CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 29-Mar-2010

Day Change Summary
	Previous	Current
	26-Mar-2010	29-Mar-2010	Change	Change %	Previous Week
Open	0.9755	0.9760	0.0005	0.1%	0.9824
High	0.9790	0.9817	0.0027	0.3%	0.9842
Low	0.9701	0.9760	0.0059	0.6%	0.9701
Close	0.9717	0.9777	0.0060	0.6%	0.9717
Range	0.0089	0.0057	-0.0032	-36.0%	0.0141
ATR	0.0074	0.0076	0.0002	2.5%	0.0000
Volume	129	385	256	198.4%	1,079

Daily Pivots for day following 29-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9956	0.9923	0.9808
R3	0.9899	0.9866	0.9793
R2	0.9842	0.9842	0.9787
R1	0.9809	0.9809	0.9782	0.9826
PP	0.9785	0.9785	0.9785	0.9793
S1	0.9752	0.9752	0.9772	0.9769
S2	0.9728	0.9728	0.9767
S3	0.9671	0.9695	0.9761
S4	0.9614	0.9638	0.9746

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0176	1.0088	0.9795
R3	1.0035	0.9947	0.9756
R2	0.9894	0.9894	0.9743
R1	0.9806	0.9806	0.9730	0.9780
PP	0.9753	0.9753	0.9753	0.9740
S1	0.9665	0.9665	0.9704	0.9639
S2	0.9612	0.9612	0.9691
S3	0.9471	0.9524	0.9678
S4	0.9330	0.9383	0.9639

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9842	0.9701	0.0141	1.4%	0.0077	0.8%	54%	False	False	212
10	0.9935	0.9701	0.0234	2.4%	0.0074	0.8%	32%	False	False	292
20	0.9935	0.9579	0.0356	3.6%	0.0067	0.7%	56%	False	False	179
40	0.9935	0.9288	0.0647	6.6%	0.0058	0.6%	76%	False	False	102
60	0.9935	0.9288	0.0647	6.6%	0.0049	0.5%	76%	False	False	74
80	0.9935	0.9288	0.0647	6.6%	0.0041	0.4%	76%	False	False	62
100	0.9935	0.9278	0.0657	6.7%	0.0036	0.4%	76%	False	False	51
120	0.9935	0.9255	0.0680	7.0%	0.0032	0.3%	77%	False	False	44

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0059
2.618	0.9966
1.618	0.9909
1.000	0.9874
0.618	0.9852
HIGH	0.9817
0.618	0.9795
0.500	0.9789
0.382	0.9782
LOW	0.9760
0.618	0.9725
1.000	0.9703
1.618	0.9668
2.618	0.9611
4.250	0.9518

Fisher Pivots for day following 29-Mar-2010
Pivot	1 day	3 day
R1	0.9789	0.9773
PP	0.9785	0.9768
S1	0.9781	0.9764

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

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