CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	0.9762	0.9829	0.0067	0.7%	0.9732
High	0.9847	0.9837	-0.0010	-0.1%	0.9847
Low	0.9757	0.9774	0.0017	0.2%	0.9684
Close	0.9827	0.9802	-0.0025	-0.3%	0.9827
Range	0.0090	0.0063	-0.0027	-30.0%	0.0163
ATR	0.0094	0.0092	-0.0002	-2.4%	0.0000
Volume	58,419	18,892	-39,527	-67.7%	391,203

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9993	0.9961	0.9837
R3	0.9930	0.9898	0.9819
R2	0.9867	0.9867	0.9814
R1	0.9835	0.9835	0.9808	0.9820
PP	0.9804	0.9804	0.9804	0.9797
S1	0.9772	0.9772	0.9796	0.9757
S2	0.9741	0.9741	0.9790
S3	0.9678	0.9709	0.9785
S4	0.9615	0.9646	0.9767

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0275	1.0214	0.9917
R3	1.0112	1.0051	0.9872
R2	0.9949	0.9949	0.9857
R1	0.9888	0.9888	0.9842	0.9919
PP	0.9786	0.9786	0.9786	0.9801
S1	0.9725	0.9725	0.9812	0.9756
S2	0.9623	0.9623	0.9797
S3	0.9460	0.9562	0.9782
S4	0.9297	0.9399	0.9737

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9847	0.9684	0.0163	1.7%	0.0079	0.8%	72%	False	False	64,598
10	0.9847	0.9575	0.0272	2.8%	0.0078	0.8%	83%	False	False	76,636
20	0.9847	0.9362	0.0485	4.9%	0.0095	1.0%	91%	False	False	79,610
40	0.9847	0.9274	0.0573	5.8%	0.0098	1.0%	92%	False	False	80,692
60	0.9847	0.9274	0.0573	5.8%	0.0097	1.0%	92%	False	False	73,611
80	0.9847	0.9274	0.0573	5.8%	0.0103	1.1%	92%	False	False	58,485
100	0.9847	0.9217	0.0630	6.4%	0.0106	1.1%	93%	False	False	46,843
120	0.9847	0.9100	0.0747	7.6%	0.0106	1.1%	94%	False	False	39,060

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0105
2.618	1.0002
1.618	0.9939
1.000	0.9900
0.618	0.9876
HIGH	0.9837
0.618	0.9813
0.500	0.9806
0.382	0.9798
LOW	0.9774
0.618	0.9735
1.000	0.9711
1.618	0.9672
2.618	0.9609
4.250	0.9506

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	0.9806	0.9790
PP	0.9804	0.9778
S1	0.9803	0.9766

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

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