CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 14-Jul-2010

Day Change Summary
	Previous	Current
	13-Jul-2010	14-Jul-2010	Change	Change %	Previous Week
Open	0.9643	0.9690	0.0047	0.5%	0.9401
High	0.9726	0.9716	-0.0010	-0.1%	0.9706
Low	0.9622	0.9635	0.0013	0.1%	0.9360
Close	0.9680	0.9654	-0.0026	-0.3%	0.9681
Range	0.0104	0.0081	-0.0023	-22.1%	0.0346
ATR	0.0125	0.0121	-0.0003	-2.5%	0.0000
Volume	62,643	81,870	19,227	30.7%	361,300

Daily Pivots for day following 14-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9911	0.9864	0.9699
R3	0.9830	0.9783	0.9676
R2	0.9749	0.9749	0.9669
R1	0.9702	0.9702	0.9661	0.9685
PP	0.9668	0.9668	0.9668	0.9660
S1	0.9621	0.9621	0.9647	0.9604
S2	0.9587	0.9587	0.9639
S3	0.9506	0.9540	0.9632
S4	0.9425	0.9459	0.9609

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0620	1.0497	0.9871
R3	1.0274	1.0151	0.9776
R2	0.9928	0.9928	0.9744
R1	0.9805	0.9805	0.9713	0.9867
PP	0.9582	0.9582	0.9582	0.9613
S1	0.9459	0.9459	0.9649	0.9521
S2	0.9236	0.9236	0.9618
S3	0.8890	0.9113	0.9586
S4	0.8544	0.8767	0.9491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9726	0.9529	0.0197	2.0%	0.0103	1.1%	63%	False	False	79,820
10	0.9726	0.9360	0.0366	3.8%	0.0117	1.2%	80%	False	False	94,978
20	0.9857	0.9360	0.0497	5.1%	0.0116	1.2%	59%	False	False	85,465
40	0.9857	0.9222	0.0635	6.6%	0.0134	1.4%	68%	False	False	51,122
60	1.0054	0.9222	0.0832	8.6%	0.0133	1.4%	52%	False	False	34,389
80	1.0054	0.9222	0.0832	8.6%	0.0118	1.2%	52%	False	False	25,859
100	1.0054	0.9222	0.0832	8.6%	0.0108	1.1%	52%	False	False	20,715
120	1.0054	0.9222	0.0832	8.6%	0.0096	1.0%	52%	False	False	17,266

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.0060
2.618	0.9928
1.618	0.9847
1.000	0.9797
0.618	0.9766
HIGH	0.9716
0.618	0.9685
0.500	0.9676
0.382	0.9666
LOW	0.9635
0.618	0.9585
1.000	0.9554
1.618	0.9504
2.618	0.9423
4.250	0.9291

Fisher Pivots for day following 14-Jul-2010
Pivot	1 day	3 day
R1	0.9676	0.9673
PP	0.9668	0.9667
S1	0.9661	0.9660

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

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