CME Canadian Dollar Future September 2010

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

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	0.9614	0.9530	-0.0084	-0.9%	0.9595
High	0.9630	0.9570	-0.0060	-0.6%	0.9754
Low	0.9506	0.9492	-0.0014	-0.1%	0.9506
Close	0.9532	0.9508	-0.0024	-0.3%	0.9532
Range	0.0124	0.0078	-0.0046	-37.1%	0.0248
ATR	0.0108	0.0106	-0.0002	-2.0%	0.0000
Volume	80,295	62,828	-17,467	-21.8%	379,674

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9757	0.9711	0.9551
R3	0.9679	0.9633	0.9529
R2	0.9601	0.9601	0.9522
R1	0.9555	0.9555	0.9515	0.9539
PP	0.9523	0.9523	0.9523	0.9516
S1	0.9477	0.9477	0.9501	0.9461
S2	0.9445	0.9445	0.9494
S3	0.9367	0.9399	0.9487
S4	0.9289	0.9321	0.9465

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0341	1.0185	0.9668
R3	1.0093	0.9937	0.9600
R2	0.9845	0.9845	0.9577
R1	0.9689	0.9689	0.9555	0.9643
PP	0.9597	0.9597	0.9597	0.9575
S1	0.9441	0.9441	0.9509	0.9395
S2	0.9349	0.9349	0.9487
S3	0.9101	0.9193	0.9464
S4	0.8853	0.8945	0.9396

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9754	0.9492	0.0262	2.8%	0.0111	1.2%	6%	False	True	75,874
10	0.9754	0.9492	0.0262	2.8%	0.0108	1.1%	6%	False	True	78,640
20	0.9889	0.9492	0.0397	4.2%	0.0100	1.1%	4%	False	True	75,833
40	0.9889	0.9360	0.0529	5.6%	0.0110	1.2%	28%	False	False	81,611
60	0.9889	0.9357	0.0532	5.6%	0.0117	1.2%	28%	False	False	70,158
80	0.9970	0.9222	0.0748	7.9%	0.0127	1.3%	38%	False	False	52,940
100	1.0054	0.9222	0.0832	8.8%	0.0118	1.2%	34%	False	False	42,458
120	1.0054	0.9222	0.0832	8.8%	0.0110	1.2%	34%	False	False	35,415

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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9902
2.618	0.9774
1.618	0.9696
1.000	0.9648
0.618	0.9618
HIGH	0.9570
0.618	0.9540
0.500	0.9531
0.382	0.9522
LOW	0.9492
0.618	0.9444
1.000	0.9414
1.618	0.9366
2.618	0.9288
4.250	0.9161

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	0.9531	0.9623
PP	0.9523	0.9585
S1	0.9516	0.9546

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

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