CME Canadian Dollar Future December 2010

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Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary Previous Current 26-Feb-2010 01-Mar-2010 Change Change % Previous Week Open 0.9475 0.9465 -0.0010 -0.1% 0.9584 High 0.9486 0.9465 -0.0021 -0.2% 0.9584 Low 0.9475 0.9465 -0.0010 -0.1% 0.9363 Close 0.9496 0.9591 0.0095 1.0% 0.9496 Range 0.0011 0.0000 -0.0011 -100.0% 0.0221 ATR 0.0045 0.0044 -0.0001 -2.2% 0.0000 Volume 91 6 -85 -93.4% 163
Daily Pivots for day following 01-Mar-2010 Classic Woodie Camarilla DeMark R4 0.9507 0.9549 0.9591 R3 0.9507 0.9549 0.9591 R2 0.9507 0.9507 0.9591 R1 0.9549 0.9549 0.9591 0.9528 PP 0.9507 0.9507 0.9507 0.9497 S1 0.9549 0.9549 0.9591 0.9528 S2 0.9507 0.9507 0.9591 S3 0.9507 0.9549 0.9591 S4 0.9507 0.9549 0.9591	Weekly Pivots for week ending 26-Feb-2010 Classic Woodie Camarilla DeMark R4 1.0144 1.0041 0.9618 R3 0.9923 0.9820 0.9557 R2 0.9702 0.9702 0.9537 R1 0.9599 0.9599 0.9516 0.9540 PP 0.9481 0.9481 0.9481 0.9452 S1 0.9378 0.9378 0.9476 0.9319 S2 0.9260 0.9260 0.9455 S3 0.9039 0.9157 0.9435 S4 0.8818 0.8936 0.9374
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9497 0.9363 0.0134 1.4% 0.0021 0.2% 170% False False 27 10 0.9606 0.9363 0.0243 2.5% 0.0013 0.1% 94% False False 21
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 True Bull Hook False Stretch 0.0000 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9465 2.618 0.9465 1.618 0.9465 1.000 0.9465 0.618 0.9465 HIGH 0.9465 0.618 0.9465 0.500 0.9465 0.382 0.9465 LOW 0.9465 0.618 0.9465 1.000 0.9465 1.618 0.9465 2.618 0.9465 4.250 0.9465
Fisher Pivots for day following 01-Mar-2010 Pivot 1 day 3 day R1 0.9549 0.9536 PP 0.9507 0.9480 S1 0.9465 0.9425

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