CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 30-Apr-2010

Day Change Summary
	Previous	Current
	29-Apr-2010	30-Apr-2010	Change	Change %	Previous Week
Open	0.9891	0.9951	0.0060	0.6%	0.9998
High	0.9980	0.9970	-0.0010	-0.1%	1.0018
Low	0.9885	0.9816	-0.0069	-0.7%	0.9797
Close	0.9930	0.9827	-0.0103	-1.0%	0.9827
Range	0.0095	0.0154	0.0059	62.1%	0.0221
ATR	0.0088	0.0093	0.0005	5.3%	0.0000
Volume	602	241	-361	-60.0%	2,408

Daily Pivots for day following 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0333	1.0234	0.9912
R3	1.0179	1.0080	0.9869
R2	1.0025	1.0025	0.9855
R1	0.9926	0.9926	0.9841	0.9899
PP	0.9871	0.9871	0.9871	0.9857
S1	0.9772	0.9772	0.9813	0.9745
S2	0.9717	0.9717	0.9799
S3	0.9563	0.9618	0.9785
S4	0.9409	0.9464	0.9742

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0544	1.0406	0.9949
R3	1.0323	1.0185	0.9888
R2	1.0102	1.0102	0.9868
R1	0.9964	0.9964	0.9847	0.9923
PP	0.9881	0.9881	0.9881	0.9860
S1	0.9743	0.9743	0.9807	0.9702
S2	0.9660	0.9660	0.9786
S3	0.9439	0.9522	0.9766
S4	0.9218	0.9301	0.9705

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%	0.0118	1.2%	14%	False	False	481
10	1.0054	0.9790	0.0264	2.7%	0.0105	1.1%	14%	False	False	811
20	1.0054	0.9790	0.0264	2.7%	0.0091	0.9%	14%	False	False	531
40	1.0054	0.9685	0.0369	3.8%	0.0079	0.8%	38%	False	False	370
60	1.0054	0.9288	0.0766	7.8%	0.0070	0.7%	70%	False	False	257
80	1.0054	0.9288	0.0766	7.8%	0.0061	0.6%	70%	False	False	197
100	1.0054	0.9288	0.0766	7.8%	0.0052	0.5%	70%	False	False	163
120	1.0054	0.9288	0.0766	7.8%	0.0047	0.5%	70%	False	False	137

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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0625
2.618	1.0373
1.618	1.0219
1.000	1.0124
0.618	1.0065
HIGH	0.9970
0.618	0.9911
0.500	0.9893
0.382	0.9875
LOW	0.9816
0.618	0.9721
1.000	0.9662
1.618	0.9567
2.618	0.9413
4.250	0.9162

Fisher Pivots for day following 30-Apr-2010
Pivot	1 day	3 day
R1	0.9893	0.9889
PP	0.9871	0.9868
S1	0.9849	0.9848

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

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