CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	0.9804	0.9705	-0.0099	-1.0%	0.9690
High	0.9830	0.9722	-0.0108	-1.1%	0.9867
Low	0.9680	0.9690	0.0010	0.1%	0.9680
Close	0.9689	0.9718	0.0029	0.3%	0.9689
Range	0.0150	0.0032	-0.0118	-78.7%	0.0187
ATR	0.0100	0.0095	-0.0005	-4.8%	0.0000
Volume	430	696	266	61.9%	1,916

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9806	0.9794	0.9736
R3	0.9774	0.9762	0.9727
R2	0.9742	0.9742	0.9724
R1	0.9730	0.9730	0.9721	0.9736
PP	0.9710	0.9710	0.9710	0.9713
S1	0.9698	0.9698	0.9715	0.9704
S2	0.9678	0.9678	0.9712
S3	0.9646	0.9666	0.9709
S4	0.9614	0.9634	0.9700

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0306	1.0185	0.9792
R3	1.0119	0.9998	0.9740
R2	0.9932	0.9932	0.9723
R1	0.9811	0.9811	0.9706	0.9778
PP	0.9745	0.9745	0.9745	0.9729
S1	0.9624	0.9624	0.9672	0.9591
S2	0.9558	0.9558	0.9655
S3	0.9371	0.9437	0.9638
S4	0.9184	0.9250	0.9586

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9867	0.9680	0.0187	1.9%	0.0079	0.8%	20%	False	False	449
10	0.9867	0.9596	0.0271	2.8%	0.0086	0.9%	45%	False	False	548
20	0.9867	0.9429	0.0438	4.5%	0.0095	1.0%	66%	False	False	462
40	0.9867	0.9356	0.0511	5.3%	0.0097	1.0%	71%	False	False	353
60	0.9867	0.9230	0.0637	6.6%	0.0099	1.0%	77%	False	False	294
80	1.0012	0.9230	0.0782	8.0%	0.0096	1.0%	62%	False	False	237
100	1.0012	0.9230	0.0782	8.0%	0.0085	0.9%	62%	False	False	205
120	1.0012	0.9230	0.0782	8.0%	0.0075	0.8%	62%	False	False	174

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	0.0020
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	0.9858
2.618	0.9806
1.618	0.9774
1.000	0.9754
0.618	0.9742
HIGH	0.9722
0.618	0.9710
0.500	0.9706
0.382	0.9702
LOW	0.9690
0.618	0.9670
1.000	0.9658
1.618	0.9638
2.618	0.9606
4.250	0.9554

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	0.9714	0.9774
PP	0.9710	0.9755
S1	0.9706	0.9737

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These figures are updated between 7pm and 10pm EST after a trading day.

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