CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 06-Jan-2011

Day Change Summary
	Previous	Current
	05-Jan-2011	06-Jan-2011	Change	Change %	Previous Week
Open	1.0001	1.0021	0.0020	0.2%	0.9900
High	1.0053	1.0061	0.0008	0.1%	1.0061
Low	0.9962	0.9991	0.0029	0.3%	0.9875
Close	1.0024	1.0024	0.0000	0.0%	1.0044
Range	0.0091	0.0070	-0.0021	-23.1%	0.0186
ATR	0.0083	0.0082	-0.0001	-1.1%	0.0000
Volume	72,487	68,172	-4,315	-6.0%	200,773

Daily Pivots for day following 06-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0235	1.0200	1.0063
R3	1.0165	1.0130	1.0043
R2	1.0095	1.0095	1.0037
R1	1.0060	1.0060	1.0030	1.0078
PP	1.0025	1.0025	1.0025	1.0034
S1	0.9990	0.9990	1.0018	1.0008
S2	0.9955	0.9955	1.0011
S3	0.9885	0.9920	1.0005
S4	0.9815	0.9850	0.9986

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%	0.0085	0.8%	50%	False	False	58,918
10	1.0097	0.9821	0.0276	2.8%	0.0078	0.8%	74%	False	False	51,210
20	1.0097	0.9766	0.0331	3.3%	0.0076	0.8%	78%	False	False	56,404
40	1.0097	0.9701	0.0396	4.0%	0.0087	0.9%	82%	False	False	30,253
60	1.0097	0.9605	0.0492	4.9%	0.0089	0.9%	85%	False	False	20,286
80	1.0097	0.9600	0.0497	5.0%	0.0088	0.9%	85%	False	False	15,258
100	1.0097	0.9338	0.0759	7.6%	0.0084	0.8%	90%	False	False	12,227
120	1.0097	0.9338	0.0759	7.6%	0.0077	0.8%	90%	False	False	10,195

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0359
2.618	1.0244
1.618	1.0174
1.000	1.0131
0.618	1.0104
HIGH	1.0061
0.618	1.0034
0.500	1.0026
0.382	1.0018
LOW	0.9991
0.618	0.9948
1.000	0.9921
1.618	0.9878
2.618	0.9808
4.250	0.9694

Fisher Pivots for day following 06-Jan-2011
Pivot	1 day	3 day
R1	1.0026	1.0019
PP	1.0025	1.0014
S1	1.0025	1.0009

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

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