CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 16-Dec-2010

Day Change Summary
	Previous	Current
	15-Dec-2010	16-Dec-2010	Change	Change %	Previous Week
Open	0.9926	0.9938	0.0012	0.1%	0.9944
High	0.9981	0.9950	-0.0031	-0.3%	0.9967
Low	0.9886	0.9907	0.0021	0.2%	0.9840
Close	0.9942	0.9925	-0.0017	-0.2%	0.9893
Range	0.0095	0.0043	-0.0052	-54.7%	0.0127
ATR	0.0090	0.0087	-0.0003	-3.7%	0.0000
Volume	86,710	55,239	-31,471	-36.3%	156,411

Daily Pivots for day following 16-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0056	1.0034	0.9949
R3	1.0013	0.9991	0.9937
R2	0.9970	0.9970	0.9933
R1	0.9948	0.9948	0.9929	0.9938
PP	0.9927	0.9927	0.9927	0.9922
S1	0.9905	0.9905	0.9921	0.9895
S2	0.9884	0.9884	0.9917
S3	0.9841	0.9862	0.9913
S4	0.9798	0.9819	0.9901

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0281	1.0214	0.9963
R3	1.0154	1.0087	0.9928
R2	1.0027	1.0027	0.9916
R1	0.9960	0.9960	0.9905	0.9930
PP	0.9900	0.9900	0.9900	0.9885
S1	0.9833	0.9833	0.9881	0.9803
S2	0.9773	0.9773	0.9870
S3	0.9646	0.9706	0.9858
S4	0.9519	0.9579	0.9823

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9981	0.9865	0.0116	1.2%	0.0066	0.7%	52%	False	False	65,558
10	0.9981	0.9840	0.0141	1.4%	0.0072	0.7%	60%	False	False	44,233
20	0.9981	0.9701	0.0280	2.8%	0.0088	0.9%	80%	False	False	22,815
40	0.9991	0.9640	0.0351	3.5%	0.0089	0.9%	81%	False	False	11,611
60	0.9991	0.9600	0.0391	3.9%	0.0091	0.9%	83%	False	False	7,810
80	0.9991	0.9338	0.0653	6.6%	0.0086	0.9%	90%	False	False	5,889
100	0.9991	0.9338	0.0653	6.6%	0.0079	0.8%	90%	False	False	4,723
120	0.9991	0.9338	0.0653	6.6%	0.0072	0.7%	90%	False	False	3,939

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0133
2.618	1.0063
1.618	1.0020
1.000	0.9993
0.618	0.9977
HIGH	0.9950
0.618	0.9934
0.500	0.9929
0.382	0.9923
LOW	0.9907
0.618	0.9880
1.000	0.9864
1.618	0.9837
2.618	0.9794
4.250	0.9724

Fisher Pivots for day following 16-Dec-2010
Pivot	1 day	3 day
R1	0.9929	0.9926
PP	0.9927	0.9926
S1	0.9926	0.9925

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

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