CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 02-Feb-2010

Day Change Summary
	Previous	Current
	01-Feb-2010	02-Feb-2010	Change	Change %	Previous Week
Open	0.9351	0.9425	0.0074	0.8%	0.9462
High	0.9424	0.9464	0.0040	0.4%	0.9493
Low	0.9326	0.9396	0.0070	0.8%	0.9338
Close	0.9403	0.9438	0.0035	0.4%	0.9350
Range	0.0098	0.0068	-0.0030	-30.6%	0.0155
ATR	0.0100	0.0098	-0.0002	-2.3%	0.0000
Volume	84,803	73,059	-11,744	-13.8%	382,897

Daily Pivots for day following 02-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9637	0.9605	0.9475
R3	0.9569	0.9537	0.9457
R2	0.9501	0.9501	0.9450
R1	0.9469	0.9469	0.9444	0.9485
PP	0.9433	0.9433	0.9433	0.9441
S1	0.9401	0.9401	0.9432	0.9417
S2	0.9365	0.9365	0.9426
S3	0.9297	0.9333	0.9419
S4	0.9229	0.9265	0.9401

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9859	0.9759	0.9435
R3	0.9704	0.9604	0.9393
R2	0.9549	0.9549	0.9378
R1	0.9449	0.9449	0.9364	0.9422
PP	0.9394	0.9394	0.9394	0.9380
S1	0.9294	0.9294	0.9336	0.9267
S2	0.9239	0.9239	0.9322
S3	0.9084	0.9139	0.9307
S4	0.8929	0.8984	0.9265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9471	0.9326	0.0145	1.5%	0.0082	0.9%	77%	False	False	77,731
10	0.9698	0.9326	0.0372	3.9%	0.0098	1.0%	30%	False	False	80,316
20	0.9780	0.9326	0.0454	4.8%	0.0095	1.0%	25%	False	False	72,897
40	0.9780	0.9303	0.0477	5.1%	0.0101	1.1%	28%	False	False	59,152
60	0.9780	0.9280	0.0500	5.3%	0.0105	1.1%	32%	False	False	39,675
80	0.9792	0.9217	0.0575	6.1%	0.0108	1.1%	38%	False	False	29,830
100	0.9792	0.9100	0.0692	7.3%	0.0105	1.1%	49%	False	False	23,881

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0026
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.9753
2.618	0.9642
1.618	0.9574
1.000	0.9532
0.618	0.9506
HIGH	0.9464
0.618	0.9438
0.500	0.9430
0.382	0.9422
LOW	0.9396
0.618	0.9354
1.000	0.9328
1.618	0.9286
2.618	0.9218
4.250	0.9107

Fisher Pivots for day following 02-Feb-2010
Pivot	1 day	3 day
R1	0.9435	0.9424
PP	0.9433	0.9409
S1	0.9430	0.9395

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

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