CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	0.9745	0.9756	0.0011	0.1%	0.9507
High	0.9788	0.9775	-0.0013	-0.1%	0.9746
Low	0.9717	0.9684	-0.0033	-0.3%	0.9458
Close	0.9743	0.9754	0.0011	0.1%	0.9713
Range	0.0071	0.0091	0.0020	28.2%	0.0288
ATR	0.0095	0.0095	0.0000	-0.3%	0.0000
Volume	83,765	87,185	3,420	4.1%	443,852

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0011	0.9973	0.9804
R3	0.9920	0.9882	0.9779
R2	0.9829	0.9829	0.9771
R1	0.9791	0.9791	0.9762	0.9765
PP	0.9738	0.9738	0.9738	0.9724
S1	0.9700	0.9700	0.9746	0.9674
S2	0.9647	0.9647	0.9737
S3	0.9556	0.9609	0.9729
S4	0.9465	0.9518	0.9704

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	0.9788	0.9678	0.0110	1.1%	0.0070	0.7%	69%	False	False	83,636
10	0.9788	0.9412	0.0376	3.9%	0.0088	0.9%	91%	False	False	88,548
20	0.9788	0.9362	0.0426	4.4%	0.0098	1.0%	92%	False	False	85,169
40	0.9788	0.9274	0.0514	5.3%	0.0099	1.0%	93%	False	False	82,392
60	0.9788	0.9274	0.0514	5.3%	0.0098	1.0%	93%	False	False	74,978
80	0.9788	0.9274	0.0514	5.3%	0.0104	1.1%	93%	False	False	57,524
100	0.9792	0.9217	0.0575	5.9%	0.0108	1.1%	93%	False	False	46,081
120	0.9792	0.9100	0.0692	7.1%	0.0106	1.1%	95%	False	False	38,417

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	0.0024
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0162
2.618	1.0013
1.618	0.9922
1.000	0.9866
0.618	0.9831
HIGH	0.9775
0.618	0.9740
0.500	0.9730
0.382	0.9719
LOW	0.9684
0.618	0.9628
1.000	0.9593
1.618	0.9537
2.618	0.9446
4.250	0.9297

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	0.9746	0.9748
PP	0.9738	0.9742
S1	0.9730	0.9736

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

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