CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	0.9852	0.9888	0.0036	0.4%	0.9720
High	0.9925	0.9901	-0.0024	-0.2%	0.9837
Low	0.9852	0.9855	0.0003	0.0%	0.9685
Close	0.9907	0.9868	-0.0039	-0.4%	0.9822
Range	0.0073	0.0046	-0.0027	-37.0%	0.0152
ATR	0.0068	0.0067	-0.0001	-1.7%	0.0000
Volume	304	290	-14	-4.6%	407

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0013	0.9986	0.9893
R3	0.9967	0.9940	0.9881
R2	0.9921	0.9921	0.9876
R1	0.9894	0.9894	0.9872	0.9885
PP	0.9875	0.9875	0.9875	0.9870
S1	0.9848	0.9848	0.9864	0.9839
S2	0.9829	0.9829	0.9860
S3	0.9783	0.9802	0.9855
S4	0.9737	0.9756	0.9843

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	0.9925	0.9761	0.0164	1.7%	0.0061	0.6%	65%	False	False	208
10	0.9925	0.9680	0.0245	2.5%	0.0059	0.6%	77%	False	False	134
20	0.9925	0.9365	0.0560	5.7%	0.0064	0.6%	90%	False	False	88
40	0.9925	0.9288	0.0637	6.5%	0.0050	0.5%	91%	False	False	54
60	0.9925	0.9288	0.0637	6.5%	0.0043	0.4%	91%	False	False	42
80	0.9925	0.9288	0.0637	6.5%	0.0037	0.4%	91%	False	False	37
100	0.9925	0.9255	0.0670	6.8%	0.0032	0.3%	91%	False	False	31
120	0.9925	0.9100	0.0825	8.4%	0.0028	0.3%	93%	False	False	27

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0097
2.618	1.0021
1.618	0.9975
1.000	0.9947
0.618	0.9929
HIGH	0.9901
0.618	0.9883
0.500	0.9878
0.382	0.9873
LOW	0.9855
0.618	0.9827
1.000	0.9809
1.618	0.9781
2.618	0.9735
4.250	0.9660

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	0.9878	0.9867
PP	0.9875	0.9866
S1	0.9871	0.9865

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

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