CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	0.9445	0.9620	0.0175	1.9%	0.9666
High	0.9492	0.9620	0.0128	1.3%	0.9690
Low	0.9445	0.9501	0.0056	0.6%	0.9450
Close	0.9514	0.9489	-0.0025	-0.3%	0.9452
Range	0.0047	0.0119	0.0072	153.2%	0.0240
ATR	0.0070	0.0073	0.0004	5.1%	0.0000
Volume	4	10	6	150.0%	234

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9894	0.9810	0.9554
R3	0.9775	0.9691	0.9522
R2	0.9656	0.9656	0.9511
R1	0.9572	0.9572	0.9500	0.9555
PP	0.9537	0.9537	0.9537	0.9528
S1	0.9453	0.9453	0.9478	0.9436
S2	0.9418	0.9418	0.9467
S3	0.9299	0.9334	0.9456
S4	0.9180	0.9215	0.9424

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0251	1.0091	0.9584
R3	1.0011	0.9851	0.9518
R2	0.9771	0.9771	0.9496
R1	0.9611	0.9611	0.9474	0.9571
PP	0.9531	0.9531	0.9531	0.9511
S1	0.9371	0.9371	0.9430	0.9331
S2	0.9291	0.9291	0.9408
S3	0.9051	0.9131	0.9386
S4	0.8811	0.8891	0.9320

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9670	0.9445	0.0225	2.4%	0.0059	0.6%	20%	False	False	23
10	0.9690	0.9445	0.0245	2.6%	0.0059	0.6%	18%	False	False	30
20	0.9690	0.9340	0.0350	3.7%	0.0039	0.4%	43%	False	False	21
40	0.9800	0.9294	0.0506	5.3%	0.0028	0.3%	39%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1.0126
2.618	0.9932
1.618	0.9813
1.000	0.9739
0.618	0.9694
HIGH	0.9620
0.618	0.9575
0.500	0.9561
0.382	0.9546
LOW	0.9501
0.618	0.9427
1.000	0.9382
1.618	0.9308
2.618	0.9189
4.250	0.8995

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	0.9561	0.9533
PP	0.9537	0.9518
S1	0.9513	0.9504

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

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