CME Canadian Dollar Future September 2011

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Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary Previous Current 20-Dec-2010 21-Dec-2010 Change Change % Previous Week Open 0.9740 0.9755 0.0015 0.2% 0.9833 High 0.9770 0.9755 -0.0015 -0.2% 0.9928 Low 0.9740 0.9755 0.0015 0.2% 0.9796 Close 0.9761 0.9750 -0.0011 -0.1% 0.9826 Range 0.0030 0.0000 -0.0030 -100.0% 0.0132 ATR 0.0047 0.0044 -0.0003 -6.2% 0.0000 Volume 23 27 4 17.4% 312
Daily Pivots for day following 21-Dec-2010 Classic Woodie Camarilla DeMark R4 0.9753 0.9752 0.9750 R3 0.9753 0.9752 0.9750 R2 0.9753 0.9753 0.9750 R1 0.9752 0.9752 0.9750 0.9753 PP 0.9753 0.9753 0.9753 0.9754 S1 0.9752 0.9752 0.9750 0.9753 S2 0.9753 0.9753 0.9750 S3 0.9753 0.9752 0.9750 S4 0.9753 0.9752 0.9750	Weekly Pivots for week ending 17-Dec-2010 Classic Woodie Camarilla DeMark R4 1.0246 1.0168 0.9899 R3 1.0114 1.0036 0.9862 R2 0.9982 0.9982 0.9850 R1 0.9904 0.9904 0.9838 0.9877 PP 0.9850 0.9850 0.9850 0.9837 S1 0.9772 0.9772 0.9814 0.9745 S2 0.9718 0.9718 0.9802 S3 0.9586 0.9640 0.9790 S4 0.9454 0.9508 0.9753
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9928 0.9740 0.0188 1.9% 0.0019 0.2% 5% False False 15 10 0.9928 0.9740 0.0188 1.9% 0.0020 0.2% 5% False False 62 20 0.9928 0.9676 0.0252 2.6% 0.0018 0.2% 29% False False 42
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9755 2.618 0.9755 1.618 0.9755 1.000 0.9755 0.618 0.9755 HIGH 0.9755 0.618 0.9755 0.500 0.9755 0.382 0.9755 LOW 0.9755 0.618 0.9755 1.000 0.9755 1.618 0.9755 2.618 0.9755 4.250 0.9755
Fisher Pivots for day following 21-Dec-2010 Pivot 1 day 3 day R1 0.9755 0.9783 PP 0.9753 0.9772 S1 0.9752 0.9761

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