CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	0.9433	0.9503	0.0070	0.7%	0.9513
High	0.9500	0.9525	0.0025	0.3%	0.9552
Low	0.9374	0.9412	0.0038	0.4%	0.9357
Close	0.9485	0.9427	-0.0058	-0.6%	0.9485
Range	0.0126	0.0113	-0.0013	-10.3%	0.0195
ATR	0.0100	0.0101	0.0001	0.9%	0.0000
Volume	3,548	1,636	-1,912	-53.9%	12,478

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9794	0.9723	0.9489
R3	0.9681	0.9610	0.9458
R2	0.9568	0.9568	0.9448
R1	0.9497	0.9497	0.9437	0.9476
PP	0.9455	0.9455	0.9455	0.9444
S1	0.9384	0.9384	0.9417	0.9363
S2	0.9342	0.9342	0.9406
S3	0.9229	0.9271	0.9396
S4	0.9116	0.9158	0.9365

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	0.9525	0.9357	0.0168	1.8%	0.0103	1.1%	42%	True	False	2,427
10	0.9735	0.9357	0.0378	4.0%	0.0104	1.1%	19%	False	False	1,781
20	0.9867	0.9357	0.0510	5.4%	0.0096	1.0%	14%	False	False	1,224
40	0.9867	0.9357	0.0510	5.4%	0.0099	1.1%	14%	False	False	819
60	0.9867	0.9356	0.0511	5.4%	0.0099	1.1%	14%	False	False	619
80	0.9867	0.9230	0.0637	6.8%	0.0097	1.0%	31%	False	False	504
100	1.0012	0.9230	0.0782	8.3%	0.0094	1.0%	25%	False	False	414
120	1.0012	0.9230	0.0782	8.3%	0.0084	0.9%	25%	False	False	357

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	True
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0005
2.618	0.9821
1.618	0.9708
1.000	0.9638
0.618	0.9595
HIGH	0.9525
0.618	0.9482
0.500	0.9469
0.382	0.9455
LOW	0.9412
0.618	0.9342
1.000	0.9299
1.618	0.9229
2.618	0.9116
4.250	0.8932

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	0.9469	0.9450
PP	0.9455	0.9442
S1	0.9441	0.9435

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

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