CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 02-Apr-2010

Day Change Summary
	Previous	Current
	01-Apr-2010	02-Apr-2010	Change	Change %	Previous Week
Open	0.9839	0.9905	0.0066	0.7%	0.9760
High	0.9917	0.9905	-0.0012	-0.1%	0.9917
Low	0.9839	0.9868	0.0029	0.3%	0.9760
Close	0.9904	0.9888	-0.0016	-0.2%	0.9888
Range	0.0078	0.0037	-0.0041	-52.6%	0.0157
ATR	0.0074	0.0071	-0.0003	-3.6%	0.0000
Volume	240	177	-63	-26.3%	1,174

Daily Pivots for day following 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9998	0.9980	0.9908
R3	0.9961	0.9943	0.9898
R2	0.9924	0.9924	0.9895
R1	0.9906	0.9906	0.9891	0.9897
PP	0.9887	0.9887	0.9887	0.9882
S1	0.9869	0.9869	0.9885	0.9860
S2	0.9850	0.9850	0.9881
S3	0.9813	0.9832	0.9878
S4	0.9776	0.9795	0.9868

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0326	1.0264	0.9974
R3	1.0169	1.0107	0.9931
R2	1.0012	1.0012	0.9917
R1	0.9950	0.9950	0.9902	0.9981
PP	0.9855	0.9855	0.9855	0.9871
S1	0.9793	0.9793	0.9874	0.9824
S2	0.9698	0.9698	0.9859
S3	0.9541	0.9636	0.9845
S4	0.9384	0.9479	0.9802

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9917	0.9760	0.0157	1.6%	0.0056	0.6%	82%	False	False	234
10	0.9917	0.9701	0.0216	2.2%	0.0067	0.7%	87%	False	False	225
20	0.9935	0.9685	0.0250	2.5%	0.0066	0.7%	81%	False	False	210
40	0.9935	0.9288	0.0647	6.5%	0.0060	0.6%	93%	False	False	120
60	0.9935	0.9288	0.0647	6.5%	0.0051	0.5%	93%	False	False	86
80	0.9935	0.9288	0.0647	6.5%	0.0042	0.4%	93%	False	False	71
100	0.9935	0.9288	0.0647	6.5%	0.0038	0.4%	93%	False	False	59
120	0.9935	0.9255	0.0680	6.9%	0.0033	0.3%	93%	False	False	50

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	0.0006
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.0062
2.618	1.0002
1.618	0.9965
1.000	0.9942
0.618	0.9928
HIGH	0.9905
0.618	0.9891
0.500	0.9887
0.382	0.9882
LOW	0.9868
0.618	0.9845
1.000	0.9831
1.618	0.9808
2.618	0.9771
4.250	0.9711

Fisher Pivots for day following 02-Apr-2010
Pivot	1 day	3 day
R1	0.9888	0.9879
PP	0.9887	0.9869
S1	0.9887	0.9860

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

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