CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 20-Apr-2010

Day Change Summary
	Previous	Current
	19-Apr-2010	20-Apr-2010	Change	Change %	Previous Week
Open	0.9846	0.9850	0.0004	0.0%	0.9949
High	0.9852	1.0015	0.0163	1.7%	1.0037
Low	0.9790	0.9846	0.0056	0.6%	0.9833
Close	0.9845	1.0006	0.0161	1.6%	0.9846
Range	0.0062	0.0169	0.0107	172.6%	0.0204
ATR	0.0075	0.0081	0.0007	9.1%	0.0000
Volume	1,041	357	-684	-65.7%	1,588

Daily Pivots for day following 20-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0463	1.0403	1.0099
R3	1.0294	1.0234	1.0052
R2	1.0125	1.0125	1.0037
R1	1.0065	1.0065	1.0021	1.0095
PP	0.9956	0.9956	0.9956	0.9971
S1	0.9896	0.9896	0.9991	0.9926
S2	0.9787	0.9787	0.9975
S3	0.9618	0.9727	0.9960
S4	0.9449	0.9558	0.9913

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0517	1.0386	0.9958
R3	1.0313	1.0182	0.9902
R2	1.0109	1.0109	0.9883
R1	0.9978	0.9978	0.9865	0.9942
PP	0.9905	0.9905	0.9905	0.9887
S1	0.9774	0.9774	0.9827	0.9738
S2	0.9701	0.9701	0.9809
S3	0.9497	0.9570	0.9790
S4	0.9293	0.9366	0.9734

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0037	0.9790	0.0247	2.5%	0.0098	1.0%	87%	False	False	425
10	1.0037	0.9790	0.0247	2.5%	0.0085	0.9%	87%	False	False	376
20	1.0037	0.9701	0.0336	3.4%	0.0077	0.8%	91%	False	False	279
40	1.0037	0.9365	0.0672	6.7%	0.0070	0.7%	95%	False	False	212
60	1.0037	0.9288	0.0749	7.5%	0.0062	0.6%	96%	False	False	148
80	1.0037	0.9288	0.0749	7.5%	0.0053	0.5%	96%	False	False	115
100	1.0037	0.9288	0.0749	7.5%	0.0047	0.5%	96%	False	False	97
120	1.0037	0.9255	0.0782	7.8%	0.0040	0.4%	96%	False	False	82

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 98 trading days

Fibonacci Retracements and Extensions
4.250	1.0733
2.618	1.0457
1.618	1.0288
1.000	1.0184
0.618	1.0119
HIGH	1.0015
0.618	0.9950
0.500	0.9931
0.382	0.9911
LOW	0.9846
0.618	0.9742
1.000	0.9677
1.618	0.9573
2.618	0.9404
4.250	0.9128

Fisher Pivots for day following 20-Apr-2010
Pivot	1 day	3 day
R1	0.9981	0.9972
PP	0.9956	0.9937
S1	0.9931	0.9903

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

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