CME Canadian Dollar Future March 2011

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Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary Previous Current 23-Jul-2010 26-Jul-2010 Change Change % Previous Week Open 0.9603 0.9635 0.0032 0.3% 0.9452 High 0.9603 0.9635 0.0032 0.3% 0.9620 Low 0.9603 0.9634 0.0031 0.3% 0.9445 Close 0.9606 0.9627 0.0021 0.2% 0.9606 Range 0.0000 0.0001 0.0001 0.0175 ATR 0.0071 0.0068 -0.0003 -4.2% 0.0000 Volume 5 1 -4 -80.0% 62
Daily Pivots for day following 26-Jul-2010 Classic Woodie Camarilla DeMark R4 0.9635 0.9632 0.9628 R3 0.9634 0.9631 0.9627 R2 0.9633 0.9633 0.9627 R1 0.9630 0.9630 0.9627 0.9631 PP 0.9632 0.9632 0.9632 0.9633 S1 0.9629 0.9629 0.9627 0.9630 S2 0.9631 0.9631 0.9627 S3 0.9630 0.9628 0.9627 S4 0.9629 0.9627 0.9626	Weekly Pivots for week ending 23-Jul-2010 Classic Woodie Camarilla DeMark R4 1.0082 1.0019 0.9702 R3 0.9907 0.9844 0.9654 R2 0.9732 0.9732 0.9638 R1 0.9669 0.9669 0.9622 0.9701 PP 0.9557 0.9557 0.9557 0.9573 S1 0.9494 0.9494 0.9590 0.9526 S2 0.9382 0.9382 0.9574 S3 0.9207 0.9319 0.9558 S4 0.9032 0.9144 0.9510
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9635 0.9445 0.0190 2.0% 0.0036 0.4% 96% True False 6 10 0.9690 0.9445 0.0245 2.5% 0.0048 0.5% 74% False False 29 20 0.9690 0.9340 0.0350 3.6% 0.0036 0.4% 82% False False 21 40 0.9800 0.9340 0.0460 4.8% 0.0027 0.3% 62% False False 17
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0005 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9639 2.618 0.9638 1.618 0.9637 1.000 0.9636 0.618 0.9636 HIGH 0.9635 0.618 0.9635 0.500 0.9635 0.382 0.9634 LOW 0.9634 0.618 0.9633 1.000 0.9633 1.618 0.9632 2.618 0.9631 4.250 0.9630
Fisher Pivots for day following 26-Jul-2010 Pivot 1 day 3 day R1 0.9635 0.9623 PP 0.9632 0.9619 S1 0.9630 0.9615

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