CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 17-May-2010

Day Change Summary
	Previous	Current
	14-May-2010	17-May-2010	Change	Change %	Previous Week
Open	0.9784	0.9660	-0.0124	-1.3%	0.9657
High	0.9784	0.9686	-0.0098	-1.0%	0.9880
Low	0.9632	0.9583	-0.0049	-0.5%	0.9630
Close	0.9687	0.9657	-0.0030	-0.3%	0.9687
Range	0.0152	0.0103	-0.0049	-32.2%	0.0250
ATR	0.0132	0.0130	-0.0002	-1.5%	0.0000
Volume	3,044	988	-2,056	-67.5%	6,696

Daily Pivots for day following 17-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9951	0.9907	0.9714
R3	0.9848	0.9804	0.9685
R2	0.9745	0.9745	0.9676
R1	0.9701	0.9701	0.9666	0.9672
PP	0.9642	0.9642	0.9642	0.9627
S1	0.9598	0.9598	0.9648	0.9569
S2	0.9539	0.9539	0.9638
S3	0.9436	0.9495	0.9629
S4	0.9333	0.9392	0.9600

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	0.9583	0.0297	3.1%	0.0110	1.1%	25%	False	True	1,333
10	0.9885	0.9291	0.0594	6.2%	0.0157	1.6%	62%	False	False	1,085
20	1.0054	0.9291	0.0763	7.9%	0.0133	1.4%	48%	False	False	922
40	1.0054	0.9291	0.0763	7.9%	0.0102	1.1%	48%	False	False	596
60	1.0054	0.9291	0.0763	7.9%	0.0090	0.9%	48%	False	False	443
80	1.0054	0.9288	0.0766	7.9%	0.0078	0.8%	48%	False	False	338
100	1.0054	0.9288	0.0766	7.9%	0.0068	0.7%	48%	False	False	274
120	1.0054	0.9288	0.0766	7.9%	0.0060	0.6%	48%	False	False	232

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0124
2.618	0.9956
1.618	0.9853
1.000	0.9789
0.618	0.9750
HIGH	0.9686
0.618	0.9647
0.500	0.9635
0.382	0.9622
LOW	0.9583
0.618	0.9519
1.000	0.9480
1.618	0.9416
2.618	0.9313
4.250	0.9145

Fisher Pivots for day following 17-May-2010
Pivot	1 day	3 day
R1	0.9650	0.9732
PP	0.9642	0.9707
S1	0.9635	0.9682

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

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