CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 29-Apr-2010

Day Change Summary
	Previous	Current
	28-Apr-2010	29-Apr-2010	Change	Change %	Previous Week
Open	0.9831	0.9891	0.0060	0.6%	0.9846
High	0.9915	0.9980	0.0065	0.7%	1.0054
Low	0.9797	0.9885	0.0088	0.9%	0.9790
Close	0.9913	0.9930	0.0017	0.2%	0.9989
Range	0.0118	0.0095	-0.0023	-19.5%	0.0264
ATR	0.0088	0.0088	0.0001	0.6%	0.0000
Volume	832	602	-230	-27.6%	5,711

Daily Pivots for day following 29-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0217	1.0168	0.9982
R3	1.0122	1.0073	0.9956
R2	1.0027	1.0027	0.9947
R1	0.9978	0.9978	0.9939	1.0003
PP	0.9932	0.9932	0.9932	0.9944
S1	0.9883	0.9883	0.9921	0.9908
S2	0.9837	0.9837	0.9913
S3	0.9742	0.9788	0.9904
S4	0.9647	0.9693	0.9878

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0736	1.0627	1.0134
R3	1.0472	1.0363	1.0062
R2	1.0208	1.0208	1.0037
R1	1.0099	1.0099	1.0013	1.0154
PP	0.9944	0.9944	0.9944	0.9972
S1	0.9835	0.9835	0.9965	0.9890
S2	0.9680	0.9680	0.9941
S3	0.9416	0.9571	0.9916
S4	0.9152	0.9307	0.9844

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0018	0.9797	0.0221	2.2%	0.0104	1.1%	60%	False	False	508
10	1.0054	0.9790	0.0264	2.7%	0.0104	1.0%	53%	False	False	799
20	1.0054	0.9790	0.0264	2.7%	0.0085	0.9%	53%	False	False	528
40	1.0054	0.9680	0.0374	3.8%	0.0076	0.8%	67%	False	False	365
60	1.0054	0.9288	0.0766	7.7%	0.0069	0.7%	84%	False	False	253
80	1.0054	0.9288	0.0766	7.7%	0.0060	0.6%	84%	False	False	195
100	1.0054	0.9288	0.0766	7.7%	0.0051	0.5%	84%	False	False	161
120	1.0054	0.9288	0.0766	7.7%	0.0046	0.5%	84%	False	False	135

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0384
2.618	1.0229
1.618	1.0134
1.000	1.0075
0.618	1.0039
HIGH	0.9980
0.618	0.9944
0.500	0.9933
0.382	0.9921
LOW	0.9885
0.618	0.9826
1.000	0.9790
1.618	0.9731
2.618	0.9636
4.250	0.9481

Fisher Pivots for day following 29-Apr-2010
Pivot	1 day	3 day
R1	0.9933	0.9918
PP	0.9932	0.9906
S1	0.9931	0.9894

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

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