CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 22-Feb-2010

Day Change Summary
	Previous	Current
	19-Feb-2010	22-Feb-2010	Change	Change %	Previous Week
Open	0.9520	0.9615	0.0095	1.0%	0.9550
High	0.9600	0.9625	0.0025	0.3%	0.9600
Low	0.9520	0.9589	0.0069	0.7%	0.9520
Close	0.9608	0.9597	-0.0011	-0.1%	0.9608
Range	0.0080	0.0036	-0.0044	-55.0%	0.0080
ATR	0.0058	0.0056	-0.0002	-2.7%	0.0000
Volume	15	22	7	46.7%	50

Daily Pivots for day following 22-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9712	0.9690	0.9617
R3	0.9676	0.9654	0.9607
R2	0.9640	0.9640	0.9604
R1	0.9618	0.9618	0.9600	0.9611
PP	0.9604	0.9604	0.9604	0.9600
S1	0.9582	0.9582	0.9594	0.9575
S2	0.9568	0.9568	0.9590
S3	0.9532	0.9546	0.9587
S4	0.9496	0.9510	0.9577

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9816	0.9792	0.9652
R3	0.9736	0.9712	0.9630
R2	0.9656	0.9656	0.9623
R1	0.9632	0.9632	0.9615	0.9644
PP	0.9576	0.9576	0.9576	0.9582
S1	0.9552	0.9552	0.9601	0.9564
S2	0.9496	0.9496	0.9593
S3	0.9416	0.9472	0.9586
S4	0.9336	0.9392	0.9564

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9625	0.9520	0.0105	1.1%	0.0046	0.5%	73%	True	False	14
10	0.9625	0.9318	0.0307	3.2%	0.0039	0.4%	91%	True	False	14
20	0.9625	0.9288	0.0337	3.5%	0.0039	0.4%	92%	True	False	21
40	0.9755	0.9288	0.0467	4.9%	0.0033	0.3%	66%	False	False	19
60	0.9755	0.9288	0.0467	4.9%	0.0030	0.3%	66%	False	False	20
80	0.9755	0.9255	0.0500	5.2%	0.0024	0.2%	68%	False	False	16
100	0.9755	0.9220	0.0535	5.6%	0.0021	0.2%	70%	False	False	14
120	0.9755	0.9024	0.0731	7.6%	0.0020	0.2%	78%	False	False	16

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0.0001
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9778
2.618	0.9719
1.618	0.9683
1.000	0.9661
0.618	0.9647
HIGH	0.9625
0.618	0.9611
0.500	0.9607
0.382	0.9603
LOW	0.9589
0.618	0.9567
1.000	0.9553
1.618	0.9531
2.618	0.9495
4.250	0.9436

Fisher Pivots for day following 22-Feb-2010
Pivot	1 day	3 day
R1	0.9607	0.9589
PP	0.9604	0.9581
S1	0.9600	0.9573

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

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