CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	0.9628	0.9454	-0.0174	-1.8%	0.9677
High	0.9628	0.9517	-0.0111	-1.2%	0.9726
Low	0.9449	0.9444	-0.0005	-0.1%	0.9449
Close	0.9481	0.9475	-0.0006	-0.1%	0.9481
Range	0.0179	0.0073	-0.0106	-59.2%	0.0277
ATR	0.0127	0.0124	-0.0004	-3.0%	0.0000
Volume	97,796	95,864	-1,932	-2.0%	404,640

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9698	0.9659	0.9515
R3	0.9625	0.9586	0.9495
R2	0.9552	0.9552	0.9488
R1	0.9513	0.9513	0.9482	0.9533
PP	0.9479	0.9479	0.9479	0.9488
S1	0.9440	0.9440	0.9468	0.9460
S2	0.9406	0.9406	0.9462
S3	0.9333	0.9367	0.9455
S4	0.9260	0.9294	0.9435

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0383	1.0209	0.9633
R3	1.0106	0.9932	0.9557
R2	0.9829	0.9829	0.9532
R1	0.9655	0.9655	0.9506	0.9604
PP	0.9552	0.9552	0.9552	0.9526
S1	0.9378	0.9378	0.9456	0.9327
S2	0.9275	0.9275	0.9430
S3	0.8998	0.9101	0.9405
S4	0.8721	0.8824	0.9329

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9726	0.9444	0.0282	3.0%	0.0117	1.2%	11%	False	True	81,718
10	0.9726	0.9360	0.0366	3.9%	0.0122	1.3%	31%	False	False	86,180
20	0.9857	0.9360	0.0497	5.2%	0.0121	1.3%	23%	False	False	87,766
40	0.9857	0.9222	0.0635	6.7%	0.0130	1.4%	40%	False	False	57,619
60	1.0018	0.9222	0.0796	8.4%	0.0135	1.4%	32%	False	False	38,718
80	1.0054	0.9222	0.0832	8.8%	0.0120	1.3%	30%	False	False	29,153
100	1.0054	0.9222	0.0832	8.8%	0.0109	1.2%	30%	False	False	23,355
120	1.0054	0.9222	0.0832	8.8%	0.0099	1.0%	30%	False	False	19,466

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9827
2.618	0.9708
1.618	0.9635
1.000	0.9590
0.618	0.9562
HIGH	0.9517
0.618	0.9489
0.500	0.9481
0.382	0.9472
LOW	0.9444
0.618	0.9399
1.000	0.9371
1.618	0.9326
2.618	0.9253
4.250	0.9134

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	0.9481	0.9582
PP	0.9479	0.9546
S1	0.9477	0.9511

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

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