CME Canadian Dollar Future March 2010

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

Day Change Summary
	Previous	Current
	08-Mar-2010	09-Mar-2010	Change	Change %	Previous Week
Open	0.9732	0.9729	-0.0003	0.0%	0.9507
High	0.9755	0.9770	0.0015	0.2%	0.9746
Low	0.9713	0.9690	-0.0023	-0.2%	0.9458
Close	0.9730	0.9745	0.0015	0.2%	0.9713
Range	0.0042	0.0080	0.0038	90.5%	0.0288
ATR	0.0098	0.0097	-0.0001	-1.3%	0.0000
Volume	87,105	74,729	-12,376	-14.2%	443,852

Daily Pivots for day following 09-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9975	0.9940	0.9789
R3	0.9895	0.9860	0.9767
R2	0.9815	0.9815	0.9760
R1	0.9780	0.9780	0.9752	0.9798
PP	0.9735	0.9735	0.9735	0.9744
S1	0.9700	0.9700	0.9738	0.9718
S2	0.9655	0.9655	0.9730
S3	0.9575	0.9620	0.9723
S4	0.9495	0.9540	0.9701

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0503	1.0396	0.9871
R3	1.0215	1.0108	0.9792
R2	0.9927	0.9927	0.9766
R1	0.9820	0.9820	0.9739	0.9874
PP	0.9639	0.9639	0.9639	0.9666
S1	0.9532	0.9532	0.9687	0.9586
S2	0.9351	0.9351	0.9660
S3	0.9063	0.9244	0.9634
S4	0.8775	0.8956	0.9555

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9770	0.9650	0.0120	1.2%	0.0068	0.7%	79%	True	False	87,105
10	0.9770	0.9362	0.0408	4.2%	0.0094	1.0%	94%	True	False	90,803
20	0.9770	0.9290	0.0480	4.9%	0.0100	1.0%	95%	True	False	84,139
40	0.9780	0.9274	0.0506	5.2%	0.0100	1.0%	93%	False	False	81,473
60	0.9780	0.9274	0.0506	5.2%	0.0099	1.0%	93%	False	False	73,139
80	0.9780	0.9274	0.0506	5.2%	0.0104	1.1%	93%	False	False	55,391
100	0.9792	0.9217	0.0575	5.9%	0.0107	1.1%	92%	False	False	44,374
120	0.9792	0.9100	0.0692	7.1%	0.0105	1.1%	93%	False	False	36,993

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0110
2.618	0.9979
1.618	0.9899
1.000	0.9850
0.618	0.9819
HIGH	0.9770
0.618	0.9739
0.500	0.9730
0.382	0.9721
LOW	0.9690
0.618	0.9641
1.000	0.9610
1.618	0.9561
2.618	0.9481
4.250	0.9350

Fisher Pivots for day following 09-Mar-2010
Pivot	1 day	3 day
R1	0.9740	0.9738
PP	0.9735	0.9731
S1	0.9730	0.9724

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

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