CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 05-Mar-2010

Day Change Summary
	Previous	Current
	04-Mar-2010	05-Mar-2010	Change	Change %	Previous Week
Open	0.9711	0.9680	-0.0031	-0.3%	0.9470
High	0.9711	0.9736	0.0025	0.3%	0.9736
Low	0.9688	0.9680	-0.0008	-0.1%	0.9470
Close	0.9694	0.9707	0.0013	0.1%	0.9707
Range	0.0023	0.0056	0.0033	143.5%	0.0266
ATR	0.0070	0.0069	-0.0001	-1.4%	0.0000
Volume	35	16	-19	-54.3%	313

Daily Pivots for day following 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9876	0.9847	0.9738
R3	0.9820	0.9791	0.9722
R2	0.9764	0.9764	0.9717
R1	0.9735	0.9735	0.9712	0.9750
PP	0.9708	0.9708	0.9708	0.9715
S1	0.9679	0.9679	0.9702	0.9694
S2	0.9652	0.9652	0.9697
S3	0.9596	0.9623	0.9692
S4	0.9540	0.9567	0.9676

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0436	1.0337	0.9853
R3	1.0170	1.0071	0.9780
R2	0.9904	0.9904	0.9756
R1	0.9805	0.9805	0.9731	0.9855
PP	0.9638	0.9638	0.9638	0.9662
S1	0.9539	0.9539	0.9683	0.9589
S2	0.9372	0.9372	0.9658
S3	0.9106	0.9273	0.9634
S4	0.8840	0.9007	0.9561

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9736	0.9470	0.0266	2.7%	0.0072	0.7%	89%	True	False	62
10	0.9736	0.9365	0.0371	3.8%	0.0066	0.7%	92%	True	False	43
20	0.9736	0.9288	0.0448	4.6%	0.0053	0.5%	94%	True	False	30
40	0.9755	0.9288	0.0467	4.8%	0.0044	0.4%	90%	False	False	24
60	0.9755	0.9288	0.0467	4.8%	0.0034	0.3%	90%	False	False	24
80	0.9755	0.9288	0.0467	4.8%	0.0031	0.3%	90%	False	False	21
100	0.9755	0.9255	0.0500	5.2%	0.0027	0.3%	90%	False	False	18
120	0.9755	0.9100	0.0655	6.7%	0.0024	0.3%	93%	False	False	16

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

Fibonacci Retracements and Extensions
4.250	0.9974
2.618	0.9883
1.618	0.9827
1.000	0.9792
0.618	0.9771
HIGH	0.9736
0.618	0.9715
0.500	0.9708
0.382	0.9701
LOW	0.9680
0.618	0.9645
1.000	0.9624
1.618	0.9589
2.618	0.9533
4.250	0.9442

Fisher Pivots for day following 05-Mar-2010
Pivot	1 day	3 day
R1	0.9708	0.9705
PP	0.9708	0.9703
S1	0.9707	0.9701

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

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