CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	0.9520	0.9435	-0.0085	-0.9%	0.9530
High	0.9546	0.9453	-0.0093	-1.0%	0.9570
Low	0.9427	0.9366	-0.0061	-0.6%	0.9370
Close	0.9443	0.9368	-0.0075	-0.8%	0.9500
Range	0.0119	0.0087	-0.0032	-26.9%	0.0200
ATR	0.0107	0.0106	-0.0001	-1.3%	0.0000
Volume	62,551	106,959	44,408	71.0%	457,342

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9657	0.9599	0.9416
R3	0.9570	0.9512	0.9392
R2	0.9483	0.9483	0.9384
R1	0.9425	0.9425	0.9376	0.9411
PP	0.9396	0.9396	0.9396	0.9388
S1	0.9338	0.9338	0.9360	0.9324
S2	0.9309	0.9309	0.9352
S3	0.9222	0.9251	0.9344
S4	0.9135	0.9164	0.9320

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0080	0.9990	0.9610
R3	0.9880	0.9790	0.9555
R2	0.9680	0.9680	0.9537
R1	0.9590	0.9590	0.9518	0.9535
PP	0.9480	0.9480	0.9480	0.9453
S1	0.9390	0.9390	0.9482	0.9335
S2	0.9280	0.9280	0.9463
S3	0.9080	0.9190	0.9445
S4	0.8880	0.8990	0.9390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9546	0.9366	0.0180	1.9%	0.0100	1.1%	1%	False	True	88,466
10	0.9754	0.9366	0.0388	4.1%	0.0106	1.1%	1%	False	True	86,735
20	0.9889	0.9366	0.0523	5.6%	0.0104	1.1%	0%	False	True	82,534
40	0.9889	0.9366	0.0523	5.6%	0.0106	1.1%	0%	False	True	81,289
60	0.9889	0.9360	0.0529	5.6%	0.0112	1.2%	2%	False	False	79,132
80	0.9889	0.9222	0.0667	7.1%	0.0121	1.3%	22%	False	False	59,941
100	1.0054	0.9222	0.0832	8.9%	0.0121	1.3%	18%	False	False	48,087
120	1.0054	0.9222	0.0832	8.9%	0.0112	1.2%	18%	False	False	40,112

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	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9823
2.618	0.9681
1.618	0.9594
1.000	0.9540
0.618	0.9507
HIGH	0.9453
0.618	0.9420
0.500	0.9410
0.382	0.9399
LOW	0.9366
0.618	0.9312
1.000	0.9279
1.618	0.9225
2.618	0.9138
4.250	0.8996

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	0.9410	0.9456
PP	0.9396	0.9427
S1	0.9382	0.9397

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

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