CME Canadian Dollar Future June 2011

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Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary Previous Current 23-Nov-2010 24-Nov-2010 Change Change % Previous Week Open 0.9761 0.9793 0.0032 0.3% 0.9867 High 0.9761 0.9853 0.0092 0.9% 0.9867 Low 0.9714 0.9793 0.0079 0.8% 0.9693 Close 0.9717 0.9836 0.0119 1.2% 0.9770 Range 0.0047 0.0060 0.0013 27.7% 0.0174 ATR 0.0061 0.0067 0.0005 8.7% 0.0000 Volume 79 40 -39 -49.4% 118
Daily Pivots for day following 24-Nov-2010 Classic Woodie Camarilla DeMark R4 1.0007 0.9982 0.9869 R3 0.9947 0.9922 0.9853 R2 0.9887 0.9887 0.9847 R1 0.9862 0.9862 0.9842 0.9875 PP 0.9827 0.9827 0.9827 0.9834 S1 0.9802 0.9802 0.9831 0.9815 S2 0.9767 0.9767 0.9825 S3 0.9707 0.9742 0.9820 S4 0.9647 0.9682 0.9803	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 0.9853 0.9714 0.0139 1.4% 0.0043 0.4% 88% True False 43 10 0.9925 0.9693 0.0232 2.4% 0.0053 0.5% 62% False False 34 20 0.9961 0.9671 0.0290 2.9% 0.0048 0.5% 57% False False 50 40 0.9961 0.9600 0.0361 3.7% 0.0043 0.4% 65% False False 41
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True 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 5 trading days	Fibonacci Retracements and Extensions 4.250 1.0108 2.618 1.0010 1.618 0.9950 1.000 0.9913 0.618 0.9890 HIGH 0.9853 0.618 0.9830 0.500 0.9823 0.382 0.9816 LOW 0.9793 0.618 0.9756 1.000 0.9733 1.618 0.9696 2.618 0.9636 4.250 0.9538
Fisher Pivots for day following 24-Nov-2010 Pivot 1 day 3 day R1 0.9832 0.9819 PP 0.9827 0.9801 S1 0.9823 0.9784

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