CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 10-Feb-2010

Day Change Summary
	Previous	Current
	09-Feb-2010	10-Feb-2010	Change	Change %	Previous Week
Open	0.9290	0.9375	0.0085	0.9%	0.9351
High	0.9394	0.9436	0.0042	0.4%	0.9483
Low	0.9290	0.9337	0.0047	0.5%	0.9274
Close	0.9355	0.9420	0.0065	0.7%	0.9318
Range	0.0104	0.0099	-0.0005	-4.8%	0.0209
ATR	0.0100	0.0100	0.0000	-0.1%	0.0000
Volume	54,753	95,581	40,828	74.6%	401,736

Daily Pivots for day following 10-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9695	0.9656	0.9474
R3	0.9596	0.9557	0.9447
R2	0.9497	0.9497	0.9438
R1	0.9458	0.9458	0.9429	0.9478
PP	0.9398	0.9398	0.9398	0.9407
S1	0.9359	0.9359	0.9411	0.9379
S2	0.9299	0.9299	0.9402
S3	0.9200	0.9260	0.9393
S4	0.9101	0.9161	0.9366

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	0.9437	0.9274	0.0163	1.7%	0.0110	1.2%	90%	False	False	89,273
10	0.9483	0.9274	0.0209	2.2%	0.0097	1.0%	70%	False	False	83,157
20	0.9780	0.9274	0.0506	5.4%	0.0100	1.1%	29%	False	False	79,614
40	0.9780	0.9274	0.0506	5.4%	0.0097	1.0%	29%	False	False	69,882
60	0.9780	0.9274	0.0506	5.4%	0.0106	1.1%	29%	False	False	48,308
80	0.9792	0.9217	0.0575	6.1%	0.0110	1.2%	35%	False	False	36,309
100	0.9792	0.9100	0.0692	7.3%	0.0107	1.1%	46%	False	False	29,067

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9857
2.618	0.9695
1.618	0.9596
1.000	0.9535
0.618	0.9497
HIGH	0.9436
0.618	0.9398
0.500	0.9387
0.382	0.9375
LOW	0.9337
0.618	0.9276
1.000	0.9238
1.618	0.9177
2.618	0.9078
4.250	0.8916

Fisher Pivots for day following 10-Feb-2010
Pivot	1 day	3 day
R1	0.9409	0.9401
PP	0.9398	0.9382
S1	0.9387	0.9363

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

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