CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	0.9680	0.9691	0.0011	0.1%	0.9585
High	0.9740	0.9711	-0.0029	-0.3%	0.9675
Low	0.9672	0.9650	-0.0022	-0.2%	0.9500
Close	0.9715	0.9692	-0.0023	-0.2%	0.9615
Range	0.0068	0.0061	-0.0007	-10.3%	0.0175
ATR	0.0081	0.0079	-0.0001	-1.4%	0.0000
Volume	319	129	-190	-59.6%	435

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9867	0.9841	0.9726
R3	0.9806	0.9780	0.9709
R2	0.9745	0.9745	0.9703
R1	0.9719	0.9719	0.9698	0.9732
PP	0.9684	0.9684	0.9684	0.9691
S1	0.9658	0.9658	0.9686	0.9671
S2	0.9623	0.9623	0.9681
S3	0.9562	0.9597	0.9675
S4	0.9501	0.9536	0.9658

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0122	1.0043	0.9711
R3	0.9947	0.9868	0.9663
R2	0.9772	0.9772	0.9647
R1	0.9693	0.9693	0.9631	0.9733
PP	0.9597	0.9597	0.9597	0.9616
S1	0.9518	0.9518	0.9599	0.9558
S2	0.9422	0.9422	0.9583
S3	0.9247	0.9343	0.9567
S4	0.9072	0.9168	0.9519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9740	0.9600	0.0140	1.4%	0.0061	0.6%	66%	False	False	168
10	0.9740	0.9356	0.0384	4.0%	0.0074	0.8%	88%	False	False	133
20	0.9740	0.9338	0.0402	4.1%	0.0069	0.7%	88%	False	False	112
40	0.9830	0.9338	0.0492	5.1%	0.0055	0.6%	72%	False	False	73
60	0.9830	0.9338	0.0492	5.1%	0.0048	0.5%	72%	False	False	56
80	0.9830	0.9294	0.0536	5.5%	0.0040	0.4%	74%	False	False	45

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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9970
2.618	0.9871
1.618	0.9810
1.000	0.9772
0.618	0.9749
HIGH	0.9711
0.618	0.9688
0.500	0.9681
0.382	0.9673
LOW	0.9650
0.618	0.9612
1.000	0.9589
1.618	0.9551
2.618	0.9490
4.250	0.9391

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	0.9688	0.9689
PP	0.9684	0.9686
S1	0.9681	0.9683

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

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