CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 25-Aug-2010

Day Change Summary
	Previous	Current
	24-Aug-2010	25-Aug-2010	Change	Change %	Previous Week
Open	0.9487	0.9417	-0.0070	-0.7%	0.9583
High	0.9487	0.9435	-0.0052	-0.5%	0.9735
Low	0.9357	0.9360	0.0003	0.0%	0.9491
Close	0.9417	0.9413	-0.0004	0.0%	0.9517
Range	0.0130	0.0075	-0.0055	-42.3%	0.0244
ATR	0.0102	0.0100	-0.0002	-1.9%	0.0000
Volume	726	4,061	3,335	459.4%	5,017

Daily Pivots for day following 25-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9628	0.9595	0.9454
R3	0.9553	0.9520	0.9434
R2	0.9478	0.9478	0.9427
R1	0.9445	0.9445	0.9420	0.9424
PP	0.9403	0.9403	0.9403	0.9392
S1	0.9370	0.9370	0.9406	0.9349
S2	0.9328	0.9328	0.9399
S3	0.9253	0.9295	0.9392
S4	0.9178	0.9220	0.9372

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%	0.0110	1.2%	15%	False	False	1,804
10	0.9735	0.9357	0.0378	4.0%	0.0096	1.0%	15%	False	False	1,418
20	0.9867	0.9357	0.0510	5.4%	0.0093	1.0%	11%	False	False	922
40	0.9867	0.9356	0.0511	5.4%	0.0099	1.1%	11%	False	False	669
60	0.9867	0.9356	0.0511	5.4%	0.0099	1.1%	11%	False	False	504
80	0.9867	0.9230	0.0637	6.8%	0.0100	1.1%	29%	False	False	414
100	1.0012	0.9230	0.0782	8.3%	0.0092	1.0%	23%	False	False	342
120	1.0012	0.9230	0.0782	8.3%	0.0083	0.9%	23%	False	False	296

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9754
2.618	0.9631
1.618	0.9556
1.000	0.9510
0.618	0.9481
HIGH	0.9435
0.618	0.9406
0.500	0.9398
0.382	0.9389
LOW	0.9360
0.618	0.9314
1.000	0.9285
1.618	0.9239
2.618	0.9164
4.250	0.9041

Fisher Pivots for day following 25-Aug-2010
Pivot	1 day	3 day
R1	0.9408	0.9455
PP	0.9403	0.9441
S1	0.9398	0.9427

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

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