CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	0.9513	0.9487	-0.0026	-0.3%	0.9583
High	0.9552	0.9487	-0.0065	-0.7%	0.9735
Low	0.9478	0.9357	-0.0121	-1.3%	0.9491
Close	0.9493	0.9417	-0.0076	-0.8%	0.9517
Range	0.0074	0.0130	0.0056	75.7%	0.0244
ATR	0.0099	0.0102	0.0003	2.6%	0.0000
Volume	1,979	726	-1,253	-63.3%	5,017

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9810	0.9744	0.9489
R3	0.9680	0.9614	0.9453
R2	0.9550	0.9550	0.9441
R1	0.9484	0.9484	0.9429	0.9452
PP	0.9420	0.9420	0.9420	0.9405
S1	0.9354	0.9354	0.9405	0.9322
S2	0.9290	0.9290	0.9393
S3	0.9160	0.9224	0.9381
S4	0.9030	0.9094	0.9346

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	0.9357	0.0378	4.0%	0.0108	1.2%	16%	False	True	1,151
10	0.9735	0.9357	0.0378	4.0%	0.0105	1.1%	16%	False	True	1,060
20	0.9867	0.9357	0.0510	5.4%	0.0094	1.0%	12%	False	True	769
40	0.9867	0.9356	0.0511	5.4%	0.0102	1.1%	12%	False	False	569
60	0.9867	0.9356	0.0511	5.4%	0.0100	1.1%	12%	False	False	437
80	0.9867	0.9230	0.0637	6.8%	0.0100	1.1%	29%	False	False	364
100	1.0012	0.9230	0.0782	8.3%	0.0092	1.0%	24%	False	False	305
120	1.0012	0.9230	0.0782	8.3%	0.0082	0.9%	24%	False	False	262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0040
2.618	0.9827
1.618	0.9697
1.000	0.9617
0.618	0.9567
HIGH	0.9487
0.618	0.9437
0.500	0.9422
0.382	0.9407
LOW	0.9357
0.618	0.9277
1.000	0.9227
1.618	0.9147
2.618	0.9017
4.250	0.8805

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	0.9422	0.9483
PP	0.9420	0.9461
S1	0.9419	0.9439

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

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