CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 08-Apr-2010

Day Change Summary
	Previous	Current
	07-Apr-2010	08-Apr-2010	Change	Change %	Previous Week
Open	0.9978	0.9932	-0.0046	-0.5%	0.9760
High	1.0010	0.9972	-0.0038	-0.4%	0.9917
Low	0.9935	0.9891	-0.0044	-0.4%	0.9760
Close	0.9954	0.9961	0.0007	0.1%	0.9888
Range	0.0075	0.0081	0.0006	8.0%	0.0157
ATR	0.0072	0.0073	0.0001	0.9%	0.0000
Volume	202	287	85	42.1%	1,174

Daily Pivots for day following 08-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0184	1.0154	1.0006
R3	1.0103	1.0073	0.9983
R2	1.0022	1.0022	0.9976
R1	0.9992	0.9992	0.9968	1.0007
PP	0.9941	0.9941	0.9941	0.9949
S1	0.9911	0.9911	0.9954	0.9926
S2	0.9860	0.9860	0.9946
S3	0.9779	0.9830	0.9939
S4	0.9698	0.9749	0.9916

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	0.9868	0.0142	1.4%	0.0067	0.7%	65%	False	False	162
10	1.0010	0.9701	0.0309	3.1%	0.0067	0.7%	84%	False	False	193
20	1.0010	0.9701	0.0309	3.1%	0.0069	0.7%	84%	False	False	227
40	1.0010	0.9365	0.0645	6.5%	0.0063	0.6%	92%	False	False	133
60	1.0010	0.9288	0.0722	7.2%	0.0053	0.5%	93%	False	False	95
80	1.0010	0.9288	0.0722	7.2%	0.0046	0.5%	93%	False	False	76
100	1.0010	0.9288	0.0722	7.2%	0.0041	0.4%	93%	False	False	65
120	1.0010	0.9255	0.0755	7.6%	0.0036	0.4%	94%	False	False	55

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0316
2.618	1.0184
1.618	1.0103
1.000	1.0053
0.618	1.0022
HIGH	0.9972
0.618	0.9941
0.500	0.9932
0.382	0.9922
LOW	0.9891
0.618	0.9841
1.000	0.9810
1.618	0.9760
2.618	0.9679
4.250	0.9547

Fisher Pivots for day following 08-Apr-2010
Pivot	1 day	3 day
R1	0.9951	0.9958
PP	0.9941	0.9954
S1	0.9932	0.9951

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

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