CME Canadian Dollar Future June 2011

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Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary Previous Current 22-Nov-2010 23-Nov-2010 Change Change % Previous Week Open 0.9786 0.9761 -0.0025 -0.3% 0.9867 High 0.9786 0.9761 -0.0025 -0.3% 0.9867 Low 0.9743 0.9714 -0.0029 -0.3% 0.9693 Close 0.9767 0.9717 -0.0050 -0.5% 0.9770 Range 0.0043 0.0047 0.0004 9.3% 0.0174 ATR 0.0062 0.0061 -0.0001 -1.0% 0.0000 Volume 8 79 71 887.5% 118
Daily Pivots for day following 23-Nov-2010 Classic Woodie Camarilla DeMark R4 0.9872 0.9841 0.9743 R3 0.9825 0.9794 0.9730 R2 0.9778 0.9778 0.9726 R1 0.9747 0.9747 0.9721 0.9739 PP 0.9731 0.9731 0.9731 0.9727 S1 0.9700 0.9700 0.9713 0.9692 S2 0.9684 0.9684 0.9708 S3 0.9637 0.9653 0.9704 S4 0.9590 0.9606 0.9691	Weekly Pivots for week ending 19-Nov-2010 Classic Woodie Camarilla DeMark R4 1.0299 1.0208 0.9866 R3 1.0125 1.0034 0.9818 R2 0.9951 0.9951 0.9802 R1 0.9860 0.9860 0.9786 0.9819 PP 0.9777 0.9777 0.9777 0.9756 S1 0.9686 0.9686 0.9754 0.9645 S2 0.9603 0.9603 0.9738 S3 0.9429 0.9512 0.9722 S4 0.9255 0.9338 0.9674
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9786 0.9693 0.0093 1.0% 0.0043 0.4% 26% False False 38 10 0.9950 0.9693 0.0257 2.6% 0.0050 0.5% 9% False False 32 20 0.9961 0.9624 0.0337 3.5% 0.0048 0.5% 28% False False 49 40 0.9961 0.9600 0.0361 3.7% 0.0042 0.4% 32% False False 40
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.0005 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 0.9961 2.618 0.9884 1.618 0.9837 1.000 0.9808 0.618 0.9790 HIGH 0.9761 0.618 0.9743 0.500 0.9738 0.382 0.9732 LOW 0.9714 0.618 0.9685 1.000 0.9667 1.618 0.9638 2.618 0.9591 4.250 0.9514
Fisher Pivots for day following 23-Nov-2010 Pivot 1 day 3 day R1 0.9738 0.9750 PP 0.9731 0.9739 S1 0.9724 0.9728

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