CME Canadian Dollar Future June 2011

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Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary Previous Current 10-Nov-2010 11-Nov-2010 Change Change % Previous Week Open 0.9930 0.9925 -0.0005 -0.1% 0.9803 High 0.9950 0.9925 -0.0025 -0.3% 0.9950 Low 0.9912 0.9883 -0.0029 -0.3% 0.9776 Close 0.9951 0.9880 -0.0071 -0.7% 0.9939 Range 0.0038 0.0042 0.0004 10.5% 0.0174 ATR 0.0061 0.0062 0.0000 0.8% 0.0000 Volume 20 74 54 270.0% 343
Daily Pivots for day following 11-Nov-2010 Classic Woodie Camarilla DeMark R4 1.0022 0.9993 0.9903 R3 0.9980 0.9951 0.9892 R2 0.9938 0.9938 0.9888 R1 0.9909 0.9909 0.9884 0.9903 PP 0.9896 0.9896 0.9896 0.9893 S1 0.9867 0.9867 0.9876 0.9861 S2 0.9854 0.9854 0.9872 S3 0.9812 0.9825 0.9868 S4 0.9770 0.9783 0.9857	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 0.9961 0.9866 0.0095 1.0% 0.0046 0.5% 15% False False 102 10 0.9961 0.9738 0.0223 2.3% 0.0040 0.4% 64% False False 68 20 0.9961 0.9600 0.0361 3.7% 0.0049 0.5% 78% False False 61
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 0.0007 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0104 2.618 1.0035 1.618 0.9993 1.000 0.9967 0.618 0.9951 HIGH 0.9925 0.618 0.9909 0.500 0.9904 0.382 0.9899 LOW 0.9883 0.618 0.9857 1.000 0.9841 1.618 0.9815 2.618 0.9773 4.250 0.9705
Fisher Pivots for day following 11-Nov-2010 Pivot 1 day 3 day R1 0.9904 0.9914 PP 0.9896 0.9902 S1 0.9888 0.9891

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