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Market Profile works (better than anything else I've seen) with any market. Here's some great background if you want to check out more: http://www.cbot.com/cbot/pub/marketing/education/Anatomy.htm

Actually they have an even better version coming out in the next couple of months--I've been using the original for the past 5 years (it's great), and this next one is supposed to be like nothing else anyone has ever seen. I've tried most of the rest of the Market Profile platforms out there...