CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 20-Aug-2010

Day Change Summary
	Previous	Current
	19-Aug-2010	20-Aug-2010	Change	Change %	Previous Week
Open	0.9716	0.9598	-0.0118	-1.2%	0.9583
High	0.9735	0.9608	-0.0127	-1.3%	0.9735
Low	0.9580	0.9491	-0.0089	-0.9%	0.9491
Close	0.9599	0.9517	-0.0082	-0.9%	0.9517
Range	0.0155	0.0117	-0.0038	-24.5%	0.0244
ATR	0.0100	0.0101	0.0001	1.2%	0.0000
Volume	881	1,373	492	55.8%	5,017

Daily Pivots for day following 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9890	0.9820	0.9581
R3	0.9773	0.9703	0.9549
R2	0.9656	0.9656	0.9538
R1	0.9586	0.9586	0.9528	0.9563
PP	0.9539	0.9539	0.9539	0.9527
S1	0.9469	0.9469	0.9506	0.9446
S2	0.9422	0.9422	0.9496
S3	0.9305	0.9352	0.9485
S4	0.9188	0.9235	0.9453

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0313	1.0159	0.9651
R3	1.0069	0.9915	0.9584
R2	0.9825	0.9825	0.9562
R1	0.9671	0.9671	0.9539	0.9626
PP	0.9581	0.9581	0.9581	0.9559
S1	0.9427	0.9427	0.9495	0.9382
S2	0.9337	0.9337	0.9472
S3	0.9093	0.9183	0.9450
S4	0.8849	0.8939	0.9383

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9735	0.9491	0.0244	2.6%	0.0107	1.1%	11%	False	True	1,003
10	0.9735	0.9491	0.0244	2.6%	0.0097	1.0%	11%	False	True	882
20	0.9867	0.9491	0.0376	4.0%	0.0093	1.0%	7%	False	True	700
40	0.9867	0.9356	0.0511	5.4%	0.0099	1.0%	32%	False	False	510
60	0.9867	0.9356	0.0511	5.4%	0.0099	1.0%	32%	False	False	396
80	0.9955	0.9230	0.0725	7.6%	0.0100	1.1%	40%	False	False	332
100	1.0012	0.9230	0.0782	8.2%	0.0091	1.0%	37%	False	False	282
120	1.0012	0.9230	0.0782	8.2%	0.0081	0.8%	37%	False	False	240

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0105
2.618	0.9914
1.618	0.9797
1.000	0.9725
0.618	0.9680
HIGH	0.9608
0.618	0.9563
0.500	0.9550
0.382	0.9536
LOW	0.9491
0.618	0.9419
1.000	0.9374
1.618	0.9302
2.618	0.9185
4.250	0.8994

Fisher Pivots for day following 20-Aug-2010
Pivot	1 day	3 day
R1	0.9550	0.9613
PP	0.9539	0.9581
S1	0.9528	0.9549

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

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