CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 08-Mar-2010

Day Change Summary
	Previous	Current
	05-Mar-2010	08-Mar-2010	Change	Change %	Previous Week
Open	0.9680	0.9720	0.0040	0.4%	0.9470
High	0.9736	0.9739	0.0003	0.0%	0.9736
Low	0.9680	0.9715	0.0035	0.4%	0.9470
Close	0.9707	0.9725	0.0018	0.2%	0.9707
Range	0.0056	0.0024	-0.0032	-57.1%	0.0266
ATR	0.0069	0.0066	-0.0003	-3.8%	0.0000
Volume	16	73	57	356.3%	313

Daily Pivots for day following 08-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9798	0.9786	0.9738
R3	0.9774	0.9762	0.9732
R2	0.9750	0.9750	0.9729
R1	0.9738	0.9738	0.9727	0.9744
PP	0.9726	0.9726	0.9726	0.9730
S1	0.9714	0.9714	0.9723	0.9720
S2	0.9702	0.9702	0.9721
S3	0.9678	0.9690	0.9718
S4	0.9654	0.9666	0.9712

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	0.9739	0.9579	0.0160	1.6%	0.0051	0.5%	91%	True	False	47
10	0.9739	0.9365	0.0374	3.8%	0.0065	0.7%	96%	True	False	48
20	0.9739	0.9318	0.0421	4.3%	0.0052	0.5%	97%	True	False	31
40	0.9755	0.9288	0.0467	4.8%	0.0043	0.4%	94%	False	False	26
60	0.9755	0.9288	0.0467	4.8%	0.0034	0.4%	94%	False	False	24
80	0.9755	0.9288	0.0467	4.8%	0.0031	0.3%	94%	False	False	22
100	0.9755	0.9255	0.0500	5.1%	0.0027	0.3%	94%	False	False	19
120	0.9755	0.9100	0.0655	6.7%	0.0025	0.3%	95%	False	False	17

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9841
2.618	0.9802
1.618	0.9778
1.000	0.9763
0.618	0.9754
HIGH	0.9739
0.618	0.9730
0.500	0.9727
0.382	0.9724
LOW	0.9715
0.618	0.9700
1.000	0.9691
1.618	0.9676
2.618	0.9652
4.250	0.9613

Fisher Pivots for day following 08-Mar-2010
Pivot	1 day	3 day
R1	0.9727	0.9720
PP	0.9726	0.9715
S1	0.9726	0.9710

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

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