CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	0.9679	0.9653	-0.0026	-0.3%	0.9454
High	0.9745	0.9696	-0.0049	-0.5%	0.9661
Low	0.9607	0.9619	0.0012	0.1%	0.9439
Close	0.9643	0.9627	-0.0016	-0.2%	0.9640
Range	0.0138	0.0077	-0.0061	-44.2%	0.0222
ATR	0.0122	0.0119	-0.0003	-2.6%	0.0000
Volume	61,900	76,513	14,613	23.6%	422,388

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9878	0.9830	0.9669
R3	0.9801	0.9753	0.9648
R2	0.9724	0.9724	0.9641
R1	0.9676	0.9676	0.9634	0.9662
PP	0.9647	0.9647	0.9647	0.9640
S1	0.9599	0.9599	0.9620	0.9585
S2	0.9570	0.9570	0.9613
S3	0.9493	0.9522	0.9606
S4	0.9416	0.9445	0.9585

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	0.9745	0.9514	0.0231	2.4%	0.0103	1.1%	49%	False	False	76,171
10	0.9745	0.9439	0.0306	3.2%	0.0120	1.2%	61%	False	False	80,048
20	0.9745	0.9360	0.0385	4.0%	0.0118	1.2%	69%	False	False	87,513
40	0.9857	0.9357	0.0500	5.2%	0.0125	1.3%	54%	False	False	70,665
60	0.9885	0.9222	0.0663	6.9%	0.0135	1.4%	61%	False	False	47,604
80	1.0054	0.9222	0.0832	8.6%	0.0124	1.3%	49%	False	False	35,841
100	1.0054	0.9222	0.0832	8.6%	0.0113	1.2%	49%	False	False	28,715
120	1.0054	0.9222	0.0832	8.6%	0.0103	1.1%	49%	False	False	23,934

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0023
2.618	0.9898
1.618	0.9821
1.000	0.9773
0.618	0.9744
HIGH	0.9696
0.618	0.9667
0.500	0.9658
0.382	0.9648
LOW	0.9619
0.618	0.9571
1.000	0.9542
1.618	0.9494
2.618	0.9417
4.250	0.9292

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	0.9658	0.9676
PP	0.9647	0.9660
S1	0.9637	0.9643

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

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