CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	0.9762	0.9826	0.0064	0.7%	0.9720
High	0.9837	0.9829	-0.0008	-0.1%	0.9837
Low	0.9761	0.9772	0.0011	0.1%	0.9685
Close	0.9822	0.9797	-0.0025	-0.3%	0.9822
Range	0.0076	0.0057	-0.0019	-25.0%	0.0152
ATR	0.0069	0.0068	-0.0001	-1.2%	0.0000
Volume	124	81	-43	-34.7%	407

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9970	0.9941	0.9828
R3	0.9913	0.9884	0.9813
R2	0.9856	0.9856	0.9807
R1	0.9827	0.9827	0.9802	0.9813
PP	0.9799	0.9799	0.9799	0.9793
S1	0.9770	0.9770	0.9792	0.9756
S2	0.9742	0.9742	0.9787
S3	0.9685	0.9713	0.9781
S4	0.9628	0.9656	0.9766

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0237	1.0182	0.9906
R3	1.0085	1.0030	0.9864
R2	0.9933	0.9933	0.9850
R1	0.9878	0.9878	0.9836	0.9906
PP	0.9781	0.9781	0.9781	0.9795
S1	0.9726	0.9726	0.9808	0.9754
S2	0.9629	0.9629	0.9794
S3	0.9477	0.9574	0.9780
S4	0.9325	0.9422	0.9738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9837	0.9685	0.0152	1.6%	0.0068	0.7%	74%	False	False	83
10	0.9837	0.9579	0.0258	2.6%	0.0060	0.6%	84%	False	False	65
20	0.9837	0.9365	0.0472	4.8%	0.0061	0.6%	92%	False	False	48
40	0.9837	0.9288	0.0549	5.6%	0.0047	0.5%	93%	False	False	34
60	0.9837	0.9288	0.0549	5.6%	0.0040	0.4%	93%	False	False	29
80	0.9837	0.9288	0.0549	5.6%	0.0036	0.4%	93%	False	False	26
100	0.9837	0.9255	0.0582	5.9%	0.0030	0.3%	93%	False	False	23
120	0.9837	0.9100	0.0737	7.5%	0.0027	0.3%	95%	False	False	20

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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0071
2.618	0.9978
1.618	0.9921
1.000	0.9886
0.618	0.9864
HIGH	0.9829
0.618	0.9807
0.500	0.9801
0.382	0.9794
LOW	0.9772
0.618	0.9737
1.000	0.9715
1.618	0.9680
2.618	0.9623
4.250	0.9530

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	0.9801	0.9785
PP	0.9799	0.9773
S1	0.9798	0.9761

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

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