CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 01-Nov-2010

Day Change Summary
	Previous	Current
	29-Oct-2010	01-Nov-2010	Change	Change %	Previous Week
Open	0.9751	0.9785	0.0034	0.3%	0.9714
High	0.9800	0.9835	0.0035	0.4%	0.9809
Low	0.9730	0.9772	0.0042	0.4%	0.9640
Close	0.9770	0.9795	0.0025	0.3%	0.9770
Range	0.0070	0.0063	-0.0007	-10.0%	0.0169
ATR	0.0098	0.0095	-0.0002	-2.4%	0.0000
Volume	810	146	-664	-82.0%	2,121

Daily Pivots for day following 01-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9990	0.9955	0.9830
R3	0.9927	0.9892	0.9812
R2	0.9864	0.9864	0.9807
R1	0.9829	0.9829	0.9801	0.9847
PP	0.9801	0.9801	0.9801	0.9809
S1	0.9766	0.9766	0.9789	0.9784
S2	0.9738	0.9738	0.9783
S3	0.9675	0.9703	0.9778
S4	0.9612	0.9640	0.9760

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	0.9835	0.9640	0.0195	2.0%	0.0077	0.8%	79%	True	False	428
10	0.9835	0.9605	0.0230	2.3%	0.0100	1.0%	83%	True	False	407
20	0.9975	0.9605	0.0370	3.8%	0.0096	1.0%	51%	False	False	315
40	0.9975	0.9500	0.0475	4.8%	0.0088	0.9%	62%	False	False	233
60	0.9975	0.9338	0.0637	6.5%	0.0079	0.8%	72%	False	False	183
80	0.9975	0.9338	0.0637	6.5%	0.0069	0.7%	72%	False	False	143
100	0.9975	0.9338	0.0637	6.5%	0.0060	0.6%	72%	False	False	116

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0103
2.618	1.0000
1.618	0.9937
1.000	0.9898
0.618	0.9874
HIGH	0.9835
0.618	0.9811
0.500	0.9804
0.382	0.9796
LOW	0.9772
0.618	0.9733
1.000	0.9709
1.618	0.9670
2.618	0.9607
4.250	0.9504

Fisher Pivots for day following 01-Nov-2010
Pivot	1 day	3 day
R1	0.9804	0.9786
PP	0.9801	0.9777
S1	0.9798	0.9768

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

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