CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	0.9624	0.9592	-0.0032	-0.3%	0.9512
High	0.9643	0.9632	-0.0011	-0.1%	0.9627
Low	0.9577	0.9451	-0.0126	-1.3%	0.9494
Close	0.9600	0.9475	-0.0125	-1.3%	0.9611
Range	0.0066	0.0181	0.0115	174.2%	0.0133
ATR	0.0098	0.0104	0.0006	6.0%	0.0000
Volume	86,309	59,019	-27,290	-31.6%	290,599

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0062	0.9950	0.9575
R3	0.9881	0.9769	0.9525
R2	0.9700	0.9700	0.9508
R1	0.9588	0.9588	0.9492	0.9554
PP	0.9519	0.9519	0.9519	0.9502
S1	0.9407	0.9407	0.9458	0.9373
S2	0.9338	0.9338	0.9442
S3	0.9157	0.9226	0.9425
S4	0.8976	0.9045	0.9375

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9976	0.9927	0.9684
R3	0.9843	0.9794	0.9648
R2	0.9710	0.9710	0.9635
R1	0.9661	0.9661	0.9623	0.9686
PP	0.9577	0.9577	0.9577	0.9590
S1	0.9528	0.9528	0.9599	0.9553
S2	0.9444	0.9444	0.9587
S3	0.9311	0.9395	0.9574
S4	0.9178	0.9262	0.9538

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9643	0.9451	0.0192	2.0%	0.0106	1.1%	13%	False	True	69,977
10	0.9643	0.9290	0.0353	3.7%	0.0106	1.1%	52%	False	False	77,475
20	0.9643	0.9274	0.0369	3.9%	0.0102	1.1%	54%	False	False	79,736
40	0.9780	0.9274	0.0506	5.3%	0.0099	1.0%	40%	False	False	70,952
60	0.9780	0.9274	0.0506	5.3%	0.0105	1.1%	40%	False	False	58,624
80	0.9780	0.9217	0.0563	5.9%	0.0107	1.1%	46%	False	False	44,074
100	0.9792	0.9148	0.0644	6.8%	0.0108	1.1%	51%	False	False	35,305
120	0.9792	0.9010	0.0782	8.3%	0.0102	1.1%	59%	False	False	29,434

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	1.0401
2.618	1.0106
1.618	0.9925
1.000	0.9813
0.618	0.9744
HIGH	0.9632
0.618	0.9563
0.500	0.9542
0.382	0.9520
LOW	0.9451
0.618	0.9339
1.000	0.9270
1.618	0.9158
2.618	0.8977
4.250	0.8682

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	0.9542	0.9547
PP	0.9519	0.9523
S1	0.9497	0.9499

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

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