CME Canadian Dollar Future March 2011

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Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary Previous Current 24-Jun-2010 25-Jun-2010 Change Change % Previous Week Open 0.9604 0.9577 -0.0027 -0.3% 0.9800 High 0.9604 0.9577 -0.0027 -0.3% 0.9800 Low 0.9604 0.9577 -0.0027 -0.3% 0.9570 Close 0.9566 0.9626 0.0060 0.6% 0.9626 Range ATR 0.0068 0.0064 -0.0004 -6.0% 0.0000 Volume 24 1 -23 -95.8% 30
Daily Pivots for day following 25-Jun-2010 Classic Woodie Camarilla DeMark R4 0.9593 0.9610 0.9626 R3 0.9593 0.9610 0.9626 R2 0.9593 0.9593 0.9626 R1 0.9610 0.9610 0.9626 0.9602 PP 0.9593 0.9593 0.9593 0.9589 S1 0.9610 0.9610 0.9626 0.9602 S2 0.9593 0.9593 0.9626 S3 0.9593 0.9610 0.9626 S4 0.9593 0.9610 0.9626	Weekly Pivots for week ending 25-Jun-2010 Classic Woodie Camarilla DeMark R4 1.0355 1.0221 0.9753 R3 1.0125 0.9991 0.9689 R2 0.9895 0.9895 0.9668 R1 0.9761 0.9761 0.9647 0.9713 PP 0.9665 0.9665 0.9665 0.9642 S1 0.9531 0.9531 0.9605 0.9483 S2 0.9435 0.9435 0.9584 S3 0.9205 0.9301 0.9563 S4 0.8975 0.9071 0.9500
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9800 0.9570 0.0230 2.4% 0.0016 0.2% 24% False False 6 10 0.9800 0.9570 0.0230 2.4% 0.0017 0.2% 24% False False 6 20 0.9800 0.9408 0.0392 4.1% 0.0018 0.2% 56% False False 13
Crabel Price Patterns NR False 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 0.0003	Fibonacci Retracements and Extensions 4.250 0.9577 2.618 0.9577 1.618 0.9577 1.000 0.9577 0.618 0.9577 HIGH 0.9577 0.618 0.9577 0.500 0.9577 0.382 0.9577 LOW 0.9577 0.618 0.9577 1.000 0.9577 1.618 0.9577 2.618 0.9577 4.250 0.9577
Fisher Pivots for day following 25-Jun-2010 Pivot 1 day 3 day R1 0.9610 0.9619 PP 0.9593 0.9613 S1 0.9577 0.9606

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