CME Canadian Dollar Future June 2011

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Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary Previous Current 04-Nov-2010 05-Nov-2010 Change Change % Previous Week Open 0.9900 0.9922 0.0022 0.2% 0.9803 High 0.9925 0.9950 0.0025 0.3% 0.9950 Low 0.9900 0.9922 0.0022 0.2% 0.9776 Close 0.9908 0.9939 0.0031 0.3% 0.9939 Range 0.0025 0.0028 0.0003 12.0% 0.0174 ATR 0.0064 0.0062 -0.0002 -2.4% 0.0000 Volume 26 199 173 665.4% 343
Daily Pivots for day following 05-Nov-2010 Classic Woodie Camarilla DeMark R4 1.0021 1.0008 0.9954 R3 0.9993 0.9980 0.9947 R2 0.9965 0.9965 0.9944 R1 0.9952 0.9952 0.9942 0.9959 PP 0.9937 0.9937 0.9937 0.9940 S1 0.9924 0.9924 0.9936 0.9931 S2 0.9909 0.9909 0.9934 S3 0.9881 0.9896 0.9931 S4 0.9853 0.9868 0.9924	Weekly Pivots for week ending 05-Nov-2010 Classic Woodie Camarilla DeMark R4 1.0410 1.0349 1.0035 R3 1.0236 1.0175 0.9987 R2 1.0062 1.0062 0.9971 R1 1.0001 1.0001 0.9955 1.0032 PP 0.9888 0.9888 0.9888 0.9904 S1 0.9827 0.9827 0.9923 0.9858 S2 0.9714 0.9714 0.9907 S3 0.9540 0.9653 0.9891 S4 0.9366 0.9479 0.9843
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9950 0.9776 0.0174 1.8% 0.0031 0.3% 94% True False 68 10 0.9950 0.9624 0.0326 3.3% 0.0039 0.4% 97% True False 46 20 0.9950 0.9600 0.0350 3.5% 0.0043 0.4% 97% True False 47
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 0.0003 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0069 2.618 1.0023 1.618 0.9995 1.000 0.9978 0.618 0.9967 HIGH 0.9950 0.618 0.9939 0.500 0.9936 0.382 0.9933 LOW 0.9922 0.618 0.9905 1.000 0.9894 1.618 0.9877 2.618 0.9849 4.250 0.9803
Fisher Pivots for day following 05-Nov-2010 Pivot 1 day 3 day R1 0.9938 0.9923 PP 0.9937 0.9908 S1 0.9936 0.9892

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