CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 31-Dec-2009

Day Change Summary
	Previous	Current
	30-Dec-2009	31-Dec-2009	Change	Change %	Previous Week
Open	0.9586	0.9480	-0.0106	-1.1%	0.9407
High	0.9586	0.9566	-0.0020	-0.2%	0.9574
Low	0.9452	0.9475	0.0023	0.2%	0.9402
Close	0.9475	0.9562	0.0087	0.9%	0.9528
Range	0.0134	0.0091	-0.0043	-32.1%	0.0172
ATR	0.0107	0.0106	-0.0001	-1.1%	0.0000
Volume	40,076	61,432	21,356	53.3%	178,779

Daily Pivots for day following 31-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9807	0.9776	0.9612
R3	0.9716	0.9685	0.9587
R2	0.9625	0.9625	0.9579
R1	0.9594	0.9594	0.9570	0.9610
PP	0.9534	0.9534	0.9534	0.9542
S1	0.9503	0.9503	0.9554	0.9519
S2	0.9443	0.9443	0.9545
S3	0.9352	0.9412	0.9537
S4	0.9261	0.9321	0.9512

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	0.9650	0.9452	0.0198	2.1%	0.0087	0.9%	56%	False	False	40,841
10	0.9650	0.9303	0.0347	3.6%	0.0090	0.9%	75%	False	False	55,810
20	0.9650	0.9303	0.0347	3.6%	0.0104	1.1%	75%	False	False	43,931
40	0.9650	0.9217	0.0433	4.5%	0.0111	1.2%	80%	False	False	22,264
60	0.9792	0.9217	0.0575	6.0%	0.0112	1.2%	60%	False	False	14,937
80	0.9792	0.9100	0.0692	7.2%	0.0106	1.1%	67%	False	False	11,224

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9953
2.618	0.9804
1.618	0.9713
1.000	0.9657
0.618	0.9622
HIGH	0.9566
0.618	0.9531
0.500	0.9521
0.382	0.9510
LOW	0.9475
0.618	0.9419
1.000	0.9384
1.618	0.9328
2.618	0.9237
4.250	0.9088

Fisher Pivots for day following 31-Dec-2009
Pivot	1 day	3 day
R1	0.9548	0.9558
PP	0.9534	0.9555
S1	0.9521	0.9551

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

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