CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 28-Jan-2010

Day Change Summary
	Previous	Current
	27-Jan-2010	28-Jan-2010	Change	Change %	Previous Week
Open	0.9407	0.9399	-0.0008	-0.1%	0.9710
High	0.9424	0.9471	0.0047	0.5%	0.9758
Low	0.9354	0.9371	0.0017	0.2%	0.9430
Close	0.9381	0.9388	0.0007	0.1%	0.9444
Range	0.0070	0.0100	0.0030	42.9%	0.0328
ATR	0.0102	0.0102	0.0000	-0.2%	0.0000
Volume	76,331	72,065	-4,266	-5.6%	323,020

Daily Pivots for day following 28-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9710	0.9649	0.9443
R3	0.9610	0.9549	0.9416
R2	0.9510	0.9510	0.9406
R1	0.9449	0.9449	0.9397	0.9430
PP	0.9410	0.9410	0.9410	0.9400
S1	0.9349	0.9349	0.9379	0.9330
S2	0.9310	0.9310	0.9370
S3	0.9210	0.9249	0.9361
S4	0.9110	0.9149	0.9333

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0528	1.0314	0.9624
R3	1.0200	0.9986	0.9534
R2	0.9872	0.9872	0.9504
R1	0.9658	0.9658	0.9474	0.9601
PP	0.9544	0.9544	0.9544	0.9516
S1	0.9330	0.9330	0.9414	0.9273
S2	0.9216	0.9216	0.9384
S3	0.8888	0.9002	0.9354
S4	0.8560	0.8674	0.9264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9556	0.9352	0.0204	2.2%	0.0100	1.1%	18%	False	False	78,300
10	0.9780	0.9352	0.0428	4.6%	0.0102	1.1%	8%	False	False	76,309
20	0.9780	0.9352	0.0428	4.6%	0.0102	1.1%	8%	False	False	67,573
40	0.9780	0.9303	0.0477	5.1%	0.0103	1.1%	18%	False	False	53,275
60	0.9780	0.9217	0.0563	6.0%	0.0108	1.2%	30%	False	False	35,686
80	0.9792	0.9148	0.0644	6.9%	0.0109	1.2%	37%	False	False	26,829
100	0.9792	0.9100	0.0692	7.4%	0.0104	1.1%	42%	False	False	21,479

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9896
2.618	0.9733
1.618	0.9633
1.000	0.9571
0.618	0.9533
HIGH	0.9471
0.618	0.9433
0.500	0.9421
0.382	0.9409
LOW	0.9371
0.618	0.9309
1.000	0.9271
1.618	0.9209
2.618	0.9109
4.250	0.8946

Fisher Pivots for day following 28-Jan-2010
Pivot	1 day	3 day
R1	0.9421	0.9417
PP	0.9410	0.9407
S1	0.9399	0.9398

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

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