CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary Previous Current 06-Jan-2011 07-Jan-2011 Change Change % Previous Week Open 0.9967 1.0016 0.0049 0.5% 1.0005 High 0.9967 1.0016 0.0049 0.5% 1.0023 Low 0.9967 0.9984 0.0017 0.2% 0.9912 Close 0.9967 1.0007 0.0040 0.4% 1.0007 Range 0.0000 0.0032 0.0032 0.0111 ATR 0.0044 0.0044 0.0000 0.9% 0.0000 Volume 33 33 0 0.0% 106
Daily Pivots for day following 07-Jan-2011 Classic Woodie Camarilla DeMark R4 1.0098 1.0085 1.0025 R3 1.0066 1.0053 1.0016 R2 1.0034 1.0034 1.0013 R1 1.0021 1.0021 1.0010 1.0012 PP 1.0002 1.0002 1.0002 0.9998 S1 0.9989 0.9989 1.0004 0.9980 S2 0.9970 0.9970 1.0001 S3 0.9938 0.9957 0.9998 S4 0.9906 0.9925 0.9989	Weekly Pivots for week ending 07-Jan-2011 Classic Woodie Camarilla DeMark R4 1.0314 1.0271 1.0068 R3 1.0203 1.0160 1.0038 R2 1.0092 1.0092 1.0027 R1 1.0049 1.0049 1.0017 1.0071 PP 0.9981 0.9981 0.9981 0.9991 S1 0.9938 0.9938 0.9997 0.9960 S2 0.9870 0.9870 0.9987 S3 0.9759 0.9827 0.9976 S4 0.9648 0.9716 0.9946
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0023 0.9912 0.0111 1.1% 0.0019 0.2% 86% False False 21 10 1.0023 0.9861 0.0162 1.6% 0.0014 0.1% 90% False False 14 20 1.0023 0.9740 0.0283 2.8% 0.0019 0.2% 94% False False 31 40 1.0023 0.9664 0.0359 3.6% 0.0017 0.2% 96% False False 32
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 10 trading days	Fibonacci Retracements and Extensions 4.250 1.0152 2.618 1.0100 1.618 1.0068 1.000 1.0048 0.618 1.0036 HIGH 1.0016 0.618 1.0004 0.500 1.0000 0.382 0.9996 LOW 0.9984 0.618 0.9964 1.000 0.9952 1.618 0.9932 2.618 0.9900 4.250 0.9848
Fisher Pivots for day following 07-Jan-2011 Pivot 1 day 3 day R1 1.0005 1.0002 PP 1.0002 0.9997 S1 1.0000 0.9992

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