CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 26-Nov-2010

Day Change Summary
	Previous	Current
	24-Nov-2010	26-Nov-2010	Change	Change %	Previous Week
Open	0.9770	0.9865	0.0095	1.0%	0.9810
High	0.9886	0.9900	0.0014	0.1%	0.9900
Low	0.9760	0.9739	-0.0021	-0.2%	0.9717
Close	0.9858	0.9788	-0.0070	-0.7%	0.9788
Range	0.0126	0.0161	0.0035	27.8%	0.0183
ATR	0.0095	0.0100	0.0005	4.9%	0.0000
Volume	625	1,061	436	69.8%	3,624

Daily Pivots for day following 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0292	1.0201	0.9877
R3	1.0131	1.0040	0.9832
R2	0.9970	0.9970	0.9818
R1	0.9879	0.9879	0.9803	0.9844
PP	0.9809	0.9809	0.9809	0.9792
S1	0.9718	0.9718	0.9773	0.9683
S2	0.9648	0.9648	0.9758
S3	0.9487	0.9557	0.9744
S4	0.9326	0.9396	0.9699

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0351	1.0252	0.9889
R3	1.0168	1.0069	0.9838
R2	0.9985	0.9985	0.9822
R1	0.9886	0.9886	0.9805	0.9844
PP	0.9802	0.9802	0.9802	0.9781
S1	0.9703	0.9703	0.9771	0.9661
S2	0.9619	0.9619	0.9754
S3	0.9436	0.9520	0.9738
S4	0.9253	0.9337	0.9687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9900	0.9717	0.0183	1.9%	0.0103	1.1%	39%	True	False	792
10	0.9940	0.9714	0.0226	2.3%	0.0102	1.0%	33%	False	False	648
20	0.9991	0.9714	0.0277	2.8%	0.0091	0.9%	27%	False	False	513
40	0.9991	0.9605	0.0386	3.9%	0.0094	1.0%	47%	False	False	398
60	0.9991	0.9460	0.0531	5.4%	0.0088	0.9%	62%	False	False	312
80	0.9991	0.9338	0.0653	6.7%	0.0082	0.8%	69%	False	False	255
100	0.9991	0.9338	0.0653	6.7%	0.0074	0.8%	69%	False	False	208
120	0.9991	0.9338	0.0653	6.7%	0.0064	0.7%	69%	False	False	175

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1.0584
2.618	1.0321
1.618	1.0160
1.000	1.0061
0.618	0.9999
HIGH	0.9900
0.618	0.9838
0.500	0.9820
0.382	0.9801
LOW	0.9739
0.618	0.9640
1.000	0.9578
1.618	0.9479
2.618	0.9318
4.250	0.9055

Fisher Pivots for day following 26-Nov-2010
Pivot	1 day	3 day
R1	0.9820	0.9809
PP	0.9809	0.9802
S1	0.9799	0.9795

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

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