CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary Previous Current 19-Nov-2010 22-Nov-2010 Change Change % Previous Week Open 0.9742 0.9728 -0.0014 -0.1% 0.9849 High 0.9742 0.9729 -0.0013 -0.1% 0.9850 Low 0.9742 0.9725 -0.0017 -0.2% 0.9664 Close 0.9742 0.9739 -0.0003 0.0% 0.9742 Range 0.0000 0.0004 0.0004 0.0186 ATR 0.0047 0.0044 -0.0002 -4.5% 0.0000 Volume 84 84 0 0.0% 164
Daily Pivots for day following 22-Nov-2010 Classic Woodie Camarilla DeMark R4 0.9743 0.9745 0.9741 R3 0.9739 0.9741 0.9740 R2 0.9735 0.9735 0.9740 R1 0.9737 0.9737 0.9739 0.9736 PP 0.9731 0.9731 0.9731 0.9731 S1 0.9733 0.9733 0.9739 0.9732 S2 0.9727 0.9727 0.9738 S3 0.9723 0.9729 0.9738 S4 0.9719 0.9725 0.9737	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 0.9763 0.9664 0.0099 1.0% 0.0015 0.2% 76% False False 48 10 0.9928 0.9664 0.0264 2.7% 0.0019 0.2% 28% False False 30
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 0.0001 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9746 2.618 0.9739 1.618 0.9735 1.000 0.9733 0.618 0.9731 HIGH 0.9729 0.618 0.9727 0.500 0.9727 0.382 0.9727 LOW 0.9725 0.618 0.9723 1.000 0.9721 1.618 0.9719 2.618 0.9715 4.250 0.9708
Fisher Pivots for day following 22-Nov-2010 Pivot 1 day 3 day R1 0.9735 0.9738 PP 0.9731 0.9737 S1 0.9727 0.9737

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