CME Canadian Dollar Future June 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	0.9766	0.9825	0.0059	0.6%	0.9730
High	0.9848	0.9837	-0.0011	-0.1%	0.9848
Low	0.9754	0.9772	0.0018	0.2%	0.9677
Close	0.9827	0.9802	-0.0025	-0.3%	0.9827
Range	0.0094	0.0065	-0.0029	-30.9%	0.0171
ATR	0.0090	0.0088	-0.0002	-2.0%	0.0000
Volume	72,672	92,025	19,353	26.6%	191,648

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9999	0.9965	0.9838
R3	0.9934	0.9900	0.9820
R2	0.9869	0.9869	0.9814
R1	0.9835	0.9835	0.9808	0.9820
PP	0.9804	0.9804	0.9804	0.9796
S1	0.9770	0.9770	0.9796	0.9755
S2	0.9739	0.9739	0.9790
S3	0.9674	0.9705	0.9784
S4	0.9609	0.9640	0.9766

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0297	1.0233	0.9921
R3	1.0126	1.0062	0.9874
R2	0.9955	0.9955	0.9858
R1	0.9891	0.9891	0.9843	0.9923
PP	0.9784	0.9784	0.9784	0.9800
S1	0.9720	0.9720	0.9811	0.9752
S2	0.9613	0.9613	0.9796
S3	0.9442	0.9549	0.9780
S4	0.9271	0.9378	0.9733

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9848	0.9677	0.0171	1.7%	0.0082	0.8%	73%	False	False	52,886
10	0.9848	0.9574	0.0274	2.8%	0.0079	0.8%	83%	False	False	30,866
20	0.9848	0.9364	0.0484	4.9%	0.0092	0.9%	90%	False	False	16,030
40	0.9848	0.9276	0.0572	5.8%	0.0091	0.9%	92%	False	False	8,208
60	0.9848	0.9276	0.0572	5.8%	0.0086	0.9%	92%	False	False	5,530
80	0.9848	0.9276	0.0572	5.8%	0.0077	0.8%	92%	False	False	4,164

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	0.0021
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0113
2.618	1.0007
1.618	0.9942
1.000	0.9902
0.618	0.9877
HIGH	0.9837
0.618	0.9812
0.500	0.9805
0.382	0.9797
LOW	0.9772
0.618	0.9732
1.000	0.9707
1.618	0.9667
2.618	0.9602
4.250	0.9496

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	0.9805	0.9789
PP	0.9804	0.9776
S1	0.9803	0.9763

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

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