CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 05-Jan-2011

Day Change Summary
	Previous	Current
	04-Jan-2011	05-Jan-2011	Change	Change %	Previous Week
Open	1.0051	1.0001	-0.0050	-0.5%	0.9900
High	1.0068	1.0053	-0.0015	-0.1%	1.0061
Low	0.9950	0.9962	0.0012	0.1%	0.9875
Close	0.9989	1.0024	0.0035	0.4%	1.0044
Range	0.0118	0.0091	-0.0027	-22.9%	0.0186
ATR	0.0083	0.0083	0.0001	0.7%	0.0000
Volume	77,233	72,487	-4,746	-6.1%	200,773

Daily Pivots for day following 05-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0286	1.0246	1.0074
R3	1.0195	1.0155	1.0049
R2	1.0104	1.0104	1.0041
R1	1.0064	1.0064	1.0032	1.0084
PP	1.0013	1.0013	1.0013	1.0023
S1	0.9973	0.9973	1.0016	0.9993
S2	0.9922	0.9922	1.0007
S3	0.9831	0.9882	0.9999
S4	0.9740	0.9791	0.9974

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	1.0097	0.9950	0.0147	1.5%	0.0077	0.8%	50%	False	False	51,925
10	1.0097	0.9799	0.0298	3.0%	0.0078	0.8%	76%	False	False	48,789
20	1.0097	0.9766	0.0331	3.3%	0.0076	0.8%	78%	False	False	54,399
40	1.0097	0.9701	0.0396	4.0%	0.0089	0.9%	82%	False	False	28,554
60	1.0097	0.9605	0.0492	4.9%	0.0089	0.9%	85%	False	False	19,152
80	1.0097	0.9600	0.0497	5.0%	0.0088	0.9%	85%	False	False	14,409
100	1.0097	0.9338	0.0759	7.6%	0.0083	0.8%	90%	False	False	11,546
120	1.0097	0.9338	0.0759	7.6%	0.0076	0.8%	90%	False	False	9,627

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0440
2.618	1.0291
1.618	1.0200
1.000	1.0144
0.618	1.0109
HIGH	1.0053
0.618	1.0018
0.500	1.0008
0.382	0.9997
LOW	0.9962
0.618	0.9906
1.000	0.9871
1.618	0.9815
2.618	0.9724
4.250	0.9575

Fisher Pivots for day following 05-Jan-2011
Pivot	1 day	3 day
R1	1.0019	1.0024
PP	1.0013	1.0024
S1	1.0008	1.0024

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

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