CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 12-Apr-2010

Day Change Summary
	Previous	Current
	09-Apr-2010	12-Apr-2010	Change	Change %	Previous Week
Open	0.9979	0.9965	-0.0014	-0.1%	0.9919
High	1.0008	0.9989	-0.0019	-0.2%	1.0022
Low	0.9918	0.9911	-0.0007	-0.1%	0.9895
Close	0.9949	0.9967	0.0018	0.2%	0.9949
Range	0.0090	0.0078	-0.0012	-13.3%	0.0127
ATR	0.0086	0.0085	-0.0001	-0.6%	0.0000
Volume	68,194	72,143	3,949	5.8%	246,632

Daily Pivots for day following 12-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0190	1.0156	1.0010
R3	1.0112	1.0078	0.9988
R2	1.0034	1.0034	0.9981
R1	1.0000	1.0000	0.9974	1.0017
PP	0.9956	0.9956	0.9956	0.9964
S1	0.9922	0.9922	0.9960	0.9939
S2	0.9878	0.9878	0.9953
S3	0.9800	0.9844	0.9946
S4	0.9722	0.9766	0.9924

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0336	1.0270	1.0019
R3	1.0209	1.0143	0.9984
R2	1.0082	1.0082	0.9972
R1	1.0016	1.0016	0.9961	1.0049
PP	0.9955	0.9955	0.9955	0.9972
S1	0.9889	0.9889	0.9937	0.9922
S2	0.9828	0.9828	0.9926
S3	0.9701	0.9762	0.9914
S4	0.9574	0.9635	0.9879

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0022	0.9895	0.0127	1.3%	0.0079	0.8%	57%	False	False	62,326
10	1.0022	0.9722	0.0300	3.0%	0.0082	0.8%	82%	False	False	60,745
20	1.0022	0.9705	0.0317	3.2%	0.0083	0.8%	83%	False	False	65,705
40	1.0022	0.9364	0.0658	6.6%	0.0087	0.9%	92%	False	False	38,577
60	1.0022	0.9276	0.0746	7.5%	0.0089	0.9%	93%	False	False	25,842
80	1.0022	0.9276	0.0746	7.5%	0.0085	0.9%	93%	False	False	19,424
100	1.0022	0.9276	0.0746	7.5%	0.0078	0.8%	93%	False	False	15,552

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0321
2.618	1.0193
1.618	1.0115
1.000	1.0067
0.618	1.0037
HIGH	0.9989
0.618	0.9959
0.500	0.9950
0.382	0.9941
LOW	0.9911
0.618	0.9863
1.000	0.9833
1.618	0.9785
2.618	0.9707
4.250	0.9580

Fisher Pivots for day following 12-Apr-2010
Pivot	1 day	3 day
R1	0.9961	0.9962
PP	0.9956	0.9957
S1	0.9950	0.9952

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

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