CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary Previous Current 22-Nov-2010 23-Nov-2010 Change Change % Previous Week Open 0.9728 0.9695 -0.0033 -0.3% 0.9849 High 0.9729 0.9695 -0.0034 -0.3% 0.9850 Low 0.9725 0.9695 -0.0030 -0.3% 0.9664 Close 0.9739 0.9690 -0.0049 -0.5% 0.9742 Range 0.0004 0.0000 -0.0004 -100.0% 0.0186 ATR 0.0044 0.0044 0.0000 -0.1% 0.0000 Volume 84 50 -34 -40.5% 164
Daily Pivots for day following 23-Nov-2010 Classic Woodie Camarilla DeMark R4 0.9693 0.9692 0.9690 R3 0.9693 0.9692 0.9690 R2 0.9693 0.9693 0.9690 R1 0.9692 0.9692 0.9690 0.9693 PP 0.9693 0.9693 0.9693 0.9694 S1 0.9692 0.9692 0.9690 0.9693 S2 0.9693 0.9693 0.9690 S3 0.9693 0.9692 0.9690 S4 0.9693 0.9692 0.9690	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% 26% False False 52 10 0.9924 0.9664 0.0260 2.7% 0.0012 0.1% 10% False False 33
Crabel Price Patterns NR True NR4 False NR5 False 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 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9695 2.618 0.9695 1.618 0.9695 1.000 0.9695 0.618 0.9695 HIGH 0.9695 0.618 0.9695 0.500 0.9695 0.382 0.9695 LOW 0.9695 0.618 0.9695 1.000 0.9695 1.618 0.9695 2.618 0.9695 4.250 0.9695
Fisher Pivots for day following 23-Nov-2010 Pivot 1 day 3 day R1 0.9695 0.9719 PP 0.9693 0.9709 S1 0.9692 0.9700

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