CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 26-Aug-2010

Day Change Summary
	Previous	Current
	25-Aug-2010	26-Aug-2010	Change	Change %	Previous Week
Open	0.9417	0.9415	-0.0002	0.0%	0.9583
High	0.9435	0.9485	0.0050	0.5%	0.9735
Low	0.9360	0.9415	0.0055	0.6%	0.9491
Close	0.9413	0.9434	0.0021	0.2%	0.9517
Range	0.0075	0.0070	-0.0005	-6.7%	0.0244
ATR	0.0100	0.0098	-0.0002	-2.0%	0.0000
Volume	4,061	2,164	-1,897	-46.7%	5,017

Daily Pivots for day following 26-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9655	0.9614	0.9473
R3	0.9585	0.9544	0.9453
R2	0.9515	0.9515	0.9447
R1	0.9474	0.9474	0.9440	0.9495
PP	0.9445	0.9445	0.9445	0.9455
S1	0.9404	0.9404	0.9428	0.9425
S2	0.9375	0.9375	0.9421
S3	0.9305	0.9334	0.9415
S4	0.9235	0.9264	0.9396

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	0.9608	0.9357	0.0251	2.7%	0.0093	1.0%	31%	False	False	2,060
10	0.9735	0.9357	0.0378	4.0%	0.0097	1.0%	20%	False	False	1,524
20	0.9867	0.9357	0.0510	5.4%	0.0093	1.0%	15%	False	False	995
40	0.9867	0.9356	0.0511	5.4%	0.0097	1.0%	15%	False	False	711
60	0.9867	0.9356	0.0511	5.4%	0.0099	1.1%	15%	False	False	537
80	0.9867	0.9230	0.0637	6.8%	0.0100	1.1%	32%	False	False	441
100	1.0012	0.9230	0.0782	8.3%	0.0093	1.0%	26%	False	False	363
120	1.0012	0.9230	0.0782	8.3%	0.0083	0.9%	26%	False	False	314

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9783
2.618	0.9668
1.618	0.9598
1.000	0.9555
0.618	0.9528
HIGH	0.9485
0.618	0.9458
0.500	0.9450
0.382	0.9442
LOW	0.9415
0.618	0.9372
1.000	0.9345
1.618	0.9302
2.618	0.9232
4.250	0.9118

Fisher Pivots for day following 26-Aug-2010
Pivot	1 day	3 day
R1	0.9450	0.9430
PP	0.9445	0.9426
S1	0.9439	0.9422

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

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