CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 02-Dec-2010

Day Change Summary
	Previous	Current
	01-Dec-2010	02-Dec-2010	Change	Change %	Previous Week
Open	0.9728	0.9802	0.0074	0.8%	0.9810
High	0.9839	0.9949	0.0110	1.1%	0.9900
Low	0.9716	0.9794	0.0078	0.8%	0.9717
Close	0.9822	0.9941	0.0119	1.2%	0.9788
Range	0.0123	0.0155	0.0032	26.0%	0.0183
ATR	0.0100	0.0104	0.0004	3.9%	0.0000
Volume	3,683	3,271	-412	-11.2%	3,624

Daily Pivots for day following 02-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0360	1.0305	1.0026
R3	1.0205	1.0150	0.9984
R2	1.0050	1.0050	0.9969
R1	0.9995	0.9995	0.9955	1.0023
PP	0.9895	0.9895	0.9895	0.9908
S1	0.9840	0.9840	0.9927	0.9868
S2	0.9740	0.9740	0.9913
S3	0.9585	0.9685	0.9898
S4	0.9430	0.9530	0.9856

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	0.9949	0.9701	0.0248	2.5%	0.0123	1.2%	97%	True	False	2,117
10	0.9949	0.9701	0.0248	2.5%	0.0104	1.0%	97%	True	False	1,396
20	0.9991	0.9701	0.0290	2.9%	0.0100	1.0%	83%	False	False	923
40	0.9991	0.9605	0.0386	3.9%	0.0097	1.0%	87%	False	False	611
60	0.9991	0.9600	0.0391	3.9%	0.0091	0.9%	87%	False	False	466
80	0.9991	0.9338	0.0653	6.6%	0.0085	0.9%	92%	False	False	372
100	0.9991	0.9338	0.0653	6.6%	0.0076	0.8%	92%	False	False	303
120	0.9991	0.9338	0.0653	6.6%	0.0067	0.7%	92%	False	False	254

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0608
2.618	1.0355
1.618	1.0200
1.000	1.0104
0.618	1.0045
HIGH	0.9949
0.618	0.9890
0.500	0.9872
0.382	0.9853
LOW	0.9794
0.618	0.9698
1.000	0.9639
1.618	0.9543
2.618	0.9388
4.250	0.9135

Fisher Pivots for day following 02-Dec-2010
Pivot	1 day	3 day
R1	0.9918	0.9902
PP	0.9895	0.9864
S1	0.9872	0.9825

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

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