CME Canadian Dollar Future June 2011

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Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary Previous Current 03-Dec-2010 06-Dec-2010 Change Change % Previous Week Open 0.9940 0.9875 -0.0065 -0.7% 0.9760 High 0.9945 0.9920 -0.0025 -0.3% 0.9945 Low 0.9909 0.9875 -0.0034 -0.3% 0.9677 Close 0.9908 0.9910 0.0002 0.0% 0.9908 Range 0.0036 0.0045 0.0009 25.0% 0.0268 ATR 0.0071 0.0069 -0.0002 -2.6% 0.0000 Volume 31 7 -24 -77.4% 373
Daily Pivots for day following 06-Dec-2010 Classic Woodie Camarilla DeMark R4 1.0037 1.0018 0.9935 R3 0.9992 0.9973 0.9922 R2 0.9947 0.9947 0.9918 R1 0.9928 0.9928 0.9914 0.9938 PP 0.9902 0.9902 0.9902 0.9906 S1 0.9883 0.9883 0.9906 0.9893 S2 0.9857 0.9857 0.9902 S3 0.9812 0.9838 0.9898 S4 0.9767 0.9793 0.9885	Weekly Pivots for week ending 03-Dec-2010 Classic Woodie Camarilla DeMark R4 1.0647 1.0546 1.0055 R3 1.0379 1.0278 0.9982 R2 1.0111 1.0111 0.9957 R1 1.0010 1.0010 0.9933 1.0061 PP 0.9843 0.9843 0.9843 0.9869 S1 0.9742 0.9742 0.9883 0.9793 S2 0.9575 0.9575 0.9859 S3 0.9307 0.9474 0.9834 S4 0.9039 0.9206 0.9761
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9945 0.9677 0.0268 2.7% 0.0051 0.5% 87% False False 74 10 0.9945 0.9677 0.0268 2.7% 0.0053 0.5% 87% False False 53 20 0.9961 0.9677 0.0284 2.9% 0.0053 0.5% 82% False False 49 40 0.9961 0.9600 0.0361 3.6% 0.0048 0.5% 86% False False 48
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 0.0002 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0111 2.618 1.0038 1.618 0.9993 1.000 0.9965 0.618 0.9948 HIGH 0.9920 0.618 0.9903 0.500 0.9898 0.382 0.9892 LOW 0.9875 0.618 0.9847 1.000 0.9830 1.618 0.9802 2.618 0.9757 4.250 0.9684
Fisher Pivots for day following 06-Dec-2010 Pivot 1 day 3 day R1 0.9906 0.9905 PP 0.9902 0.9900 S1 0.9898 0.9895

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