CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	0.9699	0.9778	0.0079	0.8%	0.9703
High	0.9780	0.9778	-0.0002	0.0%	0.9780
Low	0.9688	0.9694	0.0006	0.1%	0.9601
Close	0.9777	0.9706	-0.0071	-0.7%	0.9706
Range	0.0092	0.0084	-0.0008	-8.7%	0.0179
ATR	0.0102	0.0101	-0.0001	-1.3%	0.0000
Volume	75,601	63,974	-11,627	-15.4%	343,459

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9978	0.9926	0.9752
R3	0.9894	0.9842	0.9729
R2	0.9810	0.9810	0.9721
R1	0.9758	0.9758	0.9714	0.9742
PP	0.9726	0.9726	0.9726	0.9718
S1	0.9674	0.9674	0.9698	0.9658
S2	0.9642	0.9642	0.9691
S3	0.9558	0.9590	0.9683
S4	0.9474	0.9506	0.9660

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0233	1.0148	0.9804
R3	1.0054	0.9969	0.9755
R2	0.9875	0.9875	0.9739
R1	0.9790	0.9790	0.9722	0.9833
PP	0.9696	0.9696	0.9696	0.9717
S1	0.9611	0.9611	0.9690	0.9654
S2	0.9517	0.9517	0.9673
S3	0.9338	0.9432	0.9657
S4	0.9159	0.9253	0.9608

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9780	0.9601	0.0179	1.8%	0.0095	1.0%	59%	False	False	68,691
10	0.9780	0.9508	0.0272	2.8%	0.0097	1.0%	73%	False	False	62,644
20	0.9780	0.9303	0.0477	4.9%	0.0094	1.0%	84%	False	False	59,227
40	0.9780	0.9303	0.0477	4.9%	0.0108	1.1%	84%	False	False	37,872
60	0.9780	0.9217	0.0563	5.8%	0.0112	1.2%	87%	False	False	25,339
80	0.9792	0.9100	0.0692	7.1%	0.0110	1.1%	88%	False	False	19,043
100	0.9792	0.9010	0.0782	8.1%	0.0099	1.0%	89%	False	False	15,248

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0135
2.618	0.9998
1.618	0.9914
1.000	0.9862
0.618	0.9830
HIGH	0.9778
0.618	0.9746
0.500	0.9736
0.382	0.9726
LOW	0.9694
0.618	0.9642
1.000	0.9610
1.618	0.9558
2.618	0.9474
4.250	0.9337

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	0.9736	0.9701
PP	0.9726	0.9697
S1	0.9716	0.9692

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

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