CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 29-Jul-2010

Day Change Summary
	Previous	Current
	28-Jul-2010	29-Jul-2010	Change	Change %	Previous Week
Open	0.9634	0.9608	-0.0026	-0.3%	0.9445
High	0.9683	0.9681	-0.0002	0.0%	0.9642
Low	0.9601	0.9605	0.0004	0.0%	0.9429
Close	0.9610	0.9632	0.0022	0.2%	0.9625
Range	0.0082	0.0076	-0.0006	-7.3%	0.0213
ATR	0.0106	0.0104	-0.0002	-2.0%	0.0000
Volume	991	710	-281	-28.4%	1,923

Daily Pivots for day following 29-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9867	0.9826	0.9674
R3	0.9791	0.9750	0.9653
R2	0.9715	0.9715	0.9646
R1	0.9674	0.9674	0.9639	0.9695
PP	0.9639	0.9639	0.9639	0.9650
S1	0.9598	0.9598	0.9625	0.9619
S2	0.9563	0.9563	0.9618
S3	0.9487	0.9522	0.9611
S4	0.9411	0.9446	0.9590

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	0.9725	0.9565	0.0160	1.7%	0.0084	0.9%	42%	False	False	670
10	0.9725	0.9429	0.0296	3.1%	0.0104	1.1%	69%	False	False	525
20	0.9725	0.9356	0.0369	3.8%	0.0101	1.0%	75%	False	False	427
40	0.9841	0.9356	0.0485	5.0%	0.0102	1.1%	57%	False	False	308
60	0.9847	0.9230	0.0617	6.4%	0.0102	1.1%	65%	False	False	257
80	1.0012	0.9230	0.0782	8.1%	0.0092	1.0%	51%	False	False	205
100	1.0012	0.9230	0.0782	8.1%	0.0081	0.8%	51%	False	False	178
120	1.0012	0.9230	0.0782	8.1%	0.0070	0.7%	51%	False	False	152

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0004
2.618	0.9880
1.618	0.9804
1.000	0.9757
0.618	0.9728
HIGH	0.9681
0.618	0.9652
0.500	0.9643
0.382	0.9634
LOW	0.9605
0.618	0.9558
1.000	0.9529
1.618	0.9482
2.618	0.9406
4.250	0.9282

Fisher Pivots for day following 29-Jul-2010
Pivot	1 day	3 day
R1	0.9643	0.9661
PP	0.9639	0.9651
S1	0.9636	0.9642

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

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