CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	0.9515	0.9498	-0.0017	-0.2%	0.9520
High	0.9548	0.9631	0.0083	0.9%	0.9631
Low	0.9471	0.9459	-0.0012	-0.1%	0.9366
Close	0.9480	0.9620	0.0140	1.5%	0.9620
Range	0.0077	0.0172	0.0095	123.4%	0.0265
ATR	0.0108	0.0112	0.0005	4.2%	0.0000
Volume	81,472	103,792	22,320	27.4%	462,064

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0086	1.0025	0.9715
R3	0.9914	0.9853	0.9667
R2	0.9742	0.9742	0.9652
R1	0.9681	0.9681	0.9636	0.9712
PP	0.9570	0.9570	0.9570	0.9585
S1	0.9509	0.9509	0.9604	0.9540
S2	0.9398	0.9398	0.9588
S3	0.9226	0.9337	0.9573
S4	0.9054	0.9165	0.9525

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0334	1.0242	0.9766
R3	1.0069	0.9977	0.9693
R2	0.9804	0.9804	0.9669
R1	0.9712	0.9712	0.9644	0.9758
PP	0.9539	0.9539	0.9539	0.9562
S1	0.9447	0.9447	0.9596	0.9493
S2	0.9274	0.9274	0.9571
S3	0.9009	0.9182	0.9547
S4	0.8744	0.8917	0.9474

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9631	0.9366	0.0265	2.8%	0.0121	1.3%	96%	True	False	92,412
10	0.9631	0.9366	0.0265	2.8%	0.0111	1.2%	96%	True	False	91,940
20	0.9754	0.9366	0.0388	4.0%	0.0108	1.1%	65%	False	False	84,654
40	0.9889	0.9366	0.0523	5.4%	0.0107	1.1%	49%	False	False	81,793
60	0.9889	0.9360	0.0529	5.5%	0.0111	1.2%	49%	False	False	82,579
80	0.9889	0.9222	0.0667	6.9%	0.0121	1.3%	60%	False	False	63,562
100	1.0054	0.9222	0.0832	8.6%	0.0123	1.3%	48%	False	False	51,000
120	1.0054	0.9222	0.0832	8.6%	0.0114	1.2%	48%	False	False	42,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1.0362
2.618	1.0081
1.618	0.9909
1.000	0.9803
0.618	0.9737
HIGH	0.9631
0.618	0.9565
0.500	0.9545
0.382	0.9525
LOW	0.9459
0.618	0.9353
1.000	0.9287
1.618	0.9181
2.618	0.9009
4.250	0.8728

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	0.9595	0.9583
PP	0.9570	0.9545
S1	0.9545	0.9508

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

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