CME Canadian Dollar Future June 2011

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Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary Previous Current 17-Nov-2010 18-Nov-2010 Change Change % Previous Week Open 0.9757 0.9775 0.0018 0.2% 0.9900 High 0.9757 0.9783 0.0026 0.3% 0.9961 Low 0.9693 0.9737 0.0044 0.5% 0.9825 Close 0.9719 0.9740 0.0021 0.2% 0.9849 Range 0.0064 0.0046 -0.0018 -28.1% 0.0136 ATR 0.0067 0.0066 0.0000 -0.3% 0.0000 Volume 16 38 22 137.5% 336
Daily Pivots for day following 18-Nov-2010 Classic Woodie Camarilla DeMark R4 0.9891 0.9862 0.9765 R3 0.9845 0.9816 0.9753 R2 0.9799 0.9799 0.9748 R1 0.9770 0.9770 0.9744 0.9762 PP 0.9753 0.9753 0.9753 0.9749 S1 0.9724 0.9724 0.9736 0.9716 S2 0.9707 0.9707 0.9732 S3 0.9661 0.9678 0.9727 S4 0.9615 0.9632 0.9715	Weekly Pivots for week ending 12-Nov-2010 Classic Woodie Camarilla DeMark R4 1.0286 1.0204 0.9924 R3 1.0150 1.0068 0.9886 R2 1.0014 1.0014 0.9874 R1 0.9932 0.9932 0.9861 0.9905 PP 0.9878 0.9878 0.9878 0.9865 S1 0.9796 0.9796 0.9837 0.9769 S2 0.9742 0.9742 0.9824 S3 0.9606 0.9660 0.9812 S4 0.9470 0.9524 0.9774
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9900 0.9693 0.0207 2.1% 0.0063 0.6% 23% False False 17 10 0.9961 0.9693 0.0268 2.8% 0.0055 0.6% 18% False False 60 20 0.9961 0.9624 0.0337 3.5% 0.0045 0.5% 34% False False 44 40 0.9961 0.9600 0.0361 3.7% 0.0040 0.4% 39% False False 39
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False 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 0.0009 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9979 2.618 0.9903 1.618 0.9857 1.000 0.9829 0.618 0.9811 HIGH 0.9783 0.618 0.9765 0.500 0.9760 0.382 0.9755 LOW 0.9737 0.618 0.9709 1.000 0.9691 1.618 0.9663 2.618 0.9617 4.250 0.9542
Fisher Pivots for day following 18-Nov-2010 Pivot 1 day 3 day R1 0.9760 0.9767 PP 0.9753 0.9758 S1 0.9747 0.9749

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