CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	06-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	0.9601	0.9601	0.0000	0.0%	0.9503
High	0.9652	0.9652	0.0000	0.0%	0.9613
Low	0.9595	0.9519	-0.0076	-0.8%	0.9352
Close	0.9645	0.9528	-0.0117	-1.2%	0.9603
Range	0.0057	0.0133	0.0076	133.3%	0.0261
ATR	0.0103	0.0106	0.0002	2.0%	0.0000
Volume	9,220	9,220	0	0.0%	21,999

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9965	0.9880	0.9601
R3	0.9832	0.9747	0.9565
R2	0.9699	0.9699	0.9552
R1	0.9614	0.9614	0.9540	0.9590
PP	0.9566	0.9566	0.9566	0.9555
S1	0.9481	0.9481	0.9516	0.9457
S2	0.9433	0.9433	0.9504
S3	0.9300	0.9348	0.9491
S4	0.9167	0.9215	0.9455

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0306	1.0215	0.9747
R3	1.0045	0.9954	0.9675
R2	0.9784	0.9784	0.9651
R1	0.9693	0.9693	0.9627	0.9739
PP	0.9523	0.9523	0.9523	0.9545
S1	0.9432	0.9432	0.9579	0.9478
S2	0.9262	0.9262	0.9555
S3	0.9001	0.9171	0.9531
S4	0.8740	0.8910	0.9459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9652	0.9371	0.0281	2.9%	0.0117	1.2%	56%	True	False	7,533
10	0.9652	0.9352	0.0300	3.1%	0.0105	1.1%	59%	True	False	5,021
20	0.9735	0.9352	0.0383	4.0%	0.0105	1.1%	46%	False	False	3,040
40	0.9867	0.9352	0.0515	5.4%	0.0100	1.1%	34%	False	False	1,746
60	0.9867	0.9352	0.0515	5.4%	0.0100	1.0%	34%	False	False	1,248
80	0.9867	0.9230	0.0637	6.7%	0.0100	1.1%	47%	False	False	982
100	1.0012	0.9230	0.0782	8.2%	0.0098	1.0%	38%	False	False	799
120	1.0012	0.9230	0.0782	8.2%	0.0088	0.9%	38%	False	False	679

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0217
2.618	1.0000
1.618	0.9867
1.000	0.9785
0.618	0.9734
HIGH	0.9652
0.618	0.9601
0.500	0.9586
0.382	0.9570
LOW	0.9519
0.618	0.9437
1.000	0.9386
1.618	0.9304
2.618	0.9171
4.250	0.8954

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	0.9586	0.9547
PP	0.9566	0.9541
S1	0.9547	0.9534

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

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