CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	0.9374	0.9500	0.0126	1.3%	0.9513
High	0.9517	0.9531	0.0014	0.1%	0.9552
Low	0.9371	0.9455	0.0084	0.9%	0.9357
Close	0.9485	0.9464	-0.0021	-0.2%	0.9485
Range	0.0146	0.0076	-0.0070	-47.9%	0.0195
ATR	0.0104	0.0102	-0.0002	-1.9%	0.0000
Volume	7,015	5,834	-1,181	-16.8%	12,478

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9711	0.9664	0.9506
R3	0.9635	0.9588	0.9485
R2	0.9559	0.9559	0.9478
R1	0.9512	0.9512	0.9471	0.9498
PP	0.9483	0.9483	0.9483	0.9476
S1	0.9436	0.9436	0.9457	0.9422
S2	0.9407	0.9407	0.9450
S3	0.9331	0.9360	0.9443
S4	0.9255	0.9284	0.9422

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	0.9531	0.9352	0.0179	1.9%	0.0108	1.1%	63%	True	False	3,833
10	0.9608	0.9352	0.0256	2.7%	0.0101	1.1%	44%	False	False	2,947
20	0.9830	0.9352	0.0478	5.1%	0.0100	1.1%	23%	False	False	1,867
40	0.9867	0.9352	0.0515	5.4%	0.0098	1.0%	22%	False	False	1,157
60	0.9867	0.9352	0.0515	5.4%	0.0099	1.0%	22%	False	False	843
80	0.9867	0.9230	0.0637	6.7%	0.0098	1.0%	37%	False	False	673
100	1.0012	0.9230	0.0782	8.3%	0.0096	1.0%	30%	False	False	552
120	1.0012	0.9230	0.0782	8.3%	0.0087	0.9%	30%	False	False	473

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9854
2.618	0.9730
1.618	0.9654
1.000	0.9607
0.618	0.9578
HIGH	0.9531
0.618	0.9502
0.500	0.9493
0.382	0.9484
LOW	0.9455
0.618	0.9408
1.000	0.9379
1.618	0.9332
2.618	0.9256
4.250	0.9132

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	0.9493	0.9457
PP	0.9483	0.9449
S1	0.9474	0.9442

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

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