CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 12-Nov-2010

Day Change Summary
	Previous	Current
	11-Nov-2010	12-Nov-2010	Change	Change %	Previous Week
Open	0.9967	0.9937	-0.0030	-0.3%	0.9960
High	0.9986	0.9940	-0.0046	-0.5%	0.9991
Low	0.9901	0.9830	-0.0071	-0.7%	0.9830
Close	0.9904	0.9873	-0.0031	-0.3%	0.9873
Range	0.0085	0.0110	0.0025	29.4%	0.0161
ATR	0.0092	0.0094	0.0001	1.4%	0.0000
Volume	395	285	-110	-27.8%	1,878

Daily Pivots for day following 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0211	1.0152	0.9934
R3	1.0101	1.0042	0.9903
R2	0.9991	0.9991	0.9893
R1	0.9932	0.9932	0.9883	0.9907
PP	0.9881	0.9881	0.9881	0.9868
S1	0.9822	0.9822	0.9863	0.9797
S2	0.9771	0.9771	0.9853
S3	0.9661	0.9712	0.9843
S4	0.9551	0.9602	0.9813

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0381	1.0288	0.9962
R3	1.0220	1.0127	0.9917
R2	1.0059	1.0059	0.9903
R1	0.9966	0.9966	0.9888	0.9932
PP	0.9898	0.9898	0.9898	0.9881
S1	0.9805	0.9805	0.9858	0.9771
S2	0.9737	0.9737	0.9843
S3	0.9576	0.9644	0.9829
S4	0.9415	0.9483	0.9784

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9991	0.9830	0.0161	1.6%	0.0090	0.9%	27%	False	True	375
10	0.9991	0.9772	0.0219	2.2%	0.0085	0.9%	46%	False	False	326
20	0.9991	0.9605	0.0386	3.9%	0.0094	1.0%	69%	False	False	371
40	0.9991	0.9600	0.0391	4.0%	0.0091	0.9%	70%	False	False	273
60	0.9991	0.9338	0.0653	6.6%	0.0084	0.9%	82%	False	False	226
80	0.9991	0.9338	0.0653	6.6%	0.0073	0.7%	82%	False	False	178
100	0.9991	0.9338	0.0653	6.6%	0.0066	0.7%	82%	False	False	147
120	0.9991	0.9338	0.0653	6.6%	0.0058	0.6%	82%	False	False	124

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0408
2.618	1.0228
1.618	1.0118
1.000	1.0050
0.618	1.0008
HIGH	0.9940
0.618	0.9898
0.500	0.9885
0.382	0.9872
LOW	0.9830
0.618	0.9762
1.000	0.9720
1.618	0.9652
2.618	0.9542
4.250	0.9363

Fisher Pivots for day following 12-Nov-2010
Pivot	1 day	3 day
R1	0.9885	0.9908
PP	0.9881	0.9896
S1	0.9877	0.9885

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

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