CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary Previous Current 01-Dec-2010 02-Dec-2010 Change Change % Previous Week Open 0.9749 0.9843 0.0094 1.0% 0.9728 High 0.9749 0.9886 0.0137 1.4% 0.9820 Low 0.9743 0.9843 0.0100 1.0% 0.9695 Close 0.9773 0.9890 0.0117 1.2% 0.9739 Range 0.0006 0.0043 0.0037 616.7% 0.0125 ATR 0.0051 0.0055 0.0004 8.8% 0.0000 Volume 1 4 3 300.0% 201
Daily Pivots for day following 02-Dec-2010 Classic Woodie Camarilla DeMark R4 1.0002 0.9989 0.9914 R3 0.9959 0.9946 0.9902 R2 0.9916 0.9916 0.9898 R1 0.9903 0.9903 0.9894 0.9910 PP 0.9873 0.9873 0.9873 0.9876 S1 0.9860 0.9860 0.9886 0.9867 S2 0.9830 0.9830 0.9882 S3 0.9787 0.9817 0.9878 S4 0.9744 0.9774 0.9866	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 0.9886 0.9676 0.0210 2.1% 0.0010 0.1% 102% True False 6 10 0.9886 0.9676 0.0210 2.1% 0.0014 0.1% 102% True False 32 20 0.9928 0.9664 0.0264 2.7% 0.0015 0.1% 86% False False 24
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True 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 9 trading days	Fibonacci Retracements and Extensions 4.250 1.0069 2.618 0.9999 1.618 0.9956 1.000 0.9929 0.618 0.9913 HIGH 0.9886 0.618 0.9870 0.500 0.9865 0.382 0.9859 LOW 0.9843 0.618 0.9816 1.000 0.9800 1.618 0.9773 2.618 0.9730 4.250 0.9660
Fisher Pivots for day following 02-Dec-2010 Pivot 1 day 3 day R1 0.9882 0.9854 PP 0.9873 0.9817 S1 0.9865 0.9781

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