CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 09-Mar-2010

Day Change Summary
	Previous	Current
	08-Mar-2010	09-Mar-2010	Change	Change %	Previous Week
Open	0.9720	0.9711	-0.0009	-0.1%	0.9470
High	0.9739	0.9757	0.0018	0.2%	0.9736
Low	0.9715	0.9711	-0.0004	0.0%	0.9470
Close	0.9725	0.9740	0.0015	0.2%	0.9707
Range	0.0024	0.0046	0.0022	91.7%	0.0266
ATR	0.0066	0.0065	-0.0001	-2.2%	0.0000
Volume	73	96	23	31.5%	313

Daily Pivots for day following 09-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9874	0.9853	0.9765
R3	0.9828	0.9807	0.9753
R2	0.9782	0.9782	0.9748
R1	0.9761	0.9761	0.9744	0.9772
PP	0.9736	0.9736	0.9736	0.9741
S1	0.9715	0.9715	0.9736	0.9726
S2	0.9690	0.9690	0.9732
S3	0.9644	0.9669	0.9727
S4	0.9598	0.9623	0.9715

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	0.9757	0.9665	0.0092	0.9%	0.0040	0.4%	82%	True	False	62
10	0.9757	0.9365	0.0392	4.0%	0.0055	0.6%	96%	True	False	57
20	0.9757	0.9318	0.0439	4.5%	0.0053	0.5%	96%	True	False	35
40	0.9757	0.9288	0.0469	4.8%	0.0043	0.4%	96%	True	False	28
60	0.9757	0.9288	0.0469	4.8%	0.0035	0.4%	96%	True	False	24
80	0.9757	0.9288	0.0469	4.8%	0.0032	0.3%	96%	True	False	23
100	0.9757	0.9255	0.0502	5.2%	0.0027	0.3%	97%	True	False	20
120	0.9757	0.9100	0.0657	6.7%	0.0025	0.3%	97%	True	False	18

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9953
2.618	0.9877
1.618	0.9831
1.000	0.9803
0.618	0.9785
HIGH	0.9757
0.618	0.9739
0.500	0.9734
0.382	0.9729
LOW	0.9711
0.618	0.9683
1.000	0.9665
1.618	0.9637
2.618	0.9591
4.250	0.9516

Fisher Pivots for day following 09-Mar-2010
Pivot	1 day	3 day
R1	0.9738	0.9733
PP	0.9736	0.9726
S1	0.9734	0.9719

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

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