CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 29-Mar-2010

Day Change Summary
	Previous	Current
	26-Mar-2010	29-Mar-2010	Change	Change %	Previous Week
Open	0.9764	0.9749	-0.0015	-0.2%	0.9839
High	0.9798	0.9826	0.0028	0.3%	0.9855
Low	0.9705	0.9722	0.0017	0.2%	0.9705
Close	0.9722	0.9783	0.0061	0.6%	0.9722
Range	0.0093	0.0104	0.0011	11.8%	0.0150
ATR	0.0088	0.0089	0.0001	1.3%	0.0000
Volume	74,854	86,004	11,150	14.9%	382,817

Daily Pivots for day following 29-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0089	1.0040	0.9840
R3	0.9985	0.9936	0.9812
R2	0.9881	0.9881	0.9802
R1	0.9832	0.9832	0.9793	0.9857
PP	0.9777	0.9777	0.9777	0.9789
S1	0.9728	0.9728	0.9773	0.9753
S2	0.9673	0.9673	0.9764
S3	0.9569	0.9624	0.9754
S4	0.9465	0.9520	0.9726

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0211	1.0116	0.9805
R3	1.0061	0.9966	0.9763
R2	0.9911	0.9911	0.9750
R1	0.9816	0.9816	0.9736	0.9789
PP	0.9761	0.9761	0.9761	0.9747
S1	0.9666	0.9666	0.9708	0.9639
S2	0.9611	0.9611	0.9695
S3	0.9461	0.9516	0.9681
S4	0.9311	0.9366	0.9640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9850	0.9705	0.0145	1.5%	0.0094	1.0%	54%	False	False	76,691
10	0.9938	0.9705	0.0233	2.4%	0.0088	0.9%	33%	False	False	70,063
20	0.9938	0.9574	0.0364	3.7%	0.0084	0.9%	57%	False	False	50,464
40	0.9938	0.9276	0.0662	6.8%	0.0090	0.9%	77%	False	False	25,643
60	0.9938	0.9276	0.0662	6.8%	0.0089	0.9%	77%	False	False	17,192
80	0.9938	0.9276	0.0662	6.8%	0.0082	0.8%	77%	False	False	12,916

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0268
2.618	1.0098
1.618	0.9994
1.000	0.9930
0.618	0.9890
HIGH	0.9826
0.618	0.9786
0.500	0.9774
0.382	0.9762
LOW	0.9722
0.618	0.9658
1.000	0.9618
1.618	0.9554
2.618	0.9450
4.250	0.9280

Fisher Pivots for day following 29-Mar-2010
Pivot	1 day	3 day
R1	0.9780	0.9778
PP	0.9777	0.9774
S1	0.9774	0.9769

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

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