CME Canadian Dollar Future December 2011

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Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary Previous Current 09-Feb-2011 10-Feb-2011 Change Change % Previous Week Open 0.9972 0.9952 -0.0020 -0.2% 0.9900 High 1.0000 0.9967 -0.0033 -0.3% 1.0042 Low 0.9972 0.9952 -0.0020 -0.2% 0.9878 Close 0.9970 0.9960 -0.0010 -0.1% 1.0036 Range 0.0028 0.0015 -0.0013 -46.4% 0.0164 ATR Volume 60 72 12 20.0% 484
Daily Pivots for day following 10-Feb-2011 Classic Woodie Camarilla DeMark R4 1.0005 0.9997 0.9968 R3 0.9990 0.9982 0.9964 R2 0.9975 0.9975 0.9963 R1 0.9967 0.9967 0.9961 0.9971 PP 0.9960 0.9960 0.9960 0.9962 S1 0.9952 0.9952 0.9959 0.9956 S2 0.9945 0.9945 0.9957 S3 0.9930 0.9937 0.9956 S4 0.9915 0.9922 0.9952	Weekly Pivots for week ending 04-Feb-2011 Classic Woodie Camarilla DeMark R4 1.0477 1.0421 1.0126 R3 1.0313 1.0257 1.0081 R2 1.0149 1.0149 1.0066 R1 1.0093 1.0093 1.0051 1.0121 PP 0.9985 0.9985 0.9985 1.0000 S1 0.9929 0.9929 1.0021 0.9957 S2 0.9821 0.9821 1.0006 S3 0.9657 0.9765 0.9991 S4 0.9493 0.9601 0.9946
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0048 0.9949 0.0099 1.0% 0.0033 0.3% 11% False False 41 10 1.0048 0.9878 0.0170 1.7% 0.0038 0.4% 48% False False 71
Crabel Price Patterns NR True NR4 True NR5 True 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 0.0003 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1.0031 2.618 1.0006 1.618 0.9991 1.000 0.9982 0.618 0.9976 HIGH 0.9967 0.618 0.9961 0.500 0.9960 0.382 0.9958 LOW 0.9952 0.618 0.9943 1.000 0.9937 1.618 0.9928 2.618 0.9913 4.250 0.9888
Fisher Pivots for day following 10-Feb-2011 Pivot 1 day 3 day R1 0.9960 0.9980 PP 0.9960 0.9973 S1 0.9960 0.9967

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