CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 15-Nov-2010

Day Change Summary
	Previous	Current
	12-Nov-2010	15-Nov-2010	Change	Change %	Previous Week
Open	0.9937	0.9861	-0.0076	-0.8%	0.9960
High	0.9940	0.9916	-0.0024	-0.2%	0.9991
Low	0.9830	0.9836	0.0006	0.1%	0.9830
Close	0.9873	0.9898	0.0025	0.3%	0.9873
Range	0.0110	0.0080	-0.0030	-27.3%	0.0161
ATR	0.0094	0.0093	-0.0001	-1.0%	0.0000
Volume	285	426	141	49.5%	1,878

Daily Pivots for day following 15-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0123	1.0091	0.9942
R3	1.0043	1.0011	0.9920
R2	0.9963	0.9963	0.9913
R1	0.9931	0.9931	0.9905	0.9947
PP	0.9883	0.9883	0.9883	0.9892
S1	0.9851	0.9851	0.9891	0.9867
S2	0.9803	0.9803	0.9883
S3	0.9723	0.9771	0.9876
S4	0.9643	0.9691	0.9854

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%	0.0096	1.0%	42%	False	False	327
10	0.9991	0.9812	0.0179	1.8%	0.0086	0.9%	48%	False	False	354
20	0.9991	0.9605	0.0386	3.9%	0.0093	0.9%	76%	False	False	380
40	0.9991	0.9600	0.0391	4.0%	0.0092	0.9%	76%	False	False	282
60	0.9991	0.9338	0.0653	6.6%	0.0083	0.8%	86%	False	False	232
80	0.9991	0.9338	0.0653	6.6%	0.0074	0.7%	86%	False	False	184
100	0.9991	0.9338	0.0653	6.6%	0.0067	0.7%	86%	False	False	151
120	0.9991	0.9338	0.0653	6.6%	0.0059	0.6%	86%	False	False	128

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0256
2.618	1.0125
1.618	1.0045
1.000	0.9996
0.618	0.9965
HIGH	0.9916
0.618	0.9885
0.500	0.9876
0.382	0.9867
LOW	0.9836
0.618	0.9787
1.000	0.9756
1.618	0.9707
2.618	0.9627
4.250	0.9496

Fisher Pivots for day following 15-Nov-2010
Pivot	1 day	3 day
R1	0.9891	0.9908
PP	0.9883	0.9905
S1	0.9876	0.9901

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

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