CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 01-Feb-2011

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	0.9998	0.9990	-0.0008	-0.1%	1.0058
High	1.0029	1.0093	0.0064	0.6%	1.0078
Low	0.9932	0.9983	0.0051	0.5%	0.9973
Close	0.9978	1.0070	0.0092	0.9%	0.9989
Range	0.0097	0.0110	0.0013	13.4%	0.0105
ATR	0.0080	0.0082	0.0003	3.1%	0.0000
Volume	85,314	89,328	4,014	4.7%	344,297

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0379	1.0334	1.0131
R3	1.0269	1.0224	1.0100
R2	1.0159	1.0159	1.0090
R1	1.0114	1.0114	1.0080	1.0137
PP	1.0049	1.0049	1.0049	1.0060
S1	1.0004	1.0004	1.0060	1.0027
S2	0.9939	0.9939	1.0050
S3	0.9829	0.9894	1.0040
S4	0.9719	0.9784	1.0010

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0328	1.0264	1.0047
R3	1.0223	1.0159	1.0018
R2	1.0118	1.0118	1.0008
R1	1.0054	1.0054	0.9999	1.0034
PP	1.0013	1.0013	1.0013	1.0003
S1	0.9949	0.9949	0.9979	0.9929
S2	0.9908	0.9908	0.9970
S3	0.9803	0.9844	0.9960
S4	0.9698	0.9739	0.9931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0093	0.9932	0.0161	1.6%	0.0082	0.8%	86%	True	False	79,295
10	1.0101	0.9932	0.0169	1.7%	0.0082	0.8%	82%	False	False	75,016
20	1.0153	0.9932	0.0221	2.2%	0.0082	0.8%	62%	False	False	73,619
40	1.0153	0.9766	0.0387	3.8%	0.0078	0.8%	79%	False	False	61,082
60	1.0153	0.9701	0.0452	4.5%	0.0085	0.8%	82%	False	False	41,102
80	1.0153	0.9605	0.0548	5.4%	0.0087	0.9%	85%	False	False	30,901
100	1.0153	0.9600	0.0553	5.5%	0.0086	0.9%	85%	False	False	24,757
120	1.0153	0.9338	0.0815	8.1%	0.0082	0.8%	90%	False	False	20,647

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 19 trading days

Fibonacci Retracements and Extensions
4.250	1.0561
2.618	1.0381
1.618	1.0271
1.000	1.0203
0.618	1.0161
HIGH	1.0093
0.618	1.0051
0.500	1.0038
0.382	1.0025
LOW	0.9983
0.618	0.9915
1.000	0.9873
1.618	0.9805
2.618	0.9695
4.250	0.9516

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	1.0059	1.0051
PP	1.0049	1.0032
S1	1.0038	1.0013

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

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