CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 02-Aug-2010

Day Change Summary
	Previous	Current
	30-Jul-2010	02-Aug-2010	Change	Change %	Previous Week
Open	0.9641	0.9690	0.0049	0.5%	0.9643
High	0.9718	0.9775	0.0057	0.6%	0.9725
Low	0.9619	0.9690	0.0071	0.7%	0.9596
Close	0.9694	0.9744	0.0050	0.5%	0.9694
Range	0.0099	0.0085	-0.0014	-14.1%	0.0129
ATR	0.0104	0.0102	-0.0001	-1.3%	0.0000
Volume	231	366	135	58.4%	3,260

Daily Pivots for day following 02-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9991	0.9953	0.9791
R3	0.9906	0.9868	0.9767
R2	0.9821	0.9821	0.9760
R1	0.9783	0.9783	0.9752	0.9802
PP	0.9736	0.9736	0.9736	0.9746
S1	0.9698	0.9698	0.9736	0.9717
S2	0.9651	0.9651	0.9728
S3	0.9566	0.9613	0.9721
S4	0.9481	0.9528	0.9697

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0059	1.0005	0.9765
R3	0.9930	0.9876	0.9729
R2	0.9801	0.9801	0.9718
R1	0.9747	0.9747	0.9706	0.9774
PP	0.9672	0.9672	0.9672	0.9685
S1	0.9618	0.9618	0.9682	0.9645
S2	0.9543	0.9543	0.9670
S3	0.9414	0.9489	0.9659
S4	0.9285	0.9360	0.9623

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9775	0.9596	0.0179	1.8%	0.0094	1.0%	83%	True	False	647
10	0.9775	0.9429	0.0346	3.6%	0.0101	1.0%	91%	True	False	502
20	0.9775	0.9360	0.0415	4.3%	0.0102	1.0%	93%	True	False	415
40	0.9841	0.9356	0.0485	5.0%	0.0101	1.0%	80%	False	False	317
60	0.9847	0.9230	0.0617	6.3%	0.0098	1.0%	83%	False	False	264
80	1.0012	0.9230	0.0782	8.0%	0.0094	1.0%	66%	False	False	211
100	1.0012	0.9230	0.0782	8.0%	0.0082	0.8%	66%	False	False	183
120	1.0012	0.9230	0.0782	8.0%	0.0071	0.7%	66%	False	False	156

Crabel Price Patterns
NR	True
NR4	False
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	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0136
2.618	0.9998
1.618	0.9913
1.000	0.9860
0.618	0.9828
HIGH	0.9775
0.618	0.9743
0.500	0.9733
0.382	0.9722
LOW	0.9690
0.618	0.9637
1.000	0.9605
1.618	0.9552
2.618	0.9467
4.250	0.9329

Fisher Pivots for day following 02-Aug-2010
Pivot	1 day	3 day
R1	0.9740	0.9726
PP	0.9736	0.9708
S1	0.9733	0.9690

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

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