CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 08-Feb-2010

Day Change Summary
	Previous	Current
	05-Feb-2010	08-Feb-2010	Change	Change %	Previous Week
Open	0.9322	0.9341	0.0019	0.2%	0.9351
High	0.9394	0.9383	-0.0011	-0.1%	0.9483
Low	0.9274	0.9295	0.0021	0.2%	0.9274
Close	0.9318	0.9318	0.0000	0.0%	0.9318
Range	0.0120	0.0088	-0.0032	-26.7%	0.0209
ATR	0.0101	0.0100	-0.0001	-0.9%	0.0000
Volume	101,088	125,043	23,955	23.7%	401,736

Daily Pivots for day following 08-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9596	0.9545	0.9366
R3	0.9508	0.9457	0.9342
R2	0.9420	0.9420	0.9334
R1	0.9369	0.9369	0.9326	0.9351
PP	0.9332	0.9332	0.9332	0.9323
S1	0.9281	0.9281	0.9310	0.9263
S2	0.9244	0.9244	0.9302
S3	0.9156	0.9193	0.9294
S4	0.9068	0.9105	0.9270

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9985	0.9861	0.9433
R3	0.9776	0.9652	0.9375
R2	0.9567	0.9567	0.9356
R1	0.9443	0.9443	0.9337	0.9401
PP	0.9358	0.9358	0.9358	0.9337
S1	0.9234	0.9234	0.9299	0.9192
S2	0.9149	0.9149	0.9280
S3	0.8940	0.9025	0.9261
S4	0.8731	0.8816	0.9203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9483	0.9274	0.0209	2.2%	0.0100	1.1%	21%	False	False	88,395
10	0.9483	0.9274	0.0209	2.2%	0.0097	1.0%	21%	False	False	81,997
20	0.9780	0.9274	0.0506	5.4%	0.0099	1.1%	9%	False	False	78,807
40	0.9780	0.9274	0.0506	5.4%	0.0098	1.1%	9%	False	False	67,639
60	0.9780	0.9274	0.0506	5.4%	0.0105	1.1%	9%	False	False	45,809
80	0.9792	0.9217	0.0575	6.2%	0.0109	1.2%	18%	False	False	34,433
100	0.9792	0.9100	0.0692	7.4%	0.0106	1.1%	32%	False	False	27,564

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	0.0030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9757
2.618	0.9613
1.618	0.9525
1.000	0.9471
0.618	0.9437
HIGH	0.9383
0.618	0.9349
0.500	0.9339
0.382	0.9329
LOW	0.9295
0.618	0.9241
1.000	0.9207
1.618	0.9153
2.618	0.9065
4.250	0.8921

Fisher Pivots for day following 08-Feb-2010
Pivot	1 day	3 day
R1	0.9339	0.9356
PP	0.9332	0.9343
S1	0.9325	0.9331

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

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