CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 18-Aug-2010

Day Change Summary
	Previous	Current
	17-Aug-2010	18-Aug-2010	Change	Change %	Previous Week
Open	0.9570	0.9656	0.0086	0.9%	0.9705
High	0.9678	0.9714	0.0036	0.4%	0.9722
Low	0.9563	0.9648	0.0085	0.9%	0.9512
Close	0.9664	0.9713	0.0049	0.5%	0.9573
Range	0.0115	0.0066	-0.0049	-42.6%	0.0210
ATR	0.0098	0.0096	-0.0002	-2.3%	0.0000
Volume	651	798	147	22.6%	3,810

Daily Pivots for day following 18-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9890	0.9867	0.9749
R3	0.9824	0.9801	0.9731
R2	0.9758	0.9758	0.9725
R1	0.9735	0.9735	0.9719	0.9747
PP	0.9692	0.9692	0.9692	0.9697
S1	0.9669	0.9669	0.9707	0.9681
S2	0.9626	0.9626	0.9701
S3	0.9560	0.9603	0.9695
S4	0.9494	0.9537	0.9677

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	0.9714	0.9512	0.0202	2.1%	0.0083	0.9%	100%	True	False	1,032
10	0.9867	0.9512	0.0355	3.7%	0.0092	0.9%	57%	False	False	749
20	0.9867	0.9500	0.0367	3.8%	0.0090	0.9%	58%	False	False	617
40	0.9867	0.9356	0.0511	5.3%	0.0098	1.0%	70%	False	False	472
60	0.9867	0.9230	0.0637	6.6%	0.0098	1.0%	76%	False	False	369
80	0.9955	0.9230	0.0725	7.5%	0.0099	1.0%	67%	False	False	305
100	1.0012	0.9230	0.0782	8.1%	0.0089	0.9%	62%	False	False	260
120	1.0012	0.9230	0.0782	8.1%	0.0079	0.8%	62%	False	False	222

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9995
2.618	0.9887
1.618	0.9821
1.000	0.9780
0.618	0.9755
HIGH	0.9714
0.618	0.9689
0.500	0.9681
0.382	0.9673
LOW	0.9648
0.618	0.9607
1.000	0.9582
1.618	0.9541
2.618	0.9475
4.250	0.9368

Fisher Pivots for day following 18-Aug-2010
Pivot	1 day	3 day
R1	0.9702	0.9684
PP	0.9692	0.9655
S1	0.9681	0.9626

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

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