CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 29-Nov-2010

Day Change Summary
	Previous	Current
	26-Nov-2010	29-Nov-2010	Change	Change %	Previous Week
Open	0.9865	0.9800	-0.0065	-0.7%	0.9810
High	0.9900	0.9810	-0.0090	-0.9%	0.9900
Low	0.9739	0.9730	-0.0009	-0.1%	0.9717
Close	0.9788	0.9788	0.0000	0.0%	0.9788
Range	0.0161	0.0080	-0.0081	-50.3%	0.0183
ATR	0.0100	0.0099	-0.0001	-1.4%	0.0000
Volume	1,061	1,245	184	17.3%	3,624

Daily Pivots for day following 29-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0016	0.9982	0.9832
R3	0.9936	0.9902	0.9810
R2	0.9856	0.9856	0.9803
R1	0.9822	0.9822	0.9795	0.9799
PP	0.9776	0.9776	0.9776	0.9765
S1	0.9742	0.9742	0.9781	0.9719
S2	0.9696	0.9696	0.9773
S3	0.9616	0.9662	0.9766
S4	0.9536	0.9582	0.9744

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%	0.0107	1.1%	39%	False	False	973
10	0.9916	0.9714	0.0202	2.1%	0.0099	1.0%	37%	False	False	744
20	0.9991	0.9714	0.0277	2.8%	0.0092	0.9%	27%	False	False	535
40	0.9991	0.9605	0.0386	3.9%	0.0093	1.0%	47%	False	False	425
60	0.9991	0.9500	0.0491	5.0%	0.0089	0.9%	59%	False	False	332
80	0.9991	0.9338	0.0653	6.7%	0.0082	0.8%	69%	False	False	270
100	0.9991	0.9338	0.0653	6.7%	0.0074	0.8%	69%	False	False	220
120	0.9991	0.9338	0.0653	6.7%	0.0064	0.7%	69%	False	False	185

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0150
2.618	1.0019
1.618	0.9939
1.000	0.9890
0.618	0.9859
HIGH	0.9810
0.618	0.9779
0.500	0.9770
0.382	0.9761
LOW	0.9730
0.618	0.9681
1.000	0.9650
1.618	0.9601
2.618	0.9521
4.250	0.9390

Fisher Pivots for day following 29-Nov-2010
Pivot	1 day	3 day
R1	0.9782	0.9815
PP	0.9776	0.9806
S1	0.9770	0.9797

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

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