CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 17-Feb-2010

Day Change Summary
	Previous	Current
	16-Feb-2010	17-Feb-2010	Change	Change %	Previous Week
Open	0.9550	0.9575	0.0025	0.3%	0.9354
High	0.9597	0.9579	-0.0018	-0.2%	0.9528
Low	0.9550	0.9569	0.0019	0.2%	0.9318
Close	0.9567	0.9570	0.0003	0.0%	0.9513
Range	0.0047	0.0010	-0.0037	-78.7%	0.0210
ATR	0.0058	0.0055	-0.0003	-5.7%	0.0000
Volume	11	19	8	72.7%	77

Daily Pivots for day following 17-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9603	0.9596	0.9576
R3	0.9593	0.9586	0.9573
R2	0.9583	0.9583	0.9572
R1	0.9576	0.9576	0.9571	0.9575
PP	0.9573	0.9573	0.9573	0.9572
S1	0.9566	0.9566	0.9569	0.9565
S2	0.9563	0.9563	0.9568
S3	0.9553	0.9556	0.9567
S4	0.9543	0.9546	0.9565

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0083	1.0008	0.9629
R3	0.9873	0.9798	0.9571
R2	0.9663	0.9663	0.9552
R1	0.9588	0.9588	0.9532	0.9626
PP	0.9453	0.9453	0.9453	0.9472
S1	0.9378	0.9378	0.9494	0.9416
S2	0.9243	0.9243	0.9475
S3	0.9033	0.9168	0.9455
S4	0.8823	0.8958	0.9398

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9597	0.9350	0.0247	2.6%	0.0030	0.3%	89%	False	False	11
10	0.9597	0.9288	0.0309	3.2%	0.0034	0.4%	91%	False	False	15
20	0.9600	0.9288	0.0312	3.3%	0.0036	0.4%	90%	False	False	20
40	0.9755	0.9288	0.0467	4.9%	0.0031	0.3%	60%	False	False	19
60	0.9755	0.9288	0.0467	4.9%	0.0027	0.3%	60%	False	False	20
80	0.9755	0.9255	0.0500	5.2%	0.0023	0.2%	63%	False	False	16
100	0.9755	0.9100	0.0655	6.8%	0.0020	0.2%	72%	False	False	14

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	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9622
2.618	0.9605
1.618	0.9595
1.000	0.9589
0.618	0.9585
HIGH	0.9579
0.618	0.9575
0.500	0.9574
0.382	0.9573
LOW	0.9569
0.618	0.9563
1.000	0.9559
1.618	0.9553
2.618	0.9543
4.250	0.9527

Fisher Pivots for day following 17-Feb-2010
Pivot	1 day	3 day
R1	0.9574	0.9565
PP	0.9573	0.9560
S1	0.9571	0.9555

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

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