CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	0.9415	0.9433	0.0018	0.2%	0.9513
High	0.9485	0.9500	0.0015	0.2%	0.9552
Low	0.9415	0.9374	-0.0041	-0.4%	0.9357
Close	0.9434	0.9485	0.0051	0.5%	0.9485
Range	0.0070	0.0126	0.0056	80.0%	0.0195
ATR	0.0098	0.0100	0.0002	2.0%	0.0000
Volume	2,164	3,548	1,384	64.0%	12,478

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9831	0.9784	0.9554
R3	0.9705	0.9658	0.9520
R2	0.9579	0.9579	0.9508
R1	0.9532	0.9532	0.9497	0.9556
PP	0.9453	0.9453	0.9453	0.9465
S1	0.9406	0.9406	0.9473	0.9430
S2	0.9327	0.9327	0.9462
S3	0.9201	0.9280	0.9450
S4	0.9075	0.9154	0.9416

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0050	0.9962	0.9592
R3	0.9855	0.9767	0.9539
R2	0.9660	0.9660	0.9521
R1	0.9572	0.9572	0.9503	0.9519
PP	0.9465	0.9465	0.9465	0.9438
S1	0.9377	0.9377	0.9467	0.9324
S2	0.9270	0.9270	0.9449
S3	0.9075	0.9182	0.9431
S4	0.8880	0.8987	0.9378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9552	0.9357	0.0195	2.1%	0.0095	1.0%	66%	False	False	2,495
10	0.9735	0.9357	0.0378	4.0%	0.0101	1.1%	34%	False	False	1,749
20	0.9867	0.9357	0.0510	5.4%	0.0094	1.0%	25%	False	False	1,161
40	0.9867	0.9357	0.0510	5.4%	0.0098	1.0%	25%	False	False	783
60	0.9867	0.9356	0.0511	5.4%	0.0101	1.1%	25%	False	False	595
80	0.9867	0.9230	0.0637	6.7%	0.0101	1.1%	40%	False	False	485
100	1.0012	0.9230	0.0782	8.2%	0.0094	1.0%	33%	False	False	398
120	1.0012	0.9230	0.0782	8.2%	0.0084	0.9%	33%	False	False	343

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0036
2.618	0.9830
1.618	0.9704
1.000	0.9626
0.618	0.9578
HIGH	0.9500
0.618	0.9452
0.500	0.9437
0.382	0.9422
LOW	0.9374
0.618	0.9296
1.000	0.9248
1.618	0.9170
2.618	0.9044
4.250	0.8839

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	0.9469	0.9467
PP	0.9453	0.9448
S1	0.9437	0.9430

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

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