CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 29-Oct-2010

Day Change Summary
	Previous	Current
	28-Oct-2010	29-Oct-2010	Change	Change %	Previous Week
Open	0.9700	0.9751	0.0051	0.5%	0.9714
High	0.9785	0.9800	0.0015	0.2%	0.9809
Low	0.9700	0.9730	0.0030	0.3%	0.9640
Close	0.9761	0.9770	0.0009	0.1%	0.9770
Range	0.0085	0.0070	-0.0015	-17.6%	0.0169
ATR	0.0100	0.0098	-0.0002	-2.1%	0.0000
Volume	852	810	-42	-4.9%	2,121

Daily Pivots for day following 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9977	0.9943	0.9809
R3	0.9907	0.9873	0.9789
R2	0.9837	0.9837	0.9783
R1	0.9803	0.9803	0.9776	0.9820
PP	0.9767	0.9767	0.9767	0.9775
S1	0.9733	0.9733	0.9764	0.9750
S2	0.9697	0.9697	0.9757
S3	0.9627	0.9663	0.9751
S4	0.9557	0.9593	0.9732

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0247	1.0177	0.9863
R3	1.0078	1.0008	0.9816
R2	0.9909	0.9909	0.9801
R1	0.9839	0.9839	0.9785	0.9874
PP	0.9740	0.9740	0.9740	0.9757
S1	0.9670	0.9670	0.9755	0.9705
S2	0.9571	0.9571	0.9739
S3	0.9402	0.9501	0.9724
S4	0.9233	0.9332	0.9677

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9809	0.9640	0.0169	1.7%	0.0083	0.9%	77%	False	False	424
10	0.9847	0.9605	0.0242	2.5%	0.0103	1.1%	68%	False	False	417
20	0.9975	0.9605	0.0370	3.8%	0.0095	1.0%	45%	False	False	315
40	0.9975	0.9500	0.0475	4.9%	0.0088	0.9%	57%	False	False	230
60	0.9975	0.9338	0.0637	6.5%	0.0079	0.8%	68%	False	False	182
80	0.9975	0.9338	0.0637	6.5%	0.0069	0.7%	68%	False	False	141
100	0.9975	0.9338	0.0637	6.5%	0.0059	0.6%	68%	False	False	115

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0098
2.618	0.9983
1.618	0.9913
1.000	0.9870
0.618	0.9843
HIGH	0.9800
0.618	0.9773
0.500	0.9765
0.382	0.9757
LOW	0.9730
0.618	0.9687
1.000	0.9660
1.618	0.9617
2.618	0.9547
4.250	0.9433

Fisher Pivots for day following 29-Oct-2010
Pivot	1 day	3 day
R1	0.9768	0.9753
PP	0.9767	0.9737
S1	0.9765	0.9720

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

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