CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	0.9828	0.9734	-0.0094	-1.0%	0.9704
High	0.9850	0.9745	-0.0105	-1.1%	0.9889
Low	0.9698	0.9705	0.0007	0.1%	0.9698
Close	0.9707	0.9736	0.0029	0.3%	0.9707
Range	0.0152	0.0040	-0.0112	-73.7%	0.0191
ATR	0.0110	0.0105	-0.0005	-4.5%	0.0000
Volume	99,745	50,099	-49,646	-49.8%	404,370

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9849	0.9832	0.9758
R3	0.9809	0.9792	0.9747
R2	0.9769	0.9769	0.9743
R1	0.9752	0.9752	0.9740	0.9761
PP	0.9729	0.9729	0.9729	0.9733
S1	0.9712	0.9712	0.9732	0.9721
S2	0.9689	0.9689	0.9729
S3	0.9649	0.9672	0.9725
S4	0.9609	0.9632	0.9714

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0338	1.0213	0.9812
R3	1.0147	1.0022	0.9760
R2	0.9956	0.9956	0.9742
R1	0.9831	0.9831	0.9725	0.9894
PP	0.9765	0.9765	0.9765	0.9796
S1	0.9640	0.9640	0.9689	0.9703
S2	0.9574	0.9574	0.9672
S3	0.9383	0.9449	0.9654
S4	0.9192	0.9258	0.9602

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9889	0.9698	0.0191	2.0%	0.0085	0.9%	20%	False	False	71,294
10	0.9889	0.9607	0.0282	2.9%	0.0092	0.9%	46%	False	False	73,026
20	0.9889	0.9439	0.0450	4.6%	0.0105	1.1%	66%	False	False	76,842
40	0.9889	0.9360	0.0529	5.4%	0.0112	1.2%	71%	False	False	81,457
60	0.9889	0.9222	0.0667	6.9%	0.0125	1.3%	77%	False	False	57,354
80	1.0054	0.9222	0.0832	8.5%	0.0126	1.3%	62%	False	False	43,210
100	1.0054	0.9222	0.0832	8.5%	0.0115	1.2%	62%	False	False	34,621
120	1.0054	0.9222	0.0832	8.5%	0.0107	1.1%	62%	False	False	28,865

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 89 trading days

Fibonacci Retracements and Extensions
4.250	0.9915
2.618	0.9850
1.618	0.9810
1.000	0.9785
0.618	0.9770
HIGH	0.9745
0.618	0.9730
0.500	0.9725
0.382	0.9720
LOW	0.9705
0.618	0.9680
1.000	0.9665
1.618	0.9640
2.618	0.9600
4.250	0.9535

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	0.9732	0.9794
PP	0.9729	0.9774
S1	0.9725	0.9755

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

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