CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	0.9601	0.9525	-0.0076	-0.8%	0.9503
High	0.9652	0.9645	-0.0007	-0.1%	0.9613
Low	0.9519	0.9496	-0.0023	-0.2%	0.9352
Close	0.9528	0.9627	0.0099	1.0%	0.9603
Range	0.0133	0.0149	0.0016	12.0%	0.0261
ATR	0.0106	0.0109	0.0003	2.9%	0.0000
Volume	9,220	51,506	42,286	458.6%	21,999

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0036	0.9981	0.9709
R3	0.9887	0.9832	0.9668
R2	0.9738	0.9738	0.9654
R1	0.9683	0.9683	0.9641	0.9711
PP	0.9589	0.9589	0.9589	0.9603
S1	0.9534	0.9534	0.9613	0.9562
S2	0.9440	0.9440	0.9600
S3	0.9291	0.9385	0.9586
S4	0.9142	0.9236	0.9545

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	0.9442	0.0210	2.2%	0.0117	1.2%	88%	False	False	16,431
10	0.9652	0.9352	0.0300	3.1%	0.0112	1.2%	92%	False	False	9,765
20	0.9735	0.9352	0.0383	4.0%	0.0104	1.1%	72%	False	False	5,592
40	0.9867	0.9352	0.0515	5.3%	0.0102	1.1%	53%	False	False	3,021
60	0.9867	0.9352	0.0515	5.3%	0.0101	1.0%	53%	False	False	2,100
80	0.9867	0.9230	0.0637	6.6%	0.0101	1.0%	62%	False	False	1,625
100	1.0012	0.9230	0.0782	8.1%	0.0099	1.0%	51%	False	False	1,313
120	1.0012	0.9230	0.0782	8.1%	0.0089	0.9%	51%	False	False	1,107

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	0.0026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0278
2.618	1.0035
1.618	0.9886
1.000	0.9794
0.618	0.9737
HIGH	0.9645
0.618	0.9588
0.500	0.9571
0.382	0.9553
LOW	0.9496
0.618	0.9404
1.000	0.9347
1.618	0.9255
2.618	0.9106
4.250	0.8863

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	0.9608	0.9609
PP	0.9589	0.9592
S1	0.9571	0.9574

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

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