CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	0.9527	0.9627	0.0100	1.0%	0.9454
High	0.9651	0.9661	0.0010	0.1%	0.9661
Low	0.9514	0.9575	0.0061	0.6%	0.9439
Close	0.9640	0.9640	0.0000	0.0%	0.9640
Range	0.0137	0.0086	-0.0051	-37.2%	0.0222
ATR	0.0127	0.0124	-0.0003	-2.3%	0.0000
Volume	91,045	79,925	-11,120	-12.2%	422,388

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9883	0.9848	0.9687
R3	0.9797	0.9762	0.9664
R2	0.9711	0.9711	0.9656
R1	0.9676	0.9676	0.9648	0.9694
PP	0.9625	0.9625	0.9625	0.9634
S1	0.9590	0.9590	0.9632	0.9608
S2	0.9539	0.9539	0.9624
S3	0.9453	0.9504	0.9616
S4	0.9367	0.9418	0.9593

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0246	1.0165	0.9762
R3	1.0024	0.9943	0.9701
R2	0.9802	0.9802	0.9681
R1	0.9721	0.9721	0.9660	0.9762
PP	0.9580	0.9580	0.9580	0.9600
S1	0.9499	0.9499	0.9620	0.9540
S2	0.9358	0.9358	0.9599
S3	0.9136	0.9277	0.9579
S4	0.8914	0.9055	0.9518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9661	0.9439	0.0222	2.3%	0.0116	1.2%	91%	True	False	84,477
10	0.9726	0.9439	0.0287	3.0%	0.0117	1.2%	70%	False	False	82,702
20	0.9726	0.9360	0.0366	3.8%	0.0122	1.3%	77%	False	False	87,984
40	0.9857	0.9338	0.0519	5.4%	0.0128	1.3%	58%	False	False	65,565
60	0.9980	0.9222	0.0758	7.9%	0.0136	1.4%	55%	False	False	44,128
80	1.0054	0.9222	0.0832	8.6%	0.0123	1.3%	50%	False	False	33,224
100	1.0054	0.9222	0.0832	8.6%	0.0111	1.2%	50%	False	False	26,617
120	1.0054	0.9222	0.0832	8.6%	0.0102	1.1%	50%	False	False	22,186

Crabel Price Patterns
NR	True
NR4	True
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	0.0027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0027
2.618	0.9886
1.618	0.9800
1.000	0.9747
0.618	0.9714
HIGH	0.9661
0.618	0.9628
0.500	0.9618
0.382	0.9608
LOW	0.9575
0.618	0.9522
1.000	0.9489
1.618	0.9436
2.618	0.9350
4.250	0.9210

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	0.9633	0.9623
PP	0.9625	0.9605
S1	0.9618	0.9588

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

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