CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary Previous Current 09-Dec-2010 10-Dec-2010 Change Change % Previous Week Open 0.9830 0.9839 0.0009 0.1% 0.9865 High 0.9836 0.9839 0.0003 0.0% 0.9909 Low 0.9830 0.9839 0.0009 0.1% 0.9820 Close 0.9823 0.9845 0.0022 0.2% 0.9845 Range 0.0006 0.0000 -0.0006 -100.0% 0.0089 ATR 0.0045 0.0043 -0.0002 -4.6% 0.0000 Volume 112 62 -50 -44.6% 336
Daily Pivots for day following 10-Dec-2010 Classic Woodie Camarilla DeMark R4 0.9841 0.9843 0.9845 R3 0.9841 0.9843 0.9845 R2 0.9841 0.9841 0.9845 R1 0.9843 0.9843 0.9845 0.9842 PP 0.9841 0.9841 0.9841 0.9841 S1 0.9843 0.9843 0.9845 0.9842 S2 0.9841 0.9841 0.9845 S3 0.9841 0.9843 0.9845 S4 0.9841 0.9843 0.9845	Weekly Pivots for week ending 10-Dec-2010 Classic Woodie Camarilla DeMark R4 1.0125 1.0074 0.9894 R3 1.0036 0.9985 0.9869 R2 0.9947 0.9947 0.9861 R1 0.9896 0.9896 0.9853 0.9877 PP 0.9858 0.9858 0.9858 0.9849 S1 0.9807 0.9807 0.9837 0.9788 S2 0.9769 0.9769 0.9829 S3 0.9680 0.9718 0.9821 S4 0.9591 0.9629 0.9796
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9909 0.9820 0.0089 0.9% 0.0021 0.2% 28% False False 67 10 0.9909 0.9676 0.0233 2.4% 0.0016 0.2% 73% False False 36 20 0.9909 0.9664 0.0245 2.5% 0.0015 0.2% 74% False False 36
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 0.9839 2.618 0.9839 1.618 0.9839 1.000 0.9839 0.618 0.9839 HIGH 0.9839 0.618 0.9839 0.500 0.9839 0.382 0.9839 LOW 0.9839 0.618 0.9839 1.000 0.9839 1.618 0.9839 2.618 0.9839 4.250 0.9839
Fisher Pivots for day following 10-Dec-2010 Pivot 1 day 3 day R1 0.9843 0.9840 PP 0.9841 0.9835 S1 0.9839 0.9830

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