CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary Previous Current 29-Dec-2010 30-Dec-2010 Change Change % Previous Week Open 0.9918 0.9938 0.0020 0.2% 0.9740 High 0.9936 0.9938 0.0002 0.0% 0.9862 Low 0.9918 0.9926 0.0008 0.1% 0.9740 Close 0.9928 0.9935 0.0007 0.1% 0.9849 Range 0.0018 0.0012 -0.0006 -33.3% 0.0122 ATR 0.0044 0.0042 -0.0002 -5.2% 0.0000 Volume 1 19 18 1,800.0% 109
Daily Pivots for day following 30-Dec-2010 Classic Woodie Camarilla DeMark R4 0.9969 0.9964 0.9942 R3 0.9957 0.9952 0.9938 R2 0.9945 0.9945 0.9937 R1 0.9940 0.9940 0.9936 0.9937 PP 0.9933 0.9933 0.9933 0.9931 S1 0.9928 0.9928 0.9934 0.9925 S2 0.9921 0.9921 0.9933 S3 0.9909 0.9916 0.9932 S4 0.9897 0.9904 0.9928	Weekly Pivots for week ending 24-Dec-2010 Classic Woodie Camarilla DeMark R4 1.0183 1.0138 0.9916 R3 1.0061 1.0016 0.9883 R2 0.9939 0.9939 0.9871 R1 0.9894 0.9894 0.9860 0.9917 PP 0.9817 0.9817 0.9817 0.9828 S1 0.9772 0.9772 0.9838 0.9795 S2 0.9695 0.9695 0.9827 S3 0.9573 0.9650 0.9815 S4 0.9451 0.9528 0.9782
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9949 0.9798 0.0151 1.5% 0.0019 0.2% 91% False False 8 10 0.9949 0.9740 0.0209 2.1% 0.0016 0.2% 93% False False 15 20 0.9949 0.9740 0.0209 2.1% 0.0021 0.2% 93% False False 39 40 0.9949 0.9664 0.0285 2.9% 0.0017 0.2% 95% False False 32
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9989 2.618 0.9969 1.618 0.9957 1.000 0.9950 0.618 0.9945 HIGH 0.9938 0.618 0.9933 0.500 0.9932 0.382 0.9931 LOW 0.9926 0.618 0.9919 1.000 0.9914 1.618 0.9907 2.618 0.9895 4.250 0.9875
Fisher Pivots for day following 30-Dec-2010 Pivot 1 day 3 day R1 0.9934 0.9935 PP 0.9933 0.9934 S1 0.9932 0.9934

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