CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 28-Sep-2010

Day Change Summary
	Previous	Current
	27-Sep-2010	28-Sep-2010	Change	Change %	Previous Week
Open	0.9742	0.9691	-0.0051	-0.5%	0.9663
High	0.9765	0.9705	-0.0060	-0.6%	0.9794
Low	0.9692	0.9633	-0.0059	-0.6%	0.9617
Close	0.9731	0.9682	-0.0049	-0.5%	0.9723
Range	0.0073	0.0072	-0.0001	-1.4%	0.0177
ATR	0.0101	0.0101	0.0000	-0.2%	0.0000
Volume	60,533	89,092	28,559	47.2%	370,327

Daily Pivots for day following 28-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9889	0.9858	0.9722
R3	0.9817	0.9786	0.9702
R2	0.9745	0.9745	0.9695
R1	0.9714	0.9714	0.9689	0.9694
PP	0.9673	0.9673	0.9673	0.9663
S1	0.9642	0.9642	0.9675	0.9622
S2	0.9601	0.9601	0.9669
S3	0.9529	0.9570	0.9662
S4	0.9457	0.9498	0.9642

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0242	1.0160	0.9820
R3	1.0065	0.9983	0.9772
R2	0.9888	0.9888	0.9755
R1	0.9806	0.9806	0.9739	0.9847
PP	0.9711	0.9711	0.9711	0.9732
S1	0.9629	0.9629	0.9707	0.9670
S2	0.9534	0.9534	0.9691
S3	0.9357	0.9452	0.9674
S4	0.9180	0.9275	0.9626

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9794	0.9617	0.0177	1.8%	0.0103	1.1%	37%	False	False	78,194
10	0.9794	0.9617	0.0177	1.8%	0.0096	1.0%	37%	False	False	69,965
20	0.9794	0.9371	0.0423	4.4%	0.0101	1.0%	74%	False	False	51,224
40	0.9867	0.9352	0.0515	5.3%	0.0100	1.0%	64%	False	False	26,241
60	0.9867	0.9352	0.0515	5.3%	0.0099	1.0%	64%	False	False	17,638
80	0.9867	0.9352	0.0515	5.3%	0.0099	1.0%	64%	False	False	13,279
100	0.9867	0.9230	0.0637	6.6%	0.0097	1.0%	71%	False	False	10,658
120	1.0012	0.9230	0.0782	8.1%	0.0095	1.0%	58%	False	False	8,892

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0028
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0011
2.618	0.9893
1.618	0.9821
1.000	0.9777
0.618	0.9749
HIGH	0.9705
0.618	0.9677
0.500	0.9669
0.382	0.9661
LOW	0.9633
0.618	0.9589
1.000	0.9561
1.618	0.9517
2.618	0.9445
4.250	0.9327

Fisher Pivots for day following 28-Sep-2010
Pivot	1 day	3 day
R1	0.9678	0.9699
PP	0.9673	0.9693
S1	0.9669	0.9688

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

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