CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary Previous Current 29-Nov-2010 30-Nov-2010 Change Change % Previous Week Open 0.9739 0.9676 -0.0063 -0.6% 0.9728 High 0.9739 0.9676 -0.0063 -0.6% 0.9820 Low 0.9739 0.9676 -0.0063 -0.6% 0.9695 Close 0.9739 0.9680 -0.0059 -0.6% 0.9739 Range ATR 0.0048 0.0049 0.0001 2.2% 0.0000 Volume 7 5 -2 -28.6% 201
Daily Pivots for day following 30-Nov-2010 Classic Woodie Camarilla DeMark R4 0.9677 0.9679 0.9680 R3 0.9677 0.9679 0.9680 R2 0.9677 0.9677 0.9680 R1 0.9679 0.9679 0.9680 0.9678 PP 0.9677 0.9677 0.9677 0.9677 S1 0.9679 0.9679 0.9680 0.9678 S2 0.9677 0.9677 0.9680 S3 0.9677 0.9679 0.9680 S4 0.9677 0.9679 0.9680	Weekly Pivots for week ending 26-Nov-2010 Classic Woodie Camarilla DeMark R4 1.0126 1.0058 0.9808 R3 1.0001 0.9933 0.9773 R2 0.9876 0.9876 0.9762 R1 0.9808 0.9808 0.9750 0.9842 PP 0.9751 0.9751 0.9751 0.9769 S1 0.9683 0.9683 0.9728 0.9717 S2 0.9626 0.9626 0.9716 S3 0.9501 0.9558 0.9705 S4 0.9376 0.9433 0.9670
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9820 0.9676 0.0144 1.5% 0.0007 0.1% 3% False True 25 10 0.9820 0.9664 0.0156 1.6% 0.0011 0.1% 10% False False 37 20 0.9928 0.9664 0.0264 2.7% 0.0013 0.1% 6% False False 24
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 0.9676 2.618 0.9676 1.618 0.9676 1.000 0.9676 0.618 0.9676 HIGH 0.9676 0.618 0.9676 0.500 0.9676 0.382 0.9676 LOW 0.9676 0.618 0.9676 1.000 0.9676 1.618 0.9676 2.618 0.9676 4.250 0.9676
Fisher Pivots for day following 30-Nov-2010 Pivot 1 day 3 day R1 0.9679 0.9708 PP 0.9677 0.9698 S1 0.9676 0.9689

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