CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 26-Aug-2010

Day Change Summary
	Previous	Current
	25-Aug-2010	26-Aug-2010	Change	Change %	Previous Week
Open	0.9421	0.9438	0.0017	0.2%	0.9595
High	0.9454	0.9502	0.0048	0.5%	0.9754
Low	0.9370	0.9428	0.0058	0.6%	0.9506
Close	0.9427	0.9449	0.0022	0.2%	0.9532
Range	0.0084	0.0074	-0.0010	-11.9%	0.0248
ATR	0.0106	0.0104	-0.0002	-2.1%	0.0000
Volume	85,904	78,581	-7,323	-8.5%	379,674

Daily Pivots for day following 26-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9682	0.9639	0.9490
R3	0.9608	0.9565	0.9469
R2	0.9534	0.9534	0.9463
R1	0.9491	0.9491	0.9456	0.9513
PP	0.9460	0.9460	0.9460	0.9470
S1	0.9417	0.9417	0.9442	0.9439
S2	0.9386	0.9386	0.9435
S3	0.9312	0.9343	0.9429
S4	0.9238	0.9269	0.9408

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	0.9630	0.9370	0.0260	2.8%	0.0099	1.0%	30%	False	False	85,860
10	0.9754	0.9370	0.0384	4.1%	0.0102	1.1%	21%	False	False	79,807
20	0.9889	0.9370	0.0519	5.5%	0.0100	1.1%	15%	False	False	79,823
40	0.9889	0.9360	0.0529	5.6%	0.0107	1.1%	17%	False	False	82,613
60	0.9889	0.9357	0.0532	5.6%	0.0115	1.2%	17%	False	False	74,774
80	0.9889	0.9222	0.0667	7.1%	0.0126	1.3%	34%	False	False	56,505
100	1.0054	0.9222	0.0832	8.8%	0.0120	1.3%	27%	False	False	45,316
120	1.0054	0.9222	0.0832	8.8%	0.0111	1.2%	27%	False	False	37,798

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0022
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9817
2.618	0.9696
1.618	0.9622
1.000	0.9576
0.618	0.9548
HIGH	0.9502
0.618	0.9474
0.500	0.9465
0.382	0.9456
LOW	0.9428
0.618	0.9382
1.000	0.9354
1.618	0.9308
2.618	0.9234
4.250	0.9114

Fisher Pivots for day following 26-Aug-2010
Pivot	1 day	3 day
R1	0.9465	0.9446
PP	0.9460	0.9442
S1	0.9454	0.9439

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

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