CME Canadian Dollar Future June 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	0.9746	0.9754	0.0008	0.1%	0.9515
High	0.9787	0.9776	-0.0011	-0.1%	0.9745
Low	0.9716	0.9677	-0.0039	-0.4%	0.9459
Close	0.9742	0.9754	0.0012	0.1%	0.9712
Range	0.0071	0.0099	0.0028	39.4%	0.0286
ATR	0.0089	0.0090	0.0001	0.8%	0.0000
Volume	26,326	49,027	22,701	86.2%	26,224

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0033	0.9992	0.9808
R3	0.9934	0.9893	0.9781
R2	0.9835	0.9835	0.9772
R1	0.9794	0.9794	0.9763	0.9804
PP	0.9736	0.9736	0.9736	0.9740
S1	0.9695	0.9695	0.9745	0.9705
S2	0.9637	0.9637	0.9736
S3	0.9538	0.9596	0.9727
S4	0.9439	0.9497	0.9700

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0497	1.0390	0.9869
R3	1.0211	1.0104	0.9791
R2	0.9925	0.9925	0.9764
R1	0.9818	0.9818	0.9738	0.9872
PP	0.9639	0.9639	0.9639	0.9665
S1	0.9532	0.9532	0.9686	0.9586
S2	0.9353	0.9353	0.9660
S3	0.9067	0.9246	0.9633
S4	0.8781	0.8960	0.9555

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9787	0.9677	0.0110	1.1%	0.0072	0.7%	70%	False	True	26,629
10	0.9787	0.9419	0.0368	3.8%	0.0087	0.9%	91%	False	False	14,661
20	0.9787	0.9364	0.0423	4.3%	0.0090	0.9%	92%	False	False	7,852
40	0.9787	0.9276	0.0511	5.2%	0.0091	0.9%	94%	False	False	4,098
60	0.9787	0.9276	0.0511	5.2%	0.0085	0.9%	94%	False	False	2,789
80	0.9787	0.9276	0.0511	5.2%	0.0076	0.8%	94%	False	False	2,106

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	0.0025
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0197
2.618	1.0035
1.618	0.9936
1.000	0.9875
0.618	0.9837
HIGH	0.9776
0.618	0.9738
0.500	0.9727
0.382	0.9715
LOW	0.9677
0.618	0.9616
1.000	0.9578
1.618	0.9517
2.618	0.9418
4.250	0.9256

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	0.9745	0.9747
PP	0.9736	0.9739
S1	0.9727	0.9732

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

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