CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 25-Aug-2010

Day Change Summary
	Previous	Current
	24-Aug-2010	25-Aug-2010	Change	Change %	Previous Week
Open	0.9503	0.9421	-0.0082	-0.9%	0.9595
High	0.9508	0.9454	-0.0054	-0.6%	0.9754
Low	0.9372	0.9370	-0.0002	0.0%	0.9506
Close	0.9431	0.9427	-0.0004	0.0%	0.9532
Range	0.0136	0.0084	-0.0052	-38.2%	0.0248
ATR	0.0108	0.0106	-0.0002	-1.6%	0.0000
Volume	121,692	85,904	-35,788	-29.4%	379,674

Daily Pivots for day following 25-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9669	0.9632	0.9473
R3	0.9585	0.9548	0.9450
R2	0.9501	0.9501	0.9442
R1	0.9464	0.9464	0.9435	0.9483
PP	0.9417	0.9417	0.9417	0.9426
S1	0.9380	0.9380	0.9419	0.9399
S2	0.9333	0.9333	0.9412
S3	0.9249	0.9296	0.9404
S4	0.9165	0.9212	0.9381

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	0.9370	0.0384	4.1%	0.0116	1.2%	15%	False	True	87,962
10	0.9754	0.9370	0.0384	4.1%	0.0102	1.1%	15%	False	True	79,384
20	0.9889	0.9370	0.0519	5.5%	0.0100	1.1%	11%	False	True	79,292
40	0.9889	0.9360	0.0529	5.6%	0.0109	1.2%	13%	False	False	83,403
60	0.9889	0.9357	0.0532	5.6%	0.0116	1.2%	13%	False	False	73,540
80	0.9889	0.9222	0.0667	7.1%	0.0126	1.3%	31%	False	False	55,526
100	1.0054	0.9222	0.0832	8.8%	0.0119	1.3%	25%	False	False	44,531
120	1.0054	0.9222	0.0832	8.8%	0.0111	1.2%	25%	False	False	37,144

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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9811
2.618	0.9674
1.618	0.9590
1.000	0.9538
0.618	0.9506
HIGH	0.9454
0.618	0.9422
0.500	0.9412
0.382	0.9402
LOW	0.9370
0.618	0.9318
1.000	0.9286
1.618	0.9234
2.618	0.9150
4.250	0.9013

Fisher Pivots for day following 25-Aug-2010
Pivot	1 day	3 day
R1	0.9422	0.9470
PP	0.9417	0.9456
S1	0.9412	0.9441

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

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