CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	0.9575	0.9583	0.0008	0.1%	0.9705
High	0.9640	0.9620	-0.0020	-0.2%	0.9722
Low	0.9554	0.9537	-0.0017	-0.2%	0.9512
Close	0.9573	0.9551	-0.0022	-0.2%	0.9573
Range	0.0086	0.0083	-0.0003	-3.5%	0.0210
ATR	0.0097	0.0096	-0.0001	-1.0%	0.0000
Volume	1,299	1,314	15	1.2%	3,810

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9818	0.9768	0.9597
R3	0.9735	0.9685	0.9574
R2	0.9652	0.9652	0.9566
R1	0.9602	0.9602	0.9559	0.9586
PP	0.9569	0.9569	0.9569	0.9561
S1	0.9519	0.9519	0.9543	0.9503
S2	0.9486	0.9486	0.9536
S3	0.9403	0.9436	0.9528
S4	0.9320	0.9353	0.9505

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0232	1.0113	0.9689
R3	1.0022	0.9903	0.9631
R2	0.9812	0.9812	0.9612
R1	0.9693	0.9693	0.9592	0.9648
PP	0.9602	0.9602	0.9602	0.9580
S1	0.9483	0.9483	0.9554	0.9438
S2	0.9392	0.9392	0.9535
S3	0.9182	0.9273	0.9515
S4	0.8972	0.9063	0.9458

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9699	0.9512	0.0187	2.0%	0.0097	1.0%	21%	False	False	885
10	0.9867	0.9512	0.0355	3.7%	0.0088	0.9%	11%	False	False	667
20	0.9867	0.9429	0.0438	4.6%	0.0094	1.0%	28%	False	False	585
40	0.9867	0.9356	0.0511	5.4%	0.0098	1.0%	38%	False	False	442
60	0.9867	0.9230	0.0637	6.7%	0.0098	1.0%	50%	False	False	362
80	0.9968	0.9230	0.0738	7.7%	0.0097	1.0%	43%	False	False	288
100	1.0012	0.9230	0.0782	8.2%	0.0087	0.9%	41%	False	False	246
120	1.0012	0.9230	0.0782	8.2%	0.0078	0.8%	41%	False	False	210

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9973
2.618	0.9837
1.618	0.9754
1.000	0.9703
0.618	0.9671
HIGH	0.9620
0.618	0.9588
0.500	0.9579
0.382	0.9569
LOW	0.9537
0.618	0.9486
1.000	0.9454
1.618	0.9403
2.618	0.9320
4.250	0.9184

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	0.9579	0.9576
PP	0.9569	0.9568
S1	0.9560	0.9559

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

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