CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 13-Jan-2010

Day Change Summary
	Previous	Current
	12-Jan-2010	13-Jan-2010	Change	Change %	Previous Week
Open	0.9677	0.9626	-0.0051	-0.5%	0.9549
High	0.9695	0.9718	0.0023	0.2%	0.9725
Low	0.9601	0.9604	0.0003	0.0%	0.9508
Close	0.9634	0.9703	0.0069	0.7%	0.9691
Range	0.0094	0.0114	0.0020	21.3%	0.0217
ATR	0.0102	0.0103	0.0001	0.9%	0.0000
Volume	53,513	69,692	16,179	30.2%	282,981

Daily Pivots for day following 13-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0017	0.9974	0.9766
R3	0.9903	0.9860	0.9734
R2	0.9789	0.9789	0.9724
R1	0.9746	0.9746	0.9713	0.9768
PP	0.9675	0.9675	0.9675	0.9686
S1	0.9632	0.9632	0.9693	0.9654
S2	0.9561	0.9561	0.9682
S3	0.9447	0.9518	0.9672
S4	0.9333	0.9404	0.9640

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0292	1.0209	0.9810
R3	1.0075	0.9992	0.9751
R2	0.9858	0.9858	0.9731
R1	0.9775	0.9775	0.9711	0.9817
PP	0.9641	0.9641	0.9641	0.9662
S1	0.9558	0.9558	0.9671	0.9600
S2	0.9424	0.9424	0.9651
S3	0.9207	0.9341	0.9631
S4	0.8990	0.9124	0.9572

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9755	0.9601	0.0154	1.6%	0.0094	1.0%	66%	False	False	66,247
10	0.9755	0.9452	0.0303	3.1%	0.0102	1.1%	83%	False	False	58,837
20	0.9755	0.9303	0.0452	4.7%	0.0094	1.0%	88%	False	False	60,173
40	0.9755	0.9303	0.0452	4.7%	0.0108	1.1%	88%	False	False	34,392
60	0.9755	0.9217	0.0538	5.5%	0.0113	1.2%	90%	False	False	23,031
80	0.9792	0.9100	0.0692	7.1%	0.0109	1.1%	87%	False	False	17,300

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	0.0022
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0203
2.618	1.0016
1.618	0.9902
1.000	0.9832
0.618	0.9788
HIGH	0.9718
0.618	0.9674
0.500	0.9661
0.382	0.9648
LOW	0.9604
0.618	0.9534
1.000	0.9490
1.618	0.9420
2.618	0.9306
4.250	0.9120

Fisher Pivots for day following 13-Jan-2010
Pivot	1 day	3 day
R1	0.9689	0.9695
PP	0.9675	0.9686
S1	0.9661	0.9678

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

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