CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 31-Dec-2010

Day Change Summary
	Previous	Current
	30-Dec-2010	31-Dec-2010	Change	Change %	Previous Week
Open	0.9978	0.9986	0.0008	0.1%	0.9900
High	0.9995	1.0061	0.0066	0.7%	1.0061
Low	0.9964	0.9977	0.0013	0.1%	0.9875
Close	0.9988	1.0044	0.0056	0.6%	1.0044
Range	0.0031	0.0084	0.0053	171.0%	0.0186
ATR	0.0081	0.0082	0.0000	0.2%	0.0000
Volume	33,208	28,955	-4,253	-12.8%	200,773

Daily Pivots for day following 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0279	1.0246	1.0090
R3	1.0195	1.0162	1.0067
R2	1.0111	1.0111	1.0059
R1	1.0078	1.0078	1.0052	1.0095
PP	1.0027	1.0027	1.0027	1.0036
S1	0.9994	0.9994	1.0036	1.0011
S2	0.9943	0.9943	1.0029
S3	0.9859	0.9910	1.0021
S4	0.9775	0.9826	0.9998

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0551	1.0484	1.0146
R3	1.0365	1.0298	1.0095
R2	1.0179	1.0179	1.0078
R1	1.0112	1.0112	1.0061	1.0146
PP	0.9993	0.9993	0.9993	1.0010
S1	0.9926	0.9926	1.0027	0.9960
S2	0.9807	0.9807	1.0010
S3	0.9621	0.9740	0.9993
S4	0.9435	0.9554	0.9942

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0061	0.9875	0.0186	1.9%	0.0068	0.7%	91%	True	False	40,154
10	1.0061	0.9766	0.0295	2.9%	0.0079	0.8%	94%	True	False	48,542
20	1.0061	0.9766	0.0295	2.9%	0.0075	0.8%	94%	True	False	46,387
40	1.0061	0.9701	0.0360	3.6%	0.0087	0.9%	95%	True	False	23,655
60	1.0061	0.9605	0.0456	4.5%	0.0090	0.9%	96%	True	False	15,870
80	1.0061	0.9600	0.0461	4.6%	0.0087	0.9%	96%	True	False	11,946
100	1.0061	0.9338	0.0723	7.2%	0.0083	0.8%	98%	True	False	9,575
120	1.0061	0.9338	0.0723	7.2%	0.0076	0.8%	98%	True	False	7,983

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

Fibonacci Retracements and Extensions
4.250	1.0418
2.618	1.0281
1.618	1.0197
1.000	1.0145
0.618	1.0113
HIGH	1.0061
0.618	1.0029
0.500	1.0019
0.382	1.0009
LOW	0.9977
0.618	0.9925
1.000	0.9893
1.618	0.9841
2.618	0.9757
4.250	0.9620

Fisher Pivots for day following 31-Dec-2010
Pivot	1 day	3 day
R1	1.0036	1.0028
PP	1.0027	1.0012
S1	1.0019	0.9996

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

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