CME Canadian Dollar Future June 2011

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Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary Previous Current 25-Oct-2010 26-Oct-2010 Change Change % Previous Week Open 0.9755 0.9750 -0.0005 -0.1% 0.9725 High 0.9755 0.9750 -0.0005 -0.1% 0.9817 Low 0.9748 0.9698 -0.0050 -0.5% 0.9600 Close 0.9759 0.9703 -0.0056 -0.6% 0.9677 Range 0.0007 0.0052 0.0045 642.9% 0.0217 ATR 0.0064 0.0064 0.0000 -0.4% 0.0000 Volume 13 3 -10 -76.9% 422
Daily Pivots for day following 26-Oct-2010 Classic Woodie Camarilla DeMark R4 0.9873 0.9840 0.9732 R3 0.9821 0.9788 0.9717 R2 0.9769 0.9769 0.9713 R1 0.9736 0.9736 0.9708 0.9727 PP 0.9717 0.9717 0.9717 0.9712 S1 0.9684 0.9684 0.9698 0.9675 S2 0.9665 0.9665 0.9693 S3 0.9613 0.9632 0.9689 S4 0.9561 0.9580 0.9674	Weekly Pivots for week ending 22-Oct-2010 Classic Woodie Camarilla DeMark R4 1.0349 1.0230 0.9796 R3 1.0132 1.0013 0.9737 R2 0.9915 0.9915 0.9717 R1 0.9796 0.9796 0.9697 0.9747 PP 0.9698 0.9698 0.9698 0.9674 S1 0.9579 0.9579 0.9657 0.9530 S2 0.9481 0.9481 0.9637 S3 0.9264 0.9362 0.9617 S4 0.9047 0.9145 0.9558
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9782 0.9660 0.0122 1.3% 0.0049 0.5% 35% False False 74 10 0.9930 0.9600 0.0330 3.4% 0.0054 0.6% 31% False False 48 20 0.9930 0.9600 0.0330 3.4% 0.0037 0.4% 31% False False 31
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 0.0002 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9971 2.618 0.9886 1.618 0.9834 1.000 0.9802 0.618 0.9782 HIGH 0.9750 0.618 0.9730 0.500 0.9724 0.382 0.9718 LOW 0.9698 0.618 0.9666 1.000 0.9646 1.618 0.9614 2.618 0.9562 4.250 0.9477
Fisher Pivots for day following 26-Oct-2010 Pivot 1 day 3 day R1 0.9724 0.9718 PP 0.9717 0.9713 S1 0.9710 0.9708

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