CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary Previous Current 03-Dec-2010 06-Dec-2010 Change Change % Previous Week Open 0.9895 0.9865 -0.0030 -0.3% 0.9739 High 0.9895 0.9885 -0.0010 -0.1% 0.9895 Low 0.9895 0.9863 -0.0032 -0.3% 0.9676 Close 0.9881 0.9885 0.0004 0.0% 0.9881 Range 0.0000 0.0022 0.0022 0.0219 ATR 0.0052 0.0049 -0.0002 -4.1% 0.0000 Volume 12 2 -10 -83.3% 29
Daily Pivots for day following 06-Dec-2010 Classic Woodie Camarilla DeMark R4 0.9944 0.9936 0.9897 R3 0.9922 0.9914 0.9891 R2 0.9900 0.9900 0.9889 R1 0.9892 0.9892 0.9887 0.9896 PP 0.9878 0.9878 0.9878 0.9880 S1 0.9870 0.9870 0.9883 0.9874 S2 0.9856 0.9856 0.9881 S3 0.9834 0.9848 0.9879 S4 0.9812 0.9826 0.9873	Weekly Pivots for week ending 03-Dec-2010 Classic Woodie Camarilla DeMark R4 1.0474 1.0397 1.0001 R3 1.0255 1.0178 0.9941 R2 1.0036 1.0036 0.9921 R1 0.9959 0.9959 0.9901 0.9998 PP 0.9817 0.9817 0.9817 0.9837 S1 0.9740 0.9740 0.9861 0.9779 S2 0.9598 0.9598 0.9841 S3 0.9379 0.9521 0.9821 S4 0.9160 0.9302 0.9761
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9895 0.9676 0.0219 2.2% 0.0014 0.1% 95% False False 4 10 0.9895 0.9676 0.0219 2.2% 0.0011 0.1% 95% False False 23 20 0.9928 0.9664 0.0264 2.7% 0.0015 0.1% 84% False False 23
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 0.0000 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9979 2.618 0.9943 1.618 0.9921 1.000 0.9907 0.618 0.9899 HIGH 0.9885 0.618 0.9877 0.500 0.9874 0.382 0.9871 LOW 0.9863 0.618 0.9849 1.000 0.9841 1.618 0.9827 2.618 0.9805 4.250 0.9770
Fisher Pivots for day following 06-Dec-2010 Pivot 1 day 3 day R1 0.9881 0.9880 PP 0.9878 0.9874 S1 0.9874 0.9869

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