CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	0.9513	0.9599	0.0086	0.9%	0.9445
High	0.9635	0.9642	0.0007	0.1%	0.9642
Low	0.9500	0.9565	0.0065	0.7%	0.9429
Close	0.9625	0.9625	0.0000	0.0%	0.9625
Range	0.0135	0.0077	-0.0058	-43.0%	0.0213
ATR	0.0113	0.0110	-0.0003	-2.3%	0.0000
Volume	278	323	45	16.2%	1,923

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9842	0.9810	0.9667
R3	0.9765	0.9733	0.9646
R2	0.9688	0.9688	0.9639
R1	0.9656	0.9656	0.9632	0.9672
PP	0.9611	0.9611	0.9611	0.9619
S1	0.9579	0.9579	0.9618	0.9595
S2	0.9534	0.9534	0.9611
S3	0.9457	0.9502	0.9604
S4	0.9380	0.9425	0.9583

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0204	1.0128	0.9742
R3	0.9991	0.9915	0.9684
R2	0.9778	0.9778	0.9664
R1	0.9702	0.9702	0.9645	0.9740
PP	0.9565	0.9565	0.9565	0.9585
S1	0.9489	0.9489	0.9605	0.9527
S2	0.9352	0.9352	0.9586
S3	0.9139	0.9276	0.9566
S4	0.8926	0.9063	0.9508

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9642	0.9429	0.0213	2.2%	0.0110	1.1%	92%	True	False	384
10	0.9705	0.9429	0.0276	2.9%	0.0104	1.1%	71%	False	False	390
20	0.9705	0.9356	0.0349	3.6%	0.0105	1.1%	77%	False	False	320
40	0.9841	0.9356	0.0485	5.0%	0.0102	1.1%	55%	False	False	244
60	0.9955	0.9230	0.0725	7.5%	0.0103	1.1%	54%	False	False	209
80	1.0012	0.9230	0.0782	8.1%	0.0090	0.9%	51%	False	False	178
100	1.0012	0.9230	0.0782	8.1%	0.0078	0.8%	51%	False	False	148

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9969
2.618	0.9844
1.618	0.9767
1.000	0.9719
0.618	0.9690
HIGH	0.9642
0.618	0.9613
0.500	0.9604
0.382	0.9594
LOW	0.9565
0.618	0.9517
1.000	0.9488
1.618	0.9440
2.618	0.9363
4.250	0.9238

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	0.9618	0.9607
PP	0.9611	0.9589
S1	0.9604	0.9571

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

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