CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 26-Feb-2010

Day Change Summary
	Previous	Current
	25-Feb-2010	26-Feb-2010	Change	Change %	Previous Week
Open	0.9489	0.9430	-0.0059	-0.6%	0.9624
High	0.9510	0.9516	0.0006	0.1%	0.9643
Low	0.9362	0.9412	0.0050	0.5%	0.9362
Close	0.9412	0.9507	0.0095	1.0%	0.9507
Range	0.0148	0.0104	-0.0044	-29.7%	0.0281
ATR	0.0106	0.0106	0.0000	-0.1%	0.0000
Volume	90,819	108,852	18,033	19.9%	447,672

Daily Pivots for day following 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9790	0.9753	0.9564
R3	0.9686	0.9649	0.9536
R2	0.9582	0.9582	0.9526
R1	0.9545	0.9545	0.9517	0.9564
PP	0.9478	0.9478	0.9478	0.9488
S1	0.9441	0.9441	0.9497	0.9460
S2	0.9374	0.9374	0.9488
S3	0.9270	0.9337	0.9478
S4	0.9166	0.9233	0.9450

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0347	1.0208	0.9662
R3	1.0066	0.9927	0.9584
R2	0.9785	0.9785	0.9559
R1	0.9646	0.9646	0.9533	0.9575
PP	0.9504	0.9504	0.9504	0.9469
S1	0.9365	0.9365	0.9481	0.9294
S2	0.9223	0.9223	0.9455
S3	0.8942	0.9084	0.9430
S4	0.8661	0.8803	0.9352

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9643	0.9362	0.0281	3.0%	0.0116	1.2%	52%	False	False	89,534
10	0.9643	0.9362	0.0281	3.0%	0.0105	1.1%	52%	False	False	84,540
20	0.9643	0.9274	0.0369	3.9%	0.0103	1.1%	63%	False	False	84,313
40	0.9780	0.9274	0.0506	5.3%	0.0102	1.1%	46%	False	False	75,943
60	0.9780	0.9274	0.0506	5.3%	0.0103	1.1%	46%	False	False	63,621
80	0.9780	0.9217	0.0563	5.9%	0.0107	1.1%	52%	False	False	47,843
100	0.9792	0.9148	0.0644	6.8%	0.0108	1.1%	56%	False	False	38,326
120	0.9792	0.9100	0.0692	7.3%	0.0104	1.1%	59%	False	False	31,951

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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9958
2.618	0.9788
1.618	0.9684
1.000	0.9620
0.618	0.9580
HIGH	0.9516
0.618	0.9476
0.500	0.9464
0.382	0.9452
LOW	0.9412
0.618	0.9348
1.000	0.9308
1.618	0.9244
2.618	0.9140
4.250	0.8970

Fisher Pivots for day following 26-Feb-2010
Pivot	1 day	3 day
R1	0.9493	0.9484
PP	0.9478	0.9462
S1	0.9464	0.9439

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

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