CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary Previous Current 23-Nov-2010 24-Nov-2010 Change Change % Previous Week Open 0.9695 0.9785 0.0090 0.9% 0.9849 High 0.9695 0.9820 0.0125 1.3% 0.9850 Low 0.9695 0.9785 0.0090 0.9% 0.9664 Close 0.9690 0.9809 0.0119 1.2% 0.9742 Range 0.0000 0.0035 0.0035 0.0186 ATR 0.0044 0.0051 0.0006 13.8% 0.0000 Volume 50 50 0 0.0% 164
Daily Pivots for day following 24-Nov-2010 Classic Woodie Camarilla DeMark R4 0.9910 0.9894 0.9828 R3 0.9875 0.9859 0.9819 R2 0.9840 0.9840 0.9815 R1 0.9824 0.9824 0.9812 0.9832 PP 0.9805 0.9805 0.9805 0.9809 S1 0.9789 0.9789 0.9806 0.9797 S2 0.9770 0.9770 0.9803 S3 0.9735 0.9754 0.9799 S4 0.9700 0.9719 0.9790	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 0.9820 0.9695 0.0125 1.3% 0.0018 0.2% 91% True False 58 10 0.9863 0.9664 0.0199 2.0% 0.0015 0.2% 73% False False 35
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 4 trading days	Fibonacci Retracements and Extensions 4.250 0.9969 2.618 0.9912 1.618 0.9877 1.000 0.9855 0.618 0.9842 HIGH 0.9820 0.618 0.9807 0.500 0.9803 0.382 0.9798 LOW 0.9785 0.618 0.9763 1.000 0.9750 1.618 0.9728 2.618 0.9693 4.250 0.9636
Fisher Pivots for day following 24-Nov-2010 Pivot 1 day 3 day R1 0.9807 0.9792 PP 0.9805 0.9775 S1 0.9803 0.9758

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