CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 14-May-2010

Day Change Summary
	Previous	Current
	13-May-2010	14-May-2010	Change	Change %	Previous Week
Open	0.9808	0.9784	-0.0024	-0.2%	0.9657
High	0.9880	0.9784	-0.0096	-1.0%	0.9880
Low	0.9798	0.9632	-0.0166	-1.7%	0.9630
Close	0.9824	0.9687	-0.0137	-1.4%	0.9687
Range	0.0082	0.0152	0.0070	85.4%	0.0250
ATR	0.0128	0.0132	0.0005	3.6%	0.0000
Volume	769	3,044	2,275	295.8%	6,696

Daily Pivots for day following 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0157	1.0074	0.9771
R3	1.0005	0.9922	0.9729
R2	0.9853	0.9853	0.9715
R1	0.9770	0.9770	0.9701	0.9736
PP	0.9701	0.9701	0.9701	0.9684
S1	0.9618	0.9618	0.9673	0.9584
S2	0.9549	0.9549	0.9659
S3	0.9397	0.9466	0.9645
S4	0.9245	0.9314	0.9603

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0482	1.0335	0.9825
R3	1.0232	1.0085	0.9756
R2	0.9982	0.9982	0.9733
R1	0.9835	0.9835	0.9710	0.9909
PP	0.9732	0.9732	0.9732	0.9769
S1	0.9585	0.9585	0.9664	0.9659
S2	0.9482	0.9482	0.9641
S3	0.9232	0.9335	0.9618
S4	0.8982	0.9085	0.9550

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9880	0.9630	0.0250	2.6%	0.0121	1.2%	23%	False	False	1,339
10	0.9893	0.9291	0.0602	6.2%	0.0156	1.6%	66%	False	False	1,038
20	1.0054	0.9291	0.0763	7.9%	0.0130	1.3%	52%	False	False	925
40	1.0054	0.9291	0.0763	7.9%	0.0101	1.0%	52%	False	False	581
60	1.0054	0.9291	0.0763	7.9%	0.0089	0.9%	52%	False	False	427
80	1.0054	0.9288	0.0766	7.9%	0.0077	0.8%	52%	False	False	325
100	1.0054	0.9288	0.0766	7.9%	0.0066	0.7%	52%	False	False	264
120	1.0054	0.9288	0.0766	7.9%	0.0059	0.6%	52%	False	False	223

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0430
2.618	1.0182
1.618	1.0030
1.000	0.9936
0.618	0.9878
HIGH	0.9784
0.618	0.9726
0.500	0.9708
0.382	0.9690
LOW	0.9632
0.618	0.9538
1.000	0.9480
1.618	0.9386
2.618	0.9234
4.250	0.8986

Fisher Pivots for day following 14-May-2010
Pivot	1 day	3 day
R1	0.9708	0.9756
PP	0.9701	0.9733
S1	0.9694	0.9710

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

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