CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 14-Apr-2010

Day Change Summary
	Previous	Current
	13-Apr-2010	14-Apr-2010	Change	Change %	Previous Week
Open	0.9960	0.9975	0.0015	0.2%	0.9897
High	0.9980	1.0037	0.0057	0.6%	1.0010
Low	0.9926	0.9975	0.0049	0.5%	0.9891
Close	0.9966	0.9996	0.0030	0.3%	0.9941
Range	0.0054	0.0062	0.0008	14.8%	0.0119
ATR	0.0072	0.0072	0.0000	-0.1%	0.0000
Volume	166	350	184	110.8%	922

Daily Pivots for day following 14-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0189	1.0154	1.0030
R3	1.0127	1.0092	1.0013
R2	1.0065	1.0065	1.0007
R1	1.0030	1.0030	1.0002	1.0048
PP	1.0003	1.0003	1.0003	1.0011
S1	0.9968	0.9968	0.9990	0.9986
S2	0.9941	0.9941	0.9985
S3	0.9879	0.9906	0.9979
S4	0.9817	0.9844	0.9962

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	1.0037	0.9891	0.0146	1.5%	0.0070	0.7%	72%	True	False	357
10	1.0037	0.9839	0.0198	2.0%	0.0068	0.7%	79%	True	False	254
20	1.0037	0.9701	0.0336	3.4%	0.0070	0.7%	88%	True	False	265
40	1.0037	0.9365	0.0672	6.7%	0.0067	0.7%	94%	True	False	169
60	1.0037	0.9288	0.0749	7.5%	0.0057	0.6%	95%	True	False	120
80	1.0037	0.9288	0.0749	7.5%	0.0049	0.5%	95%	True	False	94
100	1.0037	0.9288	0.0749	7.5%	0.0043	0.4%	95%	True	False	79
120	1.0037	0.9255	0.0782	7.8%	0.0038	0.4%	95%	True	False	67

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0301
2.618	1.0199
1.618	1.0137
1.000	1.0099
0.618	1.0075
HIGH	1.0037
0.618	1.0013
0.500	1.0006
0.382	0.9999
LOW	0.9975
0.618	0.9937
1.000	0.9913
1.618	0.9875
2.618	0.9813
4.250	0.9712

Fisher Pivots for day following 14-Apr-2010
Pivot	1 day	3 day
R1	1.0006	0.9988
PP	1.0003	0.9979
S1	0.9999	0.9971

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

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