CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	0.9619	0.9544	-0.0075	-0.8%	0.9520
High	0.9670	0.9665	-0.0005	-0.1%	0.9631
Low	0.9537	0.9514	-0.0023	-0.2%	0.9366
Close	0.9547	0.9646	0.0099	1.0%	0.9620
Range	0.0133	0.0151	0.0018	13.5%	0.0265
ATR	0.0114	0.0117	0.0003	2.3%	0.0000
Volume	105,374	130,387	25,013	23.7%	462,064

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0061	1.0005	0.9729
R3	0.9910	0.9854	0.9688
R2	0.9759	0.9759	0.9674
R1	0.9703	0.9703	0.9660	0.9731
PP	0.9608	0.9608	0.9608	0.9623
S1	0.9552	0.9552	0.9632	0.9580
S2	0.9457	0.9457	0.9618
S3	0.9306	0.9401	0.9604
S4	0.9155	0.9250	0.9563

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	0.9670	0.9385	0.0285	3.0%	0.0137	1.4%	92%	False	False	105,663
10	0.9670	0.9366	0.0304	3.2%	0.0118	1.2%	92%	False	False	97,064
20	0.9754	0.9366	0.0388	4.0%	0.0114	1.2%	72%	False	False	89,167
40	0.9889	0.9366	0.0523	5.4%	0.0110	1.1%	54%	False	False	83,823
60	0.9889	0.9360	0.0529	5.5%	0.0112	1.2%	54%	False	False	84,279
80	0.9889	0.9222	0.0667	6.9%	0.0122	1.3%	64%	False	False	66,462
100	1.0054	0.9222	0.0832	8.6%	0.0124	1.3%	51%	False	False	53,354
120	1.0054	0.9222	0.0832	8.6%	0.0115	1.2%	51%	False	False	44,501

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0307
2.618	1.0060
1.618	0.9909
1.000	0.9816
0.618	0.9758
HIGH	0.9665
0.618	0.9607
0.500	0.9590
0.382	0.9572
LOW	0.9514
0.618	0.9421
1.000	0.9363
1.618	0.9270
2.618	0.9119
4.250	0.8872

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	0.9627	0.9619
PP	0.9608	0.9592
S1	0.9590	0.9565

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

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