CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	0.9625	0.9649	0.0024	0.2%	0.9601
High	0.9687	0.9700	0.0013	0.1%	0.9700
Low	0.9599	0.9617	0.0018	0.2%	0.9496
Close	0.9659	0.9638	-0.0021	-0.2%	0.9638
Range	0.0088	0.0083	-0.0005	-5.7%	0.0204
ATR	0.0107	0.0105	-0.0002	-1.6%	0.0000
Volume	43,461	58,977	15,516	35.7%	172,384

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9901	0.9852	0.9684
R3	0.9818	0.9769	0.9661
R2	0.9735	0.9735	0.9653
R1	0.9686	0.9686	0.9646	0.9669
PP	0.9652	0.9652	0.9652	0.9643
S1	0.9603	0.9603	0.9630	0.9586
S2	0.9569	0.9569	0.9623
S3	0.9486	0.9520	0.9615
S4	0.9403	0.9437	0.9592

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0223	1.0135	0.9750
R3	1.0019	0.9931	0.9694
R2	0.9815	0.9815	0.9675
R1	0.9727	0.9727	0.9657	0.9771
PP	0.9611	0.9611	0.9611	0.9634
S1	0.9523	0.9523	0.9619	0.9567
S2	0.9407	0.9407	0.9601
S3	0.9203	0.9319	0.9582
S4	0.8999	0.9115	0.9526

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9700	0.9496	0.0204	2.1%	0.0102	1.1%	70%	True	False	34,476
10	0.9700	0.9352	0.0348	3.6%	0.0110	1.1%	82%	True	False	19,438
20	0.9735	0.9352	0.0383	4.0%	0.0105	1.1%	75%	False	False	10,593
40	0.9867	0.9352	0.0515	5.3%	0.0099	1.0%	56%	False	False	5,569
60	0.9867	0.9352	0.0515	5.3%	0.0101	1.0%	56%	False	False	3,805
80	0.9867	0.9230	0.0637	6.6%	0.0100	1.0%	64%	False	False	2,905
100	0.9977	0.9230	0.0747	7.8%	0.0098	1.0%	55%	False	False	2,336
120	1.0012	0.9230	0.0782	8.1%	0.0090	0.9%	52%	False	False	1,960

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0053
2.618	0.9917
1.618	0.9834
1.000	0.9783
0.618	0.9751
HIGH	0.9700
0.618	0.9668
0.500	0.9659
0.382	0.9649
LOW	0.9617
0.618	0.9566
1.000	0.9534
1.618	0.9483
2.618	0.9400
4.250	0.9264

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	0.9659	0.9625
PP	0.9652	0.9611
S1	0.9645	0.9598

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

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