CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 13-Apr-2010

Day Change Summary
	Previous	Current
	12-Apr-2010	13-Apr-2010	Change	Change %	Previous Week
Open	0.9949	0.9960	0.0011	0.1%	0.9897
High	0.9980	0.9980	0.0000	0.0%	1.0010
Low	0.9905	0.9926	0.0021	0.2%	0.9891
Close	0.9959	0.9966	0.0007	0.1%	0.9941
Range	0.0075	0.0054	-0.0021	-28.0%	0.0119
ATR	0.0073	0.0072	-0.0001	-1.9%	0.0000
Volume	694	166	-528	-76.1%	922

Daily Pivots for day following 13-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0119	1.0097	0.9996
R3	1.0065	1.0043	0.9981
R2	1.0011	1.0011	0.9976
R1	0.9989	0.9989	0.9971	1.0000
PP	0.9957	0.9957	0.9957	0.9963
S1	0.9935	0.9935	0.9961	0.9946
S2	0.9903	0.9903	0.9956
S3	0.9849	0.9881	0.9951
S4	0.9795	0.9827	0.9936

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%	0.0073	0.7%	63%	False	False	327
10	1.0010	0.9802	0.0208	2.1%	0.0068	0.7%	79%	False	False	232
20	1.0010	0.9701	0.0309	3.1%	0.0071	0.7%	86%	False	False	262
40	1.0010	0.9365	0.0645	6.5%	0.0066	0.7%	93%	False	False	161
60	1.0010	0.9288	0.0722	7.2%	0.0056	0.6%	94%	False	False	114
80	1.0010	0.9288	0.0722	7.2%	0.0048	0.5%	94%	False	False	90
100	1.0010	0.9288	0.0722	7.2%	0.0043	0.4%	94%	False	False	76
120	1.0010	0.9255	0.0755	7.6%	0.0037	0.4%	94%	False	False	64

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0210
2.618	1.0121
1.618	1.0067
1.000	1.0034
0.618	1.0013
HIGH	0.9980
0.618	0.9959
0.500	0.9953
0.382	0.9947
LOW	0.9926
0.618	0.9893
1.000	0.9872
1.618	0.9839
2.618	0.9785
4.250	0.9697

Fisher Pivots for day following 13-Apr-2010
Pivot	1 day	3 day
R1	0.9962	0.9961
PP	0.9957	0.9956
S1	0.9953	0.9951

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

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