CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	0.9598	0.9513	-0.0085	-0.9%	0.9583
High	0.9608	0.9552	-0.0056	-0.6%	0.9735
Low	0.9491	0.9478	-0.0013	-0.1%	0.9491
Close	0.9517	0.9493	-0.0024	-0.3%	0.9517
Range	0.0117	0.0074	-0.0043	-36.8%	0.0244
ATR	0.0101	0.0099	-0.0002	-1.9%	0.0000
Volume	1,373	1,979	606	44.1%	5,017

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9730	0.9685	0.9534
R3	0.9656	0.9611	0.9513
R2	0.9582	0.9582	0.9507
R1	0.9537	0.9537	0.9500	0.9523
PP	0.9508	0.9508	0.9508	0.9500
S1	0.9463	0.9463	0.9486	0.9449
S2	0.9434	0.9434	0.9479
S3	0.9360	0.9389	0.9473
S4	0.9286	0.9315	0.9452

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	0.9478	0.0257	2.7%	0.0105	1.1%	6%	False	True	1,136
10	0.9735	0.9478	0.0257	2.7%	0.0101	1.1%	6%	False	True	1,011
20	0.9867	0.9478	0.0389	4.1%	0.0094	1.0%	4%	False	True	779
40	0.9867	0.9356	0.0511	5.4%	0.0099	1.0%	27%	False	False	553
60	0.9867	0.9356	0.0511	5.4%	0.0099	1.0%	27%	False	False	426
80	0.9949	0.9230	0.0719	7.6%	0.0100	1.1%	37%	False	False	356
100	1.0012	0.9230	0.0782	8.2%	0.0091	1.0%	34%	False	False	302
120	1.0012	0.9230	0.0782	8.2%	0.0081	0.9%	34%	False	False	256

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9867
2.618	0.9746
1.618	0.9672
1.000	0.9626
0.618	0.9598
HIGH	0.9552
0.618	0.9524
0.500	0.9515
0.382	0.9506
LOW	0.9478
0.618	0.9432
1.000	0.9404
1.618	0.9358
2.618	0.9284
4.250	0.9164

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	0.9515	0.9607
PP	0.9508	0.9569
S1	0.9500	0.9531

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

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