CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 10-Nov-2010

Day Change Summary
	Previous	Current
	09-Nov-2010	10-Nov-2010	Change	Change %	Previous Week
Open	0.9928	0.9884	-0.0044	-0.4%	0.9785
High	0.9991	0.9975	-0.0016	-0.2%	0.9976
Low	0.9878	0.9884	0.0006	0.1%	0.9772
Close	0.9945	0.9975	0.0030	0.3%	0.9966
Range	0.0113	0.0091	-0.0022	-19.5%	0.0204
ATR	0.0093	0.0093	0.0000	-0.1%	0.0000
Volume	206	327	121	58.7%	1,382

Daily Pivots for day following 10-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0218	1.0187	1.0025
R3	1.0127	1.0096	1.0000
R2	1.0036	1.0036	0.9992
R1	1.0005	1.0005	0.9983	1.0021
PP	0.9945	0.9945	0.9945	0.9952
S1	0.9914	0.9914	0.9967	0.9930
S2	0.9854	0.9854	0.9958
S3	0.9763	0.9823	0.9950
S4	0.9672	0.9732	0.9925

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	0.9991	0.9862	0.0129	1.3%	0.0087	0.9%	88%	False	False	412
10	0.9991	0.9700	0.0291	2.9%	0.0081	0.8%	95%	False	False	424
20	0.9991	0.9605	0.0386	3.9%	0.0094	0.9%	96%	False	False	360
40	0.9991	0.9600	0.0391	3.9%	0.0090	0.9%	96%	False	False	267
60	0.9991	0.9338	0.0653	6.5%	0.0083	0.8%	98%	False	False	216
80	0.9991	0.9338	0.0653	6.5%	0.0072	0.7%	98%	False	False	170
100	0.9991	0.9338	0.0653	6.5%	0.0065	0.6%	98%	False	False	140
120	0.9991	0.9294	0.0697	7.0%	0.0057	0.6%	98%	False	False	119

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0362
2.618	1.0213
1.618	1.0122
1.000	1.0066
0.618	1.0031
HIGH	0.9975
0.618	0.9940
0.500	0.9930
0.382	0.9919
LOW	0.9884
0.618	0.9828
1.000	0.9793
1.618	0.9737
2.618	0.9646
4.250	0.9497

Fisher Pivots for day following 10-Nov-2010
Pivot	1 day	3 day
R1	0.9960	0.9962
PP	0.9945	0.9948
S1	0.9930	0.9935

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

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