CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	0.9478	0.9579	0.0101	1.1%	0.9677
High	0.9582	0.9655	0.0073	0.8%	0.9726
Low	0.9439	0.9515	0.0076	0.8%	0.9449
Close	0.9544	0.9521	-0.0023	-0.2%	0.9481
Range	0.0143	0.0140	-0.0003	-2.1%	0.0277
ATR	0.0125	0.0126	0.0001	0.9%	0.0000
Volume	66,966	88,588	21,622	32.3%	404,640

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9984	0.9892	0.9598
R3	0.9844	0.9752	0.9560
R2	0.9704	0.9704	0.9547
R1	0.9612	0.9612	0.9534	0.9588
PP	0.9564	0.9564	0.9564	0.9552
S1	0.9472	0.9472	0.9508	0.9448
S2	0.9424	0.9424	0.9495
S3	0.9284	0.9332	0.9483
S4	0.9144	0.9192	0.9444

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	0.9719	0.9439	0.0280	2.9%	0.0137	1.4%	29%	False	False	83,926
10	0.9726	0.9439	0.0287	3.0%	0.0120	1.3%	29%	False	False	81,873
20	0.9729	0.9360	0.0369	3.9%	0.0124	1.3%	44%	False	False	88,564
40	0.9857	0.9222	0.0635	6.7%	0.0130	1.4%	47%	False	False	61,368
60	0.9990	0.9222	0.0768	8.1%	0.0137	1.4%	39%	False	False	41,294
80	1.0054	0.9222	0.0832	8.7%	0.0122	1.3%	36%	False	False	31,091
100	1.0054	0.9222	0.0832	8.7%	0.0111	1.2%	36%	False	False	24,909
120	1.0054	0.9222	0.0832	8.7%	0.0100	1.1%	36%	False	False	20,761

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0250
2.618	1.0022
1.618	0.9882
1.000	0.9795
0.618	0.9742
HIGH	0.9655
0.618	0.9602
0.500	0.9585
0.382	0.9568
LOW	0.9515
0.618	0.9428
1.000	0.9375
1.618	0.9288
2.618	0.9148
4.250	0.8920

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	0.9585	0.9547
PP	0.9564	0.9538
S1	0.9542	0.9530

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

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