CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	0.9410	0.9374	-0.0036	-0.4%	0.9513
High	0.9431	0.9517	0.0086	0.9%	0.9552
Low	0.9352	0.9371	0.0019	0.2%	0.9357
Close	0.9353	0.9485	0.0132	1.4%	0.9485
Range	0.0079	0.0146	0.0067	84.8%	0.0195
ATR	0.0099	0.0104	0.0005	4.6%	0.0000
Volume	1,136	7,015	5,879	517.5%	12,478

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9896	0.9836	0.9565
R3	0.9750	0.9690	0.9525
R2	0.9604	0.9604	0.9512
R1	0.9544	0.9544	0.9498	0.9574
PP	0.9458	0.9458	0.9458	0.9473
S1	0.9398	0.9398	0.9472	0.9428
S2	0.9312	0.9312	0.9458
S3	0.9166	0.9252	0.9445
S4	0.9020	0.9106	0.9405

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	0.9352	0.0173	1.8%	0.0107	1.1%	77%	False	False	3,099
10	0.9735	0.9352	0.0383	4.0%	0.0109	1.1%	35%	False	False	2,451
20	0.9867	0.9352	0.0515	5.4%	0.0100	1.1%	26%	False	False	1,600
40	0.9867	0.9352	0.0515	5.4%	0.0098	1.0%	26%	False	False	1,015
60	0.9867	0.9352	0.0515	5.4%	0.0099	1.0%	26%	False	False	746
80	0.9867	0.9230	0.0637	6.7%	0.0097	1.0%	40%	False	False	603
100	1.0012	0.9230	0.0782	8.2%	0.0095	1.0%	33%	False	False	495
120	1.0012	0.9230	0.0782	8.2%	0.0086	0.9%	33%	False	False	424

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0138
2.618	0.9899
1.618	0.9753
1.000	0.9663
0.618	0.9607
HIGH	0.9517
0.618	0.9461
0.500	0.9444
0.382	0.9427
LOW	0.9371
0.618	0.9281
1.000	0.9225
1.618	0.9135
2.618	0.8989
4.250	0.8751

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	0.9471	0.9470
PP	0.9458	0.9454
S1	0.9444	0.9439

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

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