CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary Previous Current 10-Jan-2011 11-Jan-2011 Change Change % Previous Week Open 1.0007 1.0030 0.0023 0.2% 1.0005 High 1.0007 1.0030 0.0023 0.2% 1.0023 Low 1.0007 1.0030 0.0023 0.2% 0.9912 Close 0.9997 1.0025 0.0028 0.3% 1.0007 Range ATR 0.0041 0.0040 -0.0001 -1.4% 0.0000 Volume 3 1 -2 -66.7% 106
Daily Pivots for day following 11-Jan-2011 Classic Woodie Camarilla DeMark R4 1.0028 1.0027 1.0025 R3 1.0028 1.0027 1.0025 R2 1.0028 1.0028 1.0025 R1 1.0027 1.0027 1.0025 1.0028 PP 1.0028 1.0028 1.0028 1.0029 S1 1.0027 1.0027 1.0025 1.0028 S2 1.0028 1.0028 1.0025 S3 1.0028 1.0027 1.0025 S4 1.0028 1.0027 1.0025	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 1.0030 0.9967 0.0063 0.6% 0.0010 0.1% 92% True False 16 10 1.0030 0.9912 0.0118 1.2% 0.0014 0.1% 96% True False 14 20 1.0030 0.9740 0.0290 2.9% 0.0017 0.2% 98% True False 19 40 1.0030 0.9664 0.0366 3.7% 0.0016 0.2% 99% True False 32
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 1.0030 2.618 1.0030 1.618 1.0030 1.000 1.0030 0.618 1.0030 HIGH 1.0030 0.618 1.0030 0.500 1.0030 0.382 1.0030 LOW 1.0030 0.618 1.0030 1.000 1.0030 1.618 1.0030 2.618 1.0030 4.250 1.0030
Fisher Pivots for day following 11-Jan-2011 Pivot 1 day 3 day R1 1.0030 1.0019 PP 1.0028 1.0013 S1 1.0027 1.0007

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