	2.8%	0.0113	1.1%	64%	False	False	89,750
20	1.0016	0.9718	0.0298	3.0%	0.0107	1.1%	60%	False	False	89,859
40	1.0016	0.9625	0.0391	4.0%	0.0105	1.1%	69%	False	False	87,242
60	1.0016	0.9617	0.0399	4.0%	0.0103	1.0%	70%	False	False	84,456
80	1.0016	0.9352	0.0664	6.7%	0.0104	1.0%	82%	False	False	67,631
100	1.0016	0.9352	0.0664	6.7%	0.0101	1.0%	82%	False	False	54,224
120	1.0016	0.9352	0.0664	6.7%	0.0102	1.0%	82%	False	False	45,240

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0259
2.618	1.0135
1.618	1.0059
1.000	1.0012
0.618	0.9983
HIGH	0.9936
0.618	0.9907
0.500	0.9898
0.382	0.9889
LOW	0.9860
0.618	0.9813
1.000	0.9784
1.618	0.9737
2.618	0.9661
4.250	0.9537

Fisher Pivots for day following 08-Dec-2010
Pivot	1 day	3 day
R1	0.9898	0.9924
PP	0.9897	0.9914
S1	0.9897	0.9905

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

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