CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 04-Mar-2010

Day Change Summary
	Previous	Current
	03-Mar-2010	04-Mar-2010	Change	Change %	Previous Week
Open	0.9665	0.9711	0.0046	0.5%	0.9615
High	0.9716	0.9711	-0.0005	-0.1%	0.9625
Low	0.9665	0.9688	0.0023	0.2%	0.9365
Close	0.9691	0.9694	0.0003	0.0%	0.9504
Range	0.0051	0.0023	-0.0028	-54.9%	0.0260
ATR	0.0074	0.0070	-0.0004	-4.9%	0.0000
Volume	90	35	-55	-61.1%	124

Daily Pivots for day following 04-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9767	0.9753	0.9707
R3	0.9744	0.9730	0.9700
R2	0.9721	0.9721	0.9698
R1	0.9707	0.9707	0.9696	0.9703
PP	0.9698	0.9698	0.9698	0.9695
S1	0.9684	0.9684	0.9692	0.9680
S2	0.9675	0.9675	0.9690
S3	0.9652	0.9661	0.9688
S4	0.9629	0.9638	0.9681

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0278	1.0151	0.9647
R3	1.0018	0.9891	0.9576
R2	0.9758	0.9758	0.9552
R1	0.9631	0.9631	0.9528	0.9565
PP	0.9498	0.9498	0.9498	0.9465
S1	0.9371	0.9371	0.9480	0.9305
S2	0.9238	0.9238	0.9456
S3	0.8978	0.9111	0.9433
S4	0.8718	0.8851	0.9361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9716	0.9470	0.0246	2.5%	0.0066	0.7%	91%	False	False	71
10	0.9716	0.9365	0.0351	3.6%	0.0068	0.7%	94%	False	False	43
20	0.9716	0.9288	0.0428	4.4%	0.0054	0.6%	95%	False	False	29
40	0.9755	0.9288	0.0467	4.8%	0.0043	0.4%	87%	False	False	24
60	0.9755	0.9288	0.0467	4.8%	0.0035	0.4%	87%	False	False	24
80	0.9755	0.9288	0.0467	4.8%	0.0030	0.3%	87%	False	False	21
100	0.9755	0.9255	0.0500	5.2%	0.0026	0.3%	88%	False	False	18
120	0.9755	0.9100	0.0655	6.8%	0.0024	0.3%	91%	False	False	16

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9809
2.618	0.9771
1.618	0.9748
1.000	0.9734
0.618	0.9725
HIGH	0.9711
0.618	0.9702
0.500	0.9700
0.382	0.9697
LOW	0.9688
0.618	0.9674
1.000	0.9665
1.618	0.9651
2.618	0.9628
4.250	0.9590

Fisher Pivots for day following 04-Mar-2010
Pivot	1 day	3 day
R1	0.9700	0.9679
PP	0.9698	0.9663
S1	0.9696	0.9648

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

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