CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 09-Feb-2010

Day Change Summary
	Previous	Current
	08-Feb-2010	09-Feb-2010	Change	Change %	Previous Week
Open	0.9341	0.9290	-0.0051	-0.5%	0.9351
High	0.9383	0.9394	0.0011	0.1%	0.9483
Low	0.9295	0.9290	-0.0005	-0.1%	0.9274
Close	0.9318	0.9355	0.0037	0.4%	0.9318
Range	0.0088	0.0104	0.0016	18.2%	0.0209
ATR	0.0100	0.0100	0.0000	0.3%	0.0000
Volume	125,043	54,753	-70,290	-56.2%	401,736

Daily Pivots for day following 09-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9658	0.9611	0.9412
R3	0.9554	0.9507	0.9384
R2	0.9450	0.9450	0.9374
R1	0.9403	0.9403	0.9365	0.9427
PP	0.9346	0.9346	0.9346	0.9358
S1	0.9299	0.9299	0.9345	0.9323
S2	0.9242	0.9242	0.9336
S3	0.9138	0.9195	0.9326
S4	0.9034	0.9091	0.9298

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%	0.0107	1.1%	39%	False	False	84,734
10	0.9483	0.9274	0.0209	2.2%	0.0094	1.0%	39%	False	False	81,232
20	0.9780	0.9274	0.0506	5.4%	0.0100	1.1%	16%	False	False	77,511
40	0.9780	0.9274	0.0506	5.4%	0.0097	1.0%	16%	False	False	68,473
60	0.9780	0.9274	0.0506	5.4%	0.0105	1.1%	16%	False	False	46,719
80	0.9792	0.9217	0.0575	6.1%	0.0109	1.2%	24%	False	False	35,116
100	0.9792	0.9100	0.0692	7.4%	0.0107	1.1%	37%	False	False	28,111

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9836
2.618	0.9666
1.618	0.9562
1.000	0.9498
0.618	0.9458
HIGH	0.9394
0.618	0.9354
0.500	0.9342
0.382	0.9330
LOW	0.9290
0.618	0.9226
1.000	0.9186
1.618	0.9122
2.618	0.9018
4.250	0.8848

Fisher Pivots for day following 09-Feb-2010
Pivot	1 day	3 day
R1	0.9351	0.9348
PP	0.9346	0.9341
S1	0.9342	0.9334

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

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