CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	0.9802	0.9945	0.0143	1.5%	0.9800
High	0.9949	0.9975	0.0026	0.3%	0.9975
Low	0.9794	0.9897	0.0103	1.1%	0.9701
Close	0.9941	0.9933	-0.0008	-0.1%	0.9933
Range	0.0155	0.0078	-0.0077	-49.7%	0.0274
ATR	0.0104	0.0102	-0.0002	-1.8%	0.0000
Volume	3,271	4,579	1,308	40.0%	14,104

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0169	1.0129	0.9976
R3	1.0091	1.0051	0.9954
R2	1.0013	1.0013	0.9947
R1	0.9973	0.9973	0.9940	0.9954
PP	0.9935	0.9935	0.9935	0.9926
S1	0.9895	0.9895	0.9926	0.9876
S2	0.9857	0.9857	0.9919
S3	0.9779	0.9817	0.9912
S4	0.9701	0.9739	0.9890

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0692	1.0586	1.0084
R3	1.0418	1.0312	1.0008
R2	1.0144	1.0144	0.9983
R1	1.0038	1.0038	0.9958	1.0091
PP	0.9870	0.9870	0.9870	0.9896
S1	0.9764	0.9764	0.9908	0.9817
S2	0.9596	0.9596	0.9883
S3	0.9322	0.9490	0.9858
S4	0.9048	0.9216	0.9782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9975	0.9701	0.0274	2.8%	0.0107	1.1%	85%	True	False	2,820
10	0.9975	0.9701	0.0274	2.8%	0.0105	1.1%	85%	True	False	1,806
20	0.9991	0.9701	0.0290	2.9%	0.0099	1.0%	80%	False	False	1,142
40	0.9991	0.9605	0.0386	3.9%	0.0096	1.0%	85%	False	False	720
60	0.9991	0.9600	0.0391	3.9%	0.0092	0.9%	85%	False	False	540
80	0.9991	0.9338	0.0653	6.6%	0.0084	0.8%	91%	False	False	429
100	0.9991	0.9338	0.0653	6.6%	0.0076	0.8%	91%	False	False	347
120	0.9991	0.9338	0.0653	6.6%	0.0068	0.7%	91%	False	False	292

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0018
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0307
2.618	1.0179
1.618	1.0101
1.000	1.0053
0.618	1.0023
HIGH	0.9975
0.618	0.9945
0.500	0.9936
0.382	0.9927
LOW	0.9897
0.618	0.9849
1.000	0.9819
1.618	0.9771
2.618	0.9693
4.250	0.9566

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	0.9936	0.9904
PP	0.9935	0.9875
S1	0.9934	0.9846

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

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