CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 09-Dec-2010

Day Change Summary
	Previous	Current
	08-Dec-2010	09-Dec-2010	Change	Change %	Previous Week
Open	0.9882	0.9891	0.0009	0.1%	0.9811
High	0.9936	0.9933	-0.0003	0.0%	0.9997
Low	0.9860	0.9874	0.0014	0.1%	0.9718
Close	0.9896	0.9892	-0.0004	0.0%	0.9954
Range	0.0076	0.0059	-0.0017	-22.4%	0.0279
ATR	0.0104	0.0101	-0.0003	-3.1%	0.0000
Volume	91,586	79,370	-12,216	-13.3%	482,710

Daily Pivots for day following 09-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0077	1.0043	0.9924
R3	1.0018	0.9984	0.9908
R2	0.9959	0.9959	0.9903
R1	0.9925	0.9925	0.9897	0.9942
PP	0.9900	0.9900	0.9900	0.9908
S1	0.9866	0.9866	0.9887	0.9883
S2	0.9841	0.9841	0.9881
S3	0.9782	0.9807	0.9876
S4	0.9723	0.9748	0.9860

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	0.9860	0.0137	1.4%	0.0078	0.8%	23%	False	False	85,596
10	0.9997	0.9718	0.0279	2.8%	0.0104	1.1%	62%	False	False	88,919
20	1.0016	0.9718	0.0298	3.0%	0.0105	1.1%	58%	False	False	88,281
40	1.0016	0.9625	0.0391	4.0%	0.0104	1.1%	68%	False	False	87,398
60	1.0016	0.9617	0.0399	4.0%	0.0103	1.0%	69%	False	False	84,686
80	1.0016	0.9352	0.0664	6.7%	0.0103	1.0%	81%	False	False	68,613
100	1.0016	0.9352	0.0664	6.7%	0.0101	1.0%	81%	False	False	55,014
120	1.0016	0.9352	0.0664	6.7%	0.0102	1.0%	81%	False	False	45,900

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	1.0184
2.618	1.0087
1.618	1.0028
1.000	0.9992
0.618	0.9969
HIGH	0.9933
0.618	0.9910
0.500	0.9904
0.382	0.9897
LOW	0.9874
0.618	0.9838
1.000	0.9815
1.618	0.9779
2.618	0.9720
4.250	0.9623

Fisher Pivots for day following 09-Dec-2010
Pivot	1 day	3 day
R1	0.9904	0.9924
PP	0.9900	0.9913
S1	0.9896	0.9903

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

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