CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 07-Apr-2010

Day Change Summary
	Previous	Current
	06-Apr-2010	07-Apr-2010	Change	Change %	Previous Week
Open	0.9960	0.9978	0.0018	0.2%	0.9760
High	1.0002	1.0010	0.0008	0.1%	0.9917
Low	0.9942	0.9935	-0.0007	-0.1%	0.9760
Close	0.9991	0.9954	-0.0037	-0.4%	0.9888
Range	0.0060	0.0075	0.0015	25.0%	0.0157
ATR	0.0072	0.0072	0.0000	0.3%	0.0000
Volume	82	202	120	146.3%	1,174

Daily Pivots for day following 07-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0191	1.0148	0.9995
R3	1.0116	1.0073	0.9975
R2	1.0041	1.0041	0.9968
R1	0.9998	0.9998	0.9961	0.9982
PP	0.9966	0.9966	0.9966	0.9959
S1	0.9923	0.9923	0.9947	0.9907
S2	0.9891	0.9891	0.9940
S3	0.9816	0.9848	0.9933
S4	0.9741	0.9773	0.9913

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	1.0010	0.9839	0.0171	1.7%	0.0067	0.7%	67%	True	False	152
10	1.0010	0.9701	0.0309	3.1%	0.0066	0.7%	82%	True	False	189
20	1.0010	0.9685	0.0325	3.3%	0.0070	0.7%	83%	True	False	217
40	1.0010	0.9350	0.0660	6.6%	0.0062	0.6%	92%	True	False	126
60	1.0010	0.9288	0.0722	7.3%	0.0052	0.5%	92%	True	False	91
80	1.0010	0.9288	0.0722	7.3%	0.0045	0.4%	92%	True	False	73
100	1.0010	0.9288	0.0722	7.3%	0.0040	0.4%	92%	True	False	62
120	1.0010	0.9255	0.0755	7.6%	0.0035	0.3%	93%	True	False	53

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0329
2.618	1.0206
1.618	1.0131
1.000	1.0085
0.618	1.0056
HIGH	1.0010
0.618	0.9981
0.500	0.9973
0.382	0.9964
LOW	0.9935
0.618	0.9889
1.000	0.9860
1.618	0.9814
2.618	0.9739
4.250	0.9616

Fisher Pivots for day following 07-Apr-2010
Pivot	1 day	3 day
R1	0.9973	0.9954
PP	0.9966	0.9954
S1	0.9960	0.9954

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

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