CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 12-Apr-2010

Day Change Summary
	Previous	Current
	09-Apr-2010	12-Apr-2010	Change	Change %	Previous Week
Open	0.9970	0.9949	-0.0021	-0.2%	0.9897
High	0.9997	0.9980	-0.0017	-0.2%	1.0010
Low	0.9918	0.9905	-0.0013	-0.1%	0.9891
Close	0.9941	0.9959	0.0018	0.2%	0.9941
Range	0.0079	0.0075	-0.0004	-5.1%	0.0119
ATR	0.0073	0.0073	0.0000	0.2%	0.0000
Volume	289	694	405	140.1%	922

Daily Pivots for day following 12-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0173	1.0141	1.0000
R3	1.0098	1.0066	0.9980
R2	1.0023	1.0023	0.9973
R1	0.9991	0.9991	0.9966	1.0007
PP	0.9948	0.9948	0.9948	0.9956
S1	0.9916	0.9916	0.9952	0.9932
S2	0.9873	0.9873	0.9945
S3	0.9798	0.9841	0.9938
S4	0.9723	0.9766	0.9918

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0304	1.0242	1.0006
R3	1.0185	1.0123	0.9974
R2	1.0066	1.0066	0.9963
R1	1.0004	1.0004	0.9952	1.0035
PP	0.9947	0.9947	0.9947	0.9963
S1	0.9885	0.9885	0.9930	0.9916
S2	0.9828	0.9828	0.9919
S3	0.9709	0.9766	0.9908
S4	0.9590	0.9647	0.9876

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0010	0.9891	0.0119	1.2%	0.0074	0.7%	57%	False	False	310
10	1.0010	0.9787	0.0223	2.2%	0.0067	0.7%	77%	False	False	240
20	1.0010	0.9701	0.0309	3.1%	0.0071	0.7%	83%	False	False	266
40	1.0010	0.9365	0.0645	6.5%	0.0066	0.7%	92%	False	False	157
60	1.0010	0.9288	0.0722	7.2%	0.0055	0.6%	93%	False	False	112
80	1.0010	0.9288	0.0722	7.2%	0.0048	0.5%	93%	False	False	88
100	1.0010	0.9288	0.0722	7.2%	0.0043	0.4%	93%	False	False	74
120	1.0010	0.9255	0.0755	7.6%	0.0037	0.4%	93%	False	False	63

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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0299
2.618	1.0176
1.618	1.0101
1.000	1.0055
0.618	1.0026
HIGH	0.9980
0.618	0.9951
0.500	0.9943
0.382	0.9934
LOW	0.9905
0.618	0.9859
1.000	0.9830
1.618	0.9784
2.618	0.9709
4.250	0.9586

Fisher Pivots for day following 12-Apr-2010
Pivot	1 day	3 day
R1	0.9954	0.9954
PP	0.9948	0.9949
S1	0.9943	0.9944

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

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