CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 28-Dec-2010

Day Change Summary
	Previous	Current
	27-Dec-2010	28-Dec-2010	Change	Change %	Previous Week
Open	0.9900	0.9915	0.0015	0.2%	0.9859
High	0.9926	1.0010	0.0084	0.8%	0.9915
Low	0.9875	0.9914	0.0039	0.4%	0.9766
Close	0.9912	0.9986	0.0074	0.7%	0.9900
Range	0.0051	0.0096	0.0045	88.2%	0.0149
ATR	0.0085	0.0086	0.0001	1.1%	0.0000
Volume	46,626	53,770	7,144	15.3%	201,980

Daily Pivots for day following 28-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0258	1.0218	1.0039
R3	1.0162	1.0122	1.0012
R2	1.0066	1.0066	1.0004
R1	1.0026	1.0026	0.9995	1.0046
PP	0.9970	0.9970	0.9970	0.9980
S1	0.9930	0.9930	0.9977	0.9950
S2	0.9874	0.9874	0.9968
S3	0.9778	0.9834	0.9960
S4	0.9682	0.9738	0.9933

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0307	1.0253	0.9982
R3	1.0158	1.0104	0.9941
R2	1.0009	1.0009	0.9927
R1	0.9955	0.9955	0.9914	0.9982
PP	0.9860	0.9860	0.9860	0.9874
S1	0.9806	0.9806	0.9886	0.9833
S2	0.9711	0.9711	0.9873
S3	0.9562	0.9657	0.9859
S4	0.9413	0.9508	0.9818

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0010	0.9766	0.0244	2.4%	0.0076	0.8%	90%	True	False	47,833
10	1.0010	0.9766	0.0244	2.4%	0.0081	0.8%	90%	True	False	59,600
20	1.0010	0.9701	0.0309	3.1%	0.0084	0.8%	92%	True	False	41,782
40	1.0010	0.9701	0.0309	3.1%	0.0088	0.9%	92%	True	False	21,159
60	1.0010	0.9605	0.0405	4.1%	0.0090	0.9%	94%	True	False	14,211
80	1.0010	0.9500	0.0510	5.1%	0.0088	0.9%	95%	True	False	10,694
100	1.0010	0.9338	0.0672	6.7%	0.0083	0.8%	96%	True	False	8,572
120	1.0010	0.9338	0.0672	6.7%	0.0076	0.8%	96%	True	False	7,147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0418
2.618	1.0261
1.618	1.0165
1.000	1.0106
0.618	1.0069
HIGH	1.0010
0.618	0.9973
0.500	0.9962
0.382	0.9951
LOW	0.9914
0.618	0.9855
1.000	0.9818
1.618	0.9759
2.618	0.9663
4.250	0.9506

Fisher Pivots for day following 28-Dec-2010
Pivot	1 day	3 day
R1	0.9978	0.9963
PP	0.9970	0.9939
S1	0.9962	0.9916

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

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