CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	0.9643	0.9670	0.0027	0.3%	0.9619
High	0.9709	0.9720	0.0011	0.1%	0.9720
Low	0.9620	0.9638	0.0018	0.2%	0.9514
Close	0.9679	0.9658	-0.0021	-0.2%	0.9658
Range	0.0089	0.0082	-0.0007	-7.9%	0.0206
ATR	0.0115	0.0112	-0.0002	-2.0%	0.0000
Volume	58,301	20,738	-37,563	-64.4%	314,800

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9918	0.9870	0.9703
R3	0.9836	0.9788	0.9681
R2	0.9754	0.9754	0.9673
R1	0.9706	0.9706	0.9666	0.9689
PP	0.9672	0.9672	0.9672	0.9664
S1	0.9624	0.9624	0.9650	0.9607
S2	0.9590	0.9590	0.9643
S3	0.9508	0.9542	0.9635
S4	0.9426	0.9460	0.9613

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0249	1.0159	0.9771
R3	1.0043	0.9953	0.9715
R2	0.9837	0.9837	0.9696
R1	0.9747	0.9747	0.9677	0.9792
PP	0.9631	0.9631	0.9631	0.9653
S1	0.9541	0.9541	0.9639	0.9586
S2	0.9425	0.9425	0.9620
S3	0.9219	0.9335	0.9601
S4	0.9013	0.9129	0.9545

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9720	0.9459	0.0261	2.7%	0.0125	1.3%	76%	True	False	83,718
10	0.9720	0.9366	0.0354	3.7%	0.0120	1.2%	82%	True	False	88,520
20	0.9754	0.9366	0.0388	4.0%	0.0111	1.1%	75%	False	False	84,163
40	0.9889	0.9366	0.0523	5.4%	0.0108	1.1%	56%	False	False	81,992
60	0.9889	0.9360	0.0529	5.5%	0.0112	1.2%	56%	False	False	83,157
80	0.9889	0.9222	0.0667	6.9%	0.0121	1.3%	65%	False	False	67,422
100	1.0054	0.9222	0.0832	8.6%	0.0123	1.3%	52%	False	False	54,131
120	1.0054	0.9222	0.0832	8.6%	0.0115	1.2%	52%	False	False	45,155

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0069
2.618	0.9935
1.618	0.9853
1.000	0.9802
0.618	0.9771
HIGH	0.9720
0.618	0.9689
0.500	0.9679
0.382	0.9669
LOW	0.9638
0.618	0.9587
1.000	0.9556
1.618	0.9505
2.618	0.9423
4.250	0.9290

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	0.9679	0.9644
PP	0.9672	0.9631
S1	0.9665	0.9617

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

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