CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 15-Apr-2010

Day Change Summary
	Previous	Current
	14-Apr-2010	15-Apr-2010	Change	Change %	Previous Week
Open	0.9975	1.0012	0.0037	0.4%	0.9897
High	1.0037	1.0012	-0.0025	-0.2%	1.0010
Low	0.9975	0.9955	-0.0020	-0.2%	0.9891
Close	0.9996	0.9968	-0.0028	-0.3%	0.9941
Range	0.0062	0.0057	-0.0005	-8.1%	0.0119
ATR	0.0072	0.0071	-0.0001	-1.5%	0.0000
Volume	350	265	-85	-24.3%	922

Daily Pivots for day following 15-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0149	1.0116	0.9999
R3	1.0092	1.0059	0.9984
R2	1.0035	1.0035	0.9978
R1	1.0002	1.0002	0.9973	0.9990
PP	0.9978	0.9978	0.9978	0.9973
S1	0.9945	0.9945	0.9963	0.9933
S2	0.9921	0.9921	0.9958
S3	0.9864	0.9888	0.9952
S4	0.9807	0.9831	0.9937

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	0.9905	0.0132	1.3%	0.0065	0.7%	48%	False	False	352
10	1.0037	0.9868	0.0169	1.7%	0.0066	0.7%	59%	False	False	257
20	1.0037	0.9701	0.0336	3.4%	0.0071	0.7%	79%	False	False	263
40	1.0037	0.9365	0.0672	6.7%	0.0067	0.7%	90%	False	False	176
60	1.0037	0.9288	0.0749	7.5%	0.0057	0.6%	91%	False	False	124
80	1.0037	0.9288	0.0749	7.5%	0.0050	0.5%	91%	False	False	97
100	1.0037	0.9288	0.0749	7.5%	0.0044	0.4%	91%	False	False	82
120	1.0037	0.9255	0.0782	7.8%	0.0038	0.4%	91%	False	False	69

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0254
2.618	1.0161
1.618	1.0104
1.000	1.0069
0.618	1.0047
HIGH	1.0012
0.618	0.9990
0.500	0.9984
0.382	0.9977
LOW	0.9955
0.618	0.9920
1.000	0.9898
1.618	0.9863
2.618	0.9806
4.250	0.9713

Fisher Pivots for day following 15-Apr-2010
Pivot	1 day	3 day
R1	0.9984	0.9982
PP	0.9978	0.9977
S1	0.9973	0.9973

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

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