CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 19-Nov-2010

Day Change Summary
	Previous	Current
	18-Nov-2010	19-Nov-2010	Change	Change %	Previous Week
Open	0.9747	0.9787	0.0040	0.4%	0.9861
High	0.9817	0.9811	-0.0006	-0.1%	0.9916
Low	0.9747	0.9750	0.0003	0.0%	0.9714
Close	0.9764	0.9796	0.0032	0.3%	0.9796
Range	0.0070	0.0061	-0.0009	-12.9%	0.0202
ATR	0.0095	0.0093	-0.0002	-2.6%	0.0000
Volume	480	340	-140	-29.2%	2,579

Daily Pivots for day following 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9969	0.9943	0.9830
R3	0.9908	0.9882	0.9813
R2	0.9847	0.9847	0.9807
R1	0.9821	0.9821	0.9802	0.9834
PP	0.9786	0.9786	0.9786	0.9792
S1	0.9760	0.9760	0.9790	0.9773
S2	0.9725	0.9725	0.9785
S3	0.9664	0.9699	0.9779
S4	0.9603	0.9638	0.9762

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0415	1.0307	0.9907
R3	1.0213	1.0105	0.9852
R2	1.0011	1.0011	0.9833
R1	0.9903	0.9903	0.9815	0.9856
PP	0.9809	0.9809	0.9809	0.9785
S1	0.9701	0.9701	0.9777	0.9654
S2	0.9607	0.9607	0.9759
S3	0.9405	0.9499	0.9740
S4	0.9203	0.9297	0.9685

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9916	0.9714	0.0202	2.1%	0.0090	0.9%	41%	False	False	515
10	0.9991	0.9714	0.0277	2.8%	0.0090	0.9%	30%	False	False	445
20	0.9991	0.9640	0.0351	3.6%	0.0086	0.9%	44%	False	False	398
40	0.9991	0.9605	0.0386	3.9%	0.0090	0.9%	49%	False	False	321
60	0.9991	0.9338	0.0653	6.7%	0.0086	0.9%	70%	False	False	258
80	0.9991	0.9338	0.0653	6.7%	0.0077	0.8%	70%	False	False	210
100	0.9991	0.9338	0.0653	6.7%	0.0069	0.7%	70%	False	False	172
120	0.9991	0.9338	0.0653	6.7%	0.0060	0.6%	70%	False	False	145

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0070
2.618	0.9971
1.618	0.9910
1.000	0.9872
0.618	0.9849
HIGH	0.9811
0.618	0.9788
0.500	0.9781
0.382	0.9773
LOW	0.9750
0.618	0.9712
1.000	0.9689
1.618	0.9651
2.618	0.9590
4.250	0.9491

Fisher Pivots for day following 19-Nov-2010
Pivot	1 day	3 day
R1	0.9791	0.9786
PP	0.9786	0.9776
S1	0.9781	0.9766

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

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