CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary Previous Current 21-Jan-2011 24-Jan-2011 Change Change % Previous Week Open 0.9988 1.0002 0.0014 0.1% 1.0028 High 0.9988 1.0002 0.0014 0.1% 1.0031 Low 0.9988 1.0002 0.0014 0.1% 0.9908 Close 0.9991 0.9989 -0.0002 0.0% 0.9991 Range ATR 0.0038 0.0036 -0.0002 -5.0% 0.0000 Volume 15 13 -2 -13.3% 206
Daily Pivots for day following 24-Jan-2011 Classic Woodie Camarilla DeMark R4 0.9998 0.9993 0.9989 R3 0.9998 0.9993 0.9989 R2 0.9998 0.9998 0.9989 R1 0.9993 0.9993 0.9989 0.9996 PP 0.9998 0.9998 0.9998 0.9999 S1 0.9993 0.9993 0.9989 0.9996 S2 0.9998 0.9998 0.9989 S3 0.9998 0.9993 0.9989 S4 0.9998 0.9993 0.9989	Weekly Pivots for week ending 21-Jan-2011 Classic Woodie Camarilla DeMark R4 1.0346 1.0291 1.0059 R3 1.0223 1.0168 1.0025 R2 1.0100 1.0100 1.0014 R1 1.0045 1.0045 1.0002 1.0011 PP 0.9977 0.9977 0.9977 0.9960 S1 0.9922 0.9922 0.9980 0.9888 S2 0.9854 0.9854 0.9968 S3 0.9731 0.9799 0.9957 S4 0.9608 0.9676 0.9923
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0031 0.9908 0.0123 1.2% 0.0024 0.2% 66% False False 43 10 1.0075 0.9908 0.0167 1.7% 0.0014 0.1% 49% False False 24 20 1.0075 0.9861 0.0214 2.1% 0.0014 0.1% 60% False False 19 40 1.0075 0.9676 0.0399 4.0% 0.0017 0.2% 78% False False 29
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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.0002 2.618 1.0002 1.618 1.0002 1.000 1.0002 0.618 1.0002 HIGH 1.0002 0.618 1.0002 0.500 1.0002 0.382 1.0002 LOW 1.0002 0.618 1.0002 1.000 1.0002 1.618 1.0002 2.618 1.0002 4.250 1.0002
Fisher Pivots for day following 24-Jan-2011 Pivot 1 day 3 day R1 1.0002 0.9978 PP 0.9998 0.9966 S1 0.9993 0.9955

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