CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 06-Apr-2010

Day Change Summary
	Previous	Current
	05-Apr-2010	06-Apr-2010	Change	Change %	Previous Week
Open	0.9897	0.9960	0.0063	0.6%	0.9760
High	0.9980	1.0002	0.0022	0.2%	0.9917
Low	0.9897	0.9942	0.0045	0.5%	0.9760
Close	0.9959	0.9991	0.0032	0.3%	0.9888
Range	0.0083	0.0060	-0.0023	-27.7%	0.0157
ATR	0.0073	0.0072	-0.0001	-1.2%	0.0000
Volume	62	82	20	32.3%	1,174

Daily Pivots for day following 06-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0158	1.0135	1.0024
R3	1.0098	1.0075	1.0008
R2	1.0038	1.0038	1.0002
R1	1.0015	1.0015	0.9997	1.0027
PP	0.9978	0.9978	0.9978	0.9984
S1	0.9955	0.9955	0.9986	0.9967
S2	0.9918	0.9918	0.9980
S3	0.9858	0.9895	0.9975
S4	0.9798	0.9835	0.9958

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	1.0002	0.9802	0.0200	2.0%	0.0064	0.6%	95%	True	False	137
10	1.0002	0.9701	0.0301	3.0%	0.0069	0.7%	96%	True	False	181
20	1.0002	0.9685	0.0317	3.2%	0.0070	0.7%	97%	True	False	209
40	1.0002	0.9318	0.0684	6.8%	0.0061	0.6%	98%	True	False	122
60	1.0002	0.9288	0.0714	7.1%	0.0052	0.5%	98%	True	False	88
80	1.0002	0.9288	0.0714	7.1%	0.0044	0.4%	98%	True	False	70
100	1.0002	0.9288	0.0714	7.1%	0.0039	0.4%	98%	True	False	60
120	1.0002	0.9255	0.0747	7.5%	0.0034	0.3%	99%	True	False	51

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0257
2.618	1.0159
1.618	1.0099
1.000	1.0062
0.618	1.0039
HIGH	1.0002
0.618	0.9979
0.500	0.9972
0.382	0.9965
LOW	0.9942
0.618	0.9905
1.000	0.9882
1.618	0.9845
2.618	0.9785
4.250	0.9687

Fisher Pivots for day following 06-Apr-2010
Pivot	1 day	3 day
R1	0.9985	0.9972
PP	0.9978	0.9954
S1	0.9972	0.9935

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

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