CME Canadian Dollar Future June 2011

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Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary Previous Current 08-Oct-2010 11-Oct-2010 Change Change % Previous Week Open 0.9774 0.9805 0.0031 0.3% 0.9707 High 0.9818 0.9805 -0.0013 -0.1% 0.9865 Low 0.9773 0.9805 0.0032 0.3% 0.9704 Close 0.9807 0.9808 0.0001 0.0% 0.9807 Range 0.0045 0.0000 -0.0045 -100.0% 0.0161 ATR 0.0046 0.0043 -0.0003 -6.8% 0.0000 Volume 1 16 15 1,500.0% 111
Daily Pivots for day following 11-Oct-2010 Classic Woodie Camarilla DeMark R4 0.9806 0.9807 0.9808 R3 0.9806 0.9807 0.9808 R2 0.9806 0.9806 0.9808 R1 0.9807 0.9807 0.9808 0.9807 PP 0.9806 0.9806 0.9806 0.9806 S1 0.9807 0.9807 0.9808 0.9807 S2 0.9806 0.9806 0.9808 S3 0.9806 0.9807 0.9808 S4 0.9806 0.9807 0.9808	Weekly Pivots for week ending 08-Oct-2010 Classic Woodie Camarilla DeMark R4 1.0275 1.0202 0.9896 R3 1.0114 1.0041 0.9851 R2 0.9953 0.9953 0.9837 R1 0.9880 0.9880 0.9822 0.9917 PP 0.9792 0.9792 0.9792 0.9810 S1 0.9719 0.9719 0.9792 0.9756 S2 0.9631 0.9631 0.9777 S3 0.9470 0.9558 0.9763 S4 0.9309 0.9397 0.9718
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9865 0.9704 0.0161 1.6% 0.0031 0.3% 65% False False 23 10 0.9865 0.9600 0.0265 2.7% 0.0022 0.2% 78% False False 18
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9805 2.618 0.9805 1.618 0.9805 1.000 0.9805 0.618 0.9805 HIGH 0.9805 0.618 0.9805 0.500 0.9805 0.382 0.9805 LOW 0.9805 0.618 0.9805 1.000 0.9805 1.618 0.9805 2.618 0.9805 4.250 0.9805
Fisher Pivots for day following 11-Oct-2010 Pivot 1 day 3 day R1 0.9807 0.9805 PP 0.9806 0.9802 S1 0.9805 0.9800

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