CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	0.9615	0.9604	-0.0011	-0.1%	0.9550
High	0.9625	0.9604	-0.0021	-0.2%	0.9600
Low	0.9589	0.9462	-0.0127	-1.3%	0.9520
Close	0.9597	0.9471	-0.0126	-1.3%	0.9608
Range	0.0036	0.0142	0.0106	294.4%	0.0080
ATR	0.0056	0.0063	0.0006	10.8%	0.0000
Volume	22	14	-8	-36.4%	50

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9938	0.9847	0.9549
R3	0.9796	0.9705	0.9510
R2	0.9654	0.9654	0.9497
R1	0.9563	0.9563	0.9484	0.9538
PP	0.9512	0.9512	0.9512	0.9500
S1	0.9421	0.9421	0.9458	0.9396
S2	0.9370	0.9370	0.9445
S3	0.9228	0.9279	0.9432
S4	0.9086	0.9137	0.9393

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	0.9462	0.0163	1.7%	0.0065	0.7%	6%	False	True	15
10	0.9625	0.9318	0.0307	3.2%	0.0050	0.5%	50%	False	False	14
20	0.9625	0.9288	0.0337	3.6%	0.0045	0.5%	54%	False	False	20
40	0.9755	0.9288	0.0467	4.9%	0.0036	0.4%	39%	False	False	18
60	0.9755	0.9288	0.0467	4.9%	0.0032	0.3%	39%	False	False	20
80	0.9755	0.9255	0.0500	5.3%	0.0026	0.3%	43%	False	False	16
100	0.9755	0.9220	0.0535	5.6%	0.0023	0.2%	47%	False	False	14
120	0.9755	0.9053	0.0702	7.4%	0.0021	0.2%	60%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	1.0208
2.618	0.9976
1.618	0.9834
1.000	0.9746
0.618	0.9692
HIGH	0.9604
0.618	0.9550
0.500	0.9533
0.382	0.9516
LOW	0.9462
0.618	0.9374
1.000	0.9320
1.618	0.9232
2.618	0.9090
4.250	0.8859

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	0.9533	0.9544
PP	0.9512	0.9519
S1	0.9492	0.9495

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

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