CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	0.9704	0.9765	0.0061	0.6%	0.9631
High	0.9795	0.9779	-0.0016	-0.2%	0.9745
Low	0.9702	0.9729	0.0027	0.3%	0.9607
Close	0.9761	0.9768	0.0007	0.1%	0.9711
Range	0.0093	0.0050	-0.0043	-46.2%	0.0138
ATR	0.0114	0.0109	-0.0005	-4.0%	0.0000
Volume	97,995	56,203	-41,792	-42.6%	347,266

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9909	0.9888	0.9796
R3	0.9859	0.9838	0.9782
R2	0.9809	0.9809	0.9777
R1	0.9788	0.9788	0.9773	0.9799
PP	0.9759	0.9759	0.9759	0.9764
S1	0.9738	0.9738	0.9763	0.9749
S2	0.9709	0.9709	0.9759
S3	0.9659	0.9688	0.9754
S4	0.9609	0.9638	0.9741

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0102	1.0044	0.9787
R3	0.9964	0.9906	0.9749
R2	0.9826	0.9826	0.9736
R1	0.9768	0.9768	0.9724	0.9797
PP	0.9688	0.9688	0.9688	0.9702
S1	0.9630	0.9630	0.9698	0.9659
S2	0.9550	0.9550	0.9686
S3	0.9412	0.9492	0.9673
S4	0.9274	0.9354	0.9635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9795	0.9618	0.0177	1.8%	0.0082	0.8%	85%	False	False	73,618
10	0.9795	0.9514	0.0281	2.9%	0.0099	1.0%	90%	False	False	76,102
20	0.9795	0.9423	0.0372	3.8%	0.0109	1.1%	93%	False	False	80,043
40	0.9857	0.9360	0.0497	5.1%	0.0115	1.2%	82%	False	False	77,430
60	0.9880	0.9222	0.0658	6.7%	0.0126	1.3%	83%	False	False	52,410
80	1.0054	0.9222	0.0832	8.5%	0.0125	1.3%	66%	False	False	39,475
100	1.0054	0.9222	0.0832	8.5%	0.0114	1.2%	66%	False	False	31,627
120	1.0054	0.9222	0.0832	8.5%	0.0104	1.1%	66%	False	False	26,363

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.9992
2.618	0.9910
1.618	0.9860
1.000	0.9829
0.618	0.9810
HIGH	0.9779
0.618	0.9760
0.500	0.9754
0.382	0.9748
LOW	0.9729
0.618	0.9698
1.000	0.9679
1.618	0.9648
2.618	0.9598
4.250	0.9517

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	0.9763	0.9750
PP	0.9759	0.9732
S1	0.9754	0.9714

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

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