CME Canadian Dollar Future June 2011

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Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary Previous Current 12-Nov-2010 15-Nov-2010 Change Change % Previous Week Open 0.9850 0.9867 0.0017 0.2% 0.9900 High 0.9900 0.9867 -0.0033 -0.3% 0.9961 Low 0.9825 0.9867 0.0042 0.4% 0.9825 Close 0.9849 0.9872 0.0023 0.2% 0.9849 Range 0.0075 0.0000 -0.0075 -100.0% 0.0136 ATR 0.0063 0.0059 -0.0003 -5.1% 0.0000 Volume 24 7 -17 -70.8% 336
Daily Pivots for day following 15-Nov-2010 Classic Woodie Camarilla DeMark R4 0.9869 0.9870 0.9872 R3 0.9869 0.9870 0.9872 R2 0.9869 0.9869 0.9872 R1 0.9870 0.9870 0.9872 0.9870 PP 0.9869 0.9869 0.9869 0.9868 S1 0.9870 0.9870 0.9872 0.9870 S2 0.9869 0.9869 0.9872 S3 0.9869 0.9870 0.9872 S4 0.9869 0.9870 0.9872	Weekly Pivots for week ending 12-Nov-2010 Classic Woodie Camarilla DeMark R4 1.0286 1.0204 0.9924 R3 1.0150 1.0068 0.9886 R2 1.0014 1.0014 0.9874 R1 0.9932 0.9932 0.9861 0.9905 PP 0.9878 0.9878 0.9878 0.9865 S1 0.9796 0.9796 0.9837 0.9769 S2 0.9742 0.9742 0.9824 S3 0.9606 0.9660 0.9812 S4 0.9470 0.9524 0.9774
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9961 0.9825 0.0136 1.4% 0.0050 0.5% 35% False False 28 10 0.9961 0.9825 0.0136 1.4% 0.0040 0.4% 35% False False 60 20 0.9961 0.9600 0.0361 3.7% 0.0048 0.5% 75% False False 60 40 0.9961 0.9600 0.0361 3.7% 0.0035 0.4% 75% False False 38
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.0008 Narrowest range in 16 trading days	Fibonacci Retracements and Extensions 4.250 0.9867 2.618 0.9867 1.618 0.9867 1.000 0.9867 0.618 0.9867 HIGH 0.9867 0.618 0.9867 0.500 0.9867 0.382 0.9867 LOW 0.9867 0.618 0.9867 1.000 0.9867 1.618 0.9867 2.618 0.9867 4.250 0.9867
Fisher Pivots for day following 15-Nov-2010 Pivot 1 day 3 day R1 0.9870 0.9875 PP 0.9869 0.9874 S1 0.9867 0.9873

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