CME Canadian Dollar Future June 2011

Trading Metrics calculated at close of trading on 27-Dec-2010

Day Change Summary
	Previous	Current
	23-Dec-2010	27-Dec-2010	Change	Change %	Previous Week
Open	0.9832	0.9862	0.0030	0.3%	0.9841
High	0.9890	0.9900	0.0010	0.1%	0.9890
Low	0.9800	0.9857	0.0057	0.6%	0.9754
Close	0.9876	0.9889	0.0013	0.1%	0.9876
Range	0.0090	0.0043	-0.0047	-52.2%	0.0136
ATR	0.0068	0.0066	-0.0002	-2.6%	0.0000
Volume	31	90	59	190.3%	763

Daily Pivots for day following 27-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0011	0.9993	0.9913
R3	0.9968	0.9950	0.9901
R2	0.9925	0.9925	0.9897
R1	0.9907	0.9907	0.9893	0.9916
PP	0.9882	0.9882	0.9882	0.9887
S1	0.9864	0.9864	0.9885	0.9873
S2	0.9839	0.9839	0.9881
S3	0.9796	0.9821	0.9877
S4	0.9753	0.9778	0.9865

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0248	1.0198	0.9951
R3	1.0112	1.0062	0.9913
R2	0.9976	0.9976	0.9901
R1	0.9926	0.9926	0.9888	0.9951
PP	0.9840	0.9840	0.9840	0.9853
S1	0.9790	0.9790	0.9864	0.9815
S2	0.9704	0.9704	0.9851
S3	0.9568	0.9654	0.9839
S4	0.9432	0.9518	0.9801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9900	0.9754	0.0146	1.5%	0.0062	0.6%	92%	True	False	170
10	0.9952	0.9754	0.0198	2.0%	0.0063	0.6%	68%	False	False	123
20	0.9952	0.9677	0.0275	2.8%	0.0056	0.6%	77%	False	False	109
40	0.9961	0.9677	0.0284	2.9%	0.0052	0.5%	75%	False	False	79
60	0.9961	0.9600	0.0361	3.7%	0.0049	0.5%	80%	False	False	64

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0083
2.618	1.0013
1.618	0.9970
1.000	0.9943
0.618	0.9927
HIGH	0.9900
0.618	0.9884
0.500	0.9879
0.382	0.9873
LOW	0.9857
0.618	0.9830
1.000	0.9814
1.618	0.9787
2.618	0.9744
4.250	0.9674

Fisher Pivots for day following 27-Dec-2010
Pivot	1 day	3 day
R1	0.9886	0.9875
PP	0.9882	0.9861
S1	0.9879	0.9848

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These figures are updated between 7pm and 10pm EST after a trading day.

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