CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	0.9536	0.9538	0.0002	0.0%	0.9407
High	0.9574	0.9599	0.0025	0.3%	0.9574
Low	0.9516	0.9522	0.0006	0.1%	0.9402
Close	0.9528	0.9589	0.0061	0.6%	0.9528
Range	0.0058	0.0077	0.0019	32.8%	0.0172
ATR	0.0109	0.0107	-0.0002	-2.1%	0.0000
Volume	53,896	22,714	-31,182	-57.9%	178,779

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9801	0.9772	0.9631
R3	0.9724	0.9695	0.9610
R2	0.9647	0.9647	0.9603
R1	0.9618	0.9618	0.9596	0.9633
PP	0.9570	0.9570	0.9570	0.9577
S1	0.9541	0.9541	0.9582	0.9556
S2	0.9493	0.9493	0.9575
S3	0.9416	0.9464	0.9568
S4	0.9339	0.9387	0.9547

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0017	0.9945	0.9623
R3	0.9845	0.9773	0.9575
R2	0.9673	0.9673	0.9560
R1	0.9601	0.9601	0.9544	0.9637
PP	0.9501	0.9501	0.9501	0.9520
S1	0.9429	0.9429	0.9512	0.9465
S2	0.9329	0.9329	0.9496
S3	0.9157	0.9257	0.9481
S4	0.8985	0.9085	0.9433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9599	0.9322	0.0277	2.9%	0.0082	0.9%	96%	True	False	59,089
10	0.9599	0.9303	0.0296	3.1%	0.0090	0.9%	97%	True	False	65,822
20	0.9608	0.9303	0.0305	3.2%	0.0113	1.2%	94%	False	False	37,728
40	0.9608	0.9217	0.0391	4.1%	0.0113	1.2%	95%	False	False	19,096
60	0.9792	0.9148	0.0644	6.7%	0.0113	1.2%	68%	False	False	12,814
80	0.9792	0.9056	0.0736	7.7%	0.0103	1.1%	72%	False	False	9,630

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9926
2.618	0.9801
1.618	0.9724
1.000	0.9676
0.618	0.9647
HIGH	0.9599
0.618	0.9570
0.500	0.9561
0.382	0.9551
LOW	0.9522
0.618	0.9474
1.000	0.9445
1.618	0.9397
2.618	0.9320
4.250	0.9195

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	0.9580	0.9568
PP	0.9570	0.9547
S1	0.9561	0.9526

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

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