CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	0.9410	0.9518	0.0108	1.1%	0.9341
High	0.9542	0.9534	-0.0008	-0.1%	0.9542
Low	0.9408	0.9452	0.0044	0.5%	0.9290
Close	0.9526	0.9516	-0.0010	-0.1%	0.9516
Range	0.0134	0.0082	-0.0052	-38.8%	0.0252
ATR	0.0103	0.0101	-0.0001	-1.4%	0.0000
Volume	81,355	107,134	25,779	31.7%	463,866

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9747	0.9713	0.9561
R3	0.9665	0.9631	0.9539
R2	0.9583	0.9583	0.9531
R1	0.9549	0.9549	0.9524	0.9525
PP	0.9501	0.9501	0.9501	0.9489
S1	0.9467	0.9467	0.9508	0.9443
S2	0.9419	0.9419	0.9501
S3	0.9337	0.9385	0.9493
S4	0.9255	0.9303	0.9471

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0205	1.0113	0.9655
R3	0.9953	0.9861	0.9585
R2	0.9701	0.9701	0.9562
R1	0.9609	0.9609	0.9539	0.9655
PP	0.9449	0.9449	0.9449	0.9473
S1	0.9357	0.9357	0.9493	0.9403
S2	0.9197	0.9197	0.9470
S3	0.8945	0.9105	0.9447
S4	0.8693	0.8853	0.9377

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9542	0.9290	0.0252	2.6%	0.0101	1.1%	90%	False	False	92,773
10	0.9542	0.9274	0.0268	2.8%	0.0102	1.1%	90%	False	False	86,560
20	0.9778	0.9274	0.0504	5.3%	0.0101	1.1%	48%	False	False	81,774
40	0.9780	0.9274	0.0506	5.3%	0.0097	1.0%	48%	False	False	70,612
60	0.9780	0.9274	0.0506	5.3%	0.0106	1.1%	48%	False	False	51,443
80	0.9780	0.9217	0.0563	5.9%	0.0109	1.1%	53%	False	False	38,652
100	0.9792	0.9100	0.0692	7.3%	0.0108	1.1%	60%	False	False	30,950
120	0.9792	0.9010	0.0782	8.2%	0.0099	1.0%	65%	False	False	25,802

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9883
2.618	0.9749
1.618	0.9667
1.000	0.9616
0.618	0.9585
HIGH	0.9534
0.618	0.9503
0.500	0.9493
0.382	0.9483
LOW	0.9452
0.618	0.9401
1.000	0.9370
1.618	0.9319
2.618	0.9237
4.250	0.9104

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	0.9508	0.9491
PP	0.9501	0.9465
S1	0.9493	0.9440

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

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