CME Canadian Dollar Future June 2011

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Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary Previous Current 21-Oct-2010 22-Oct-2010 Change Change % Previous Week Open 0.9762 0.9680 -0.0082 -0.8% 0.9725 High 0.9782 0.9680 -0.0102 -1.0% 0.9817 Low 0.9664 0.9680 0.0016 0.2% 0.9600 Close 0.9678 0.9677 -0.0001 0.0% 0.9677 Range 0.0118 0.0000 -0.0118 -100.0% 0.0217 ATR 0.0068 0.0063 -0.0005 -6.9% 0.0000 Volume 37 23 -14 -37.8% 422
Daily Pivots for day following 22-Oct-2010 Classic Woodie Camarilla DeMark R4 0.9679 0.9678 0.9677 R3 0.9679 0.9678 0.9677 R2 0.9679 0.9679 0.9677 R1 0.9678 0.9678 0.9677 0.9679 PP 0.9679 0.9679 0.9679 0.9679 S1 0.9678 0.9678 0.9677 0.9679 S2 0.9679 0.9679 0.9677 S3 0.9679 0.9678 0.9677 S4 0.9679 0.9678 0.9677	Weekly Pivots for week ending 22-Oct-2010 Classic Woodie Camarilla DeMark R4 1.0349 1.0230 0.9796 R3 1.0132 1.0013 0.9737 R2 0.9915 0.9915 0.9717 R1 0.9796 0.9796 0.9697 0.9747 PP 0.9698 0.9698 0.9698 0.9674 S1 0.9579 0.9579 0.9657 0.9530 S2 0.9481 0.9481 0.9637 S3 0.9264 0.9362 0.9617 S4 0.9047 0.9145 0.9558
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9817 0.9600 0.0217 2.2% 0.0077 0.8% 35% False False 84 10 0.9930 0.9600 0.0330 3.4% 0.0048 0.5% 23% False False 48 20 0.9930 0.9600 0.0330 3.4% 0.0035 0.4% 23% False False 35
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 0.9680 2.618 0.9680 1.618 0.9680 1.000 0.9680 0.618 0.9680 HIGH 0.9680 0.618 0.9680 0.500 0.9680 0.382 0.9680 LOW 0.9680 0.618 0.9680 1.000 0.9680 1.618 0.9680 2.618 0.9680 4.250 0.9680
Fisher Pivots for day following 22-Oct-2010 Pivot 1 day 3 day R1 0.9680 0.9721 PP 0.9679 0.9706 S1 0.9678 0.9692

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