CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 11-May-2010

Day Change Summary
	Previous	Current
	10-May-2010	11-May-2010	Change	Change %	Previous Week
Open	0.9657	0.9767	0.0110	1.1%	0.9831
High	0.9787	0.9846	0.0059	0.6%	0.9893
Low	0.9630	0.9720	0.0090	0.9%	0.9291
Close	0.9755	0.9810	0.0055	0.6%	0.9591
Range	0.0157	0.0126	-0.0031	-19.7%	0.0602
ATR	0.0135	0.0134	-0.0001	-0.5%	0.0000
Volume	1,017	1,206	189	18.6%	3,693

Daily Pivots for day following 11-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0170	1.0116	0.9879
R3	1.0044	0.9990	0.9845
R2	0.9918	0.9918	0.9833
R1	0.9864	0.9864	0.9822	0.9891
PP	0.9792	0.9792	0.9792	0.9806
S1	0.9738	0.9738	0.9798	0.9765
S2	0.9666	0.9666	0.9787
S3	0.9540	0.9612	0.9775
S4	0.9414	0.9486	0.9741

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1398	1.1096	0.9922
R3	1.0796	1.0494	0.9757
R2	1.0194	1.0194	0.9701
R1	0.9892	0.9892	0.9646	0.9742
PP	0.9592	0.9592	0.9592	0.9517
S1	0.9290	0.9290	0.9536	0.9140
S2	0.8990	0.8990	0.9481
S3	0.8388	0.8688	0.9425
S4	0.7786	0.8086	0.9260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9846	0.9291	0.0555	5.7%	0.0202	2.1%	94%	True	False	1,036
10	0.9980	0.9291	0.0689	7.0%	0.0160	1.6%	75%	False	False	759
20	1.0054	0.9291	0.0763	7.8%	0.0127	1.3%	68%	False	False	738
40	1.0054	0.9291	0.0763	7.8%	0.0099	1.0%	68%	False	False	500
60	1.0054	0.9291	0.0763	7.8%	0.0086	0.9%	68%	False	False	353
80	1.0054	0.9288	0.0766	7.8%	0.0074	0.8%	68%	False	False	270
100	1.0054	0.9288	0.0766	7.8%	0.0064	0.7%	68%	False	False	220
120	1.0054	0.9288	0.0766	7.8%	0.0057	0.6%	68%	False	False	186

Crabel Price Patterns
NR	True
NR4	True
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	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0382
2.618	1.0176
1.618	1.0050
1.000	0.9972
0.618	0.9924
HIGH	0.9846
0.618	0.9798
0.500	0.9783
0.382	0.9768
LOW	0.9720
0.618	0.9642
1.000	0.9594
1.618	0.9516
2.618	0.9390
4.250	0.9185

Fisher Pivots for day following 11-May-2010
Pivot	1 day	3 day
R1	0.9801	0.9760
PP	0.9792	0.9710
S1	0.9783	0.9660

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

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