CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	0.9425	0.9400	-0.0025	-0.3%	0.9692
High	0.9425	0.9400	-0.0025	-0.3%	0.9692
Low	0.9358	0.9365	0.0007	0.1%	0.9450
Close	0.9426	0.9378	-0.0048	-0.5%	0.9441
Range	0.0067	0.0035	-0.0032	-47.8%	0.0242
ATR	0.0061	0.0061	0.0000	0.0%	0.0000
Volume	7	38	31	442.9%	46

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9486	0.9467	0.9397
R3	0.9451	0.9432	0.9388
R2	0.9416	0.9416	0.9384
R1	0.9397	0.9397	0.9381	0.9389
PP	0.9381	0.9381	0.9381	0.9377
S1	0.9362	0.9362	0.9375	0.9354
S2	0.9346	0.9346	0.9372
S3	0.9311	0.9327	0.9368
S4	0.9276	0.9292	0.9359

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0254	1.0089	0.9574
R3	1.0012	0.9847	0.9508
R2	0.9770	0.9770	0.9485
R1	0.9605	0.9605	0.9463	0.9567
PP	0.9528	0.9528	0.9528	0.9508
S1	0.9363	0.9363	0.9419	0.9325
S2	0.9286	0.9286	0.9397
S3	0.9044	0.9121	0.9374
S4	0.8802	0.8879	0.9308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9519	0.9358	0.0161	1.7%	0.0033	0.4%	12%	False	False	20
10	0.9755	0.9358	0.0397	4.2%	0.0028	0.3%	5%	False	False	15
20	0.9755	0.9358	0.0397	4.2%	0.0030	0.3%	5%	False	False	18
40	0.9755	0.9338	0.0417	4.4%	0.0022	0.2%	10%	False	False	21
60	0.9755	0.9255	0.0500	5.3%	0.0020	0.2%	25%	False	False	15
80	0.9755	0.9255	0.0500	5.3%	0.0018	0.2%	25%	False	False	13
100	0.9755	0.9100	0.0655	7.0%	0.0018	0.2%	42%	False	False	15

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9549
2.618	0.9492
1.618	0.9457
1.000	0.9435
0.618	0.9422
HIGH	0.9400
0.618	0.9387
0.500	0.9383
0.382	0.9378
LOW	0.9365
0.618	0.9343
1.000	0.9330
1.618	0.9308
2.618	0.9273
4.250	0.9216

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	0.9383	0.9405
PP	0.9381	0.9396
S1	0.9380	0.9387

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

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