CME Canadian Dollar Future March 2011

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

Day Change Summary
	Previous	Current
	05-Nov-2010	08-Nov-2010	Change	Change %	Previous Week
Open	0.9934	0.9960	0.0026	0.3%	0.9785
High	0.9976	0.9965	-0.0011	-0.1%	0.9976
Low	0.9895	0.9916	0.0021	0.2%	0.9772
Close	0.9966	0.9945	-0.0021	-0.2%	0.9966
Range	0.0081	0.0049	-0.0032	-39.5%	0.0204
ATR	0.0095	0.0091	-0.0003	-3.4%	0.0000
Volume	665	665	0	0.0%	1,382

Daily Pivots for day following 08-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0089	1.0066	0.9972
R3	1.0040	1.0017	0.9958
R2	0.9991	0.9991	0.9954
R1	0.9968	0.9968	0.9949	0.9955
PP	0.9942	0.9942	0.9942	0.9936
S1	0.9919	0.9919	0.9941	0.9906
S2	0.9893	0.9893	0.9936
S3	0.9844	0.9870	0.9932
S4	0.9795	0.9821	0.9918

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0517	1.0445	1.0078
R3	1.0313	1.0241	1.0022
R2	1.0109	1.0109	1.0003
R1	1.0037	1.0037	0.9985	1.0073
PP	0.9905	0.9905	0.9905	0.9923
S1	0.9833	0.9833	0.9947	0.9869
S2	0.9701	0.9701	0.9929
S3	0.9497	0.9629	0.9910
S4	0.9293	0.9425	0.9854

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9976	0.9812	0.0164	1.6%	0.0077	0.8%	81%	False	False	380
10	0.9976	0.9640	0.0336	3.4%	0.0077	0.8%	91%	False	False	404
20	0.9976	0.9605	0.0371	3.7%	0.0091	0.9%	92%	False	False	348
40	0.9976	0.9600	0.0376	3.8%	0.0088	0.9%	92%	False	False	265
60	0.9976	0.9338	0.0638	6.4%	0.0080	0.8%	95%	False	False	207
80	0.9976	0.9338	0.0638	6.4%	0.0070	0.7%	95%	False	False	164
100	0.9976	0.9338	0.0638	6.4%	0.0063	0.6%	95%	False	False	135
120	0.9976	0.9294	0.0682	6.9%	0.0057	0.6%	95%	False	False	115

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0173
2.618	1.0093
1.618	1.0044
1.000	1.0014
0.618	0.9995
HIGH	0.9965
0.618	0.9946
0.500	0.9941
0.382	0.9935
LOW	0.9916
0.618	0.9886
1.000	0.9867
1.618	0.9837
2.618	0.9788
4.250	0.9708

Fisher Pivots for day following 08-Nov-2010
Pivot	1 day	3 day
R1	0.9944	0.9936
PP	0.9942	0.9928
S1	0.9941	0.9919

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

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