CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary Previous Current 18-Nov-2010 19-Nov-2010 Change Change % Previous Week Open 0.9753 0.9742 -0.0011 -0.1% 0.9849 High 0.9763 0.9742 -0.0021 -0.2% 0.9850 Low 0.9710 0.9742 0.0032 0.3% 0.9664 Close 0.9712 0.9742 0.0030 0.3% 0.9742 Range 0.0053 0.0000 -0.0053 -100.0% 0.0186 ATR 0.0048 0.0047 -0.0001 -2.7% 0.0000 Volume 23 84 61 265.2% 164
Daily Pivots for day following 19-Nov-2010 Classic Woodie Camarilla DeMark R4 0.9742 0.9742 0.9742 R3 0.9742 0.9742 0.9742 R2 0.9742 0.9742 0.9742 R1 0.9742 0.9742 0.9742 0.9742 PP 0.9742 0.9742 0.9742 0.9742 S1 0.9742 0.9742 0.9742 0.9742 S2 0.9742 0.9742 0.9742 S3 0.9742 0.9742 0.9742 S4 0.9742 0.9742 0.9742	Weekly Pivots for week ending 19-Nov-2010 Classic Woodie Camarilla DeMark R4 1.0310 1.0212 0.9844 R3 1.0124 1.0026 0.9793 R2 0.9938 0.9938 0.9776 R1 0.9840 0.9840 0.9759 0.9796 PP 0.9752 0.9752 0.9752 0.9730 S1 0.9654 0.9654 0.9725 0.9610 S2 0.9566 0.9566 0.9708 S3 0.9380 0.9468 0.9691 S4 0.9194 0.9282 0.9640
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9850 0.9664 0.0186 1.9% 0.0014 0.1% 42% False False 32 10 0.9928 0.9664 0.0264 2.7% 0.0018 0.2% 30% False False 24
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 0.9742 2.618 0.9742 1.618 0.9742 1.000 0.9742 0.618 0.9742 HIGH 0.9742 0.618 0.9742 0.500 0.9742 0.382 0.9742 LOW 0.9742 0.618 0.9742 1.000 0.9742 1.618 0.9742 2.618 0.9742 4.250 0.9742
Fisher Pivots for day following 19-Nov-2010 Pivot 1 day 3 day R1 0.9742 0.9733 PP 0.9742 0.9723 S1 0.9742 0.9714

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