CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 26-Jul-2010

Day Change Summary
	Previous	Current
	23-Jul-2010	26-Jul-2010	Change	Change %	Previous Week
Open	0.9599	0.9643	0.0044	0.5%	0.9445
High	0.9642	0.9682	0.0040	0.4%	0.9642
Low	0.9565	0.9628	0.0063	0.7%	0.9429
Close	0.9625	0.9646	0.0021	0.2%	0.9625
Range	0.0077	0.0054	-0.0023	-29.9%	0.0213
ATR	0.0110	0.0106	-0.0004	-3.4%	0.0000
Volume	323	390	67	20.7%	1,923

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9814	0.9784	0.9676
R3	0.9760	0.9730	0.9661
R2	0.9706	0.9706	0.9656
R1	0.9676	0.9676	0.9651	0.9691
PP	0.9652	0.9652	0.9652	0.9660
S1	0.9622	0.9622	0.9641	0.9637
S2	0.9598	0.9598	0.9636
S3	0.9544	0.9568	0.9631
S4	0.9490	0.9514	0.9616

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	0.9682	0.9429	0.0253	2.6%	0.0107	1.1%	86%	True	False	358
10	0.9705	0.9429	0.0276	2.9%	0.0104	1.1%	79%	False	False	376
20	0.9705	0.9356	0.0349	3.6%	0.0105	1.1%	83%	False	False	327
40	0.9841	0.9356	0.0485	5.0%	0.0102	1.1%	60%	False	False	249
60	0.9949	0.9230	0.0719	7.5%	0.0103	1.1%	58%	False	False	215
80	1.0012	0.9230	0.0782	8.1%	0.0090	0.9%	53%	False	False	182
100	1.0012	0.9230	0.0782	8.1%	0.0079	0.8%	53%	False	False	152
120	1.0012	0.9230	0.0782	8.1%	0.0068	0.7%	53%	False	False	131

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 19 trading days

Fibonacci Retracements and Extensions
4.250	0.9912
2.618	0.9823
1.618	0.9769
1.000	0.9736
0.618	0.9715
HIGH	0.9682
0.618	0.9661
0.500	0.9655
0.382	0.9649
LOW	0.9628
0.618	0.9595
1.000	0.9574
1.618	0.9541
2.618	0.9487
4.250	0.9399

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	0.9655	0.9628
PP	0.9652	0.9609
S1	0.9649	0.9591

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

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