CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	0.9725	0.9663	-0.0062	-0.6%	0.9649
High	0.9768	0.9727	-0.0041	-0.4%	0.9768
Low	0.9642	0.9646	0.0004	0.0%	0.9638
Close	0.9681	0.9703	0.0022	0.2%	0.9681
Range	0.0126	0.0081	-0.0045	-35.7%	0.0130
ATR	0.0098	0.0097	-0.0001	-1.3%	0.0000
Volume	62,085	55,705	-6,380	-10.3%	312,919

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9935	0.9900	0.9748
R3	0.9854	0.9819	0.9725
R2	0.9773	0.9773	0.9718
R1	0.9738	0.9738	0.9710	0.9756
PP	0.9692	0.9692	0.9692	0.9701
S1	0.9657	0.9657	0.9696	0.9675
S2	0.9611	0.9611	0.9688
S3	0.9530	0.9576	0.9681
S4	0.9449	0.9495	0.9658

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0086	1.0013	0.9753
R3	0.9956	0.9883	0.9717
R2	0.9826	0.9826	0.9705
R1	0.9753	0.9753	0.9693	0.9790
PP	0.9696	0.9696	0.9696	0.9714
S1	0.9623	0.9623	0.9669	0.9660
S2	0.9566	0.9566	0.9657
S3	0.9436	0.9493	0.9645
S4	0.9306	0.9363	0.9610

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9768	0.9642	0.0126	1.3%	0.0082	0.8%	48%	False	False	61,850
10	0.9768	0.9496	0.0272	2.8%	0.0094	1.0%	76%	False	False	53,178
20	0.9768	0.9352	0.0416	4.3%	0.0099	1.0%	84%	False	False	28,675
40	0.9867	0.9352	0.0515	5.3%	0.0097	1.0%	68%	False	False	14,727
60	0.9867	0.9352	0.0515	5.3%	0.0099	1.0%	68%	False	False	9,927
80	0.9867	0.9352	0.0515	5.3%	0.0099	1.0%	68%	False	False	7,488
100	0.9949	0.9230	0.0719	7.4%	0.0100	1.0%	66%	False	False	6,020
120	1.0012	0.9230	0.0782	8.1%	0.0092	1.0%	60%	False	False	5,031

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0071
2.618	0.9939
1.618	0.9858
1.000	0.9808
0.618	0.9777
HIGH	0.9727
0.618	0.9696
0.500	0.9687
0.382	0.9677
LOW	0.9646
0.618	0.9596
1.000	0.9565
1.618	0.9515
2.618	0.9434
4.250	0.9302

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	0.9698	0.9705
PP	0.9692	0.9704
S1	0.9687	0.9704

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

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