CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 04-May-2010

Day Change Summary
	Previous	Current
	03-May-2010	04-May-2010	Change	Change %	Previous Week
Open	0.9831	0.9885	0.0054	0.5%	0.9998
High	0.9893	0.9885	-0.0008	-0.1%	1.0018
Low	0.9808	0.9748	-0.0060	-0.6%	0.9797
Close	0.9890	0.9749	-0.0141	-1.4%	0.9827
Range	0.0085	0.0137	0.0052	61.2%	0.0221
ATR	0.0092	0.0096	0.0004	3.8%	0.0000
Volume	519	216	-303	-58.4%	2,408

Daily Pivots for day following 04-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0205	1.0114	0.9824
R3	1.0068	0.9977	0.9787
R2	0.9931	0.9931	0.9774
R1	0.9840	0.9840	0.9762	0.9817
PP	0.9794	0.9794	0.9794	0.9783
S1	0.9703	0.9703	0.9736	0.9680
S2	0.9657	0.9657	0.9724
S3	0.9520	0.9566	0.9711
S4	0.9383	0.9429	0.9674

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	0.9980	0.9748	0.0232	2.4%	0.0118	1.2%	0%	False	True	482
10	1.0054	0.9748	0.0306	3.1%	0.0105	1.1%	0%	False	True	745
20	1.0054	0.9748	0.0306	3.1%	0.0095	1.0%	0%	False	True	561
40	1.0054	0.9685	0.0369	3.8%	0.0082	0.8%	17%	False	False	385
60	1.0054	0.9318	0.0736	7.5%	0.0073	0.7%	59%	False	False	268
80	1.0054	0.9288	0.0766	7.9%	0.0063	0.6%	60%	False	False	206
100	1.0054	0.9288	0.0766	7.9%	0.0054	0.6%	60%	False	False	168
120	1.0054	0.9288	0.0766	7.9%	0.0049	0.5%	60%	False	False	143

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0467
2.618	1.0244
1.618	1.0107
1.000	1.0022
0.618	0.9970
HIGH	0.9885
0.618	0.9833
0.500	0.9817
0.382	0.9800
LOW	0.9748
0.618	0.9663
1.000	0.9611
1.618	0.9526
2.618	0.9389
4.250	0.9166

Fisher Pivots for day following 04-May-2010
Pivot	1 day	3 day
R1	0.9817	0.9859
PP	0.9794	0.9822
S1	0.9772	0.9786

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

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