CME Canadian Dollar Future March 2011

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Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary Previous Current 25-Jun-2010 28-Jun-2010 Change Change % Previous Week Open 0.9577 0.9636 0.0059 0.6% 0.9800 High 0.9577 0.9636 0.0059 0.6% 0.9800 Low 0.9577 0.9636 0.0059 0.6% 0.9570 Close 0.9626 0.9636 0.0010 0.1% 0.9626 Range ATR 0.0064 0.0060 -0.0004 -6.0% 0.0000 Volume 1 16 15 1,500.0% 30
Daily Pivots for day following 28-Jun-2010 Classic Woodie Camarilla DeMark R4 0.9636 0.9636 0.9636 R3 0.9636 0.9636 0.9636 R2 0.9636 0.9636 0.9636 R1 0.9636 0.9636 0.9636 0.9636 PP 0.9636 0.9636 0.9636 0.9636 S1 0.9636 0.9636 0.9636 0.9636 S2 0.9636 0.9636 0.9636 S3 0.9636 0.9636 0.9636 S4 0.9636 0.9636 0.9636	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 0.9726 0.9570 0.0156 1.6% 0.0016 0.2% 42% False False 9 10 0.9800 0.9570 0.0230 2.4% 0.0009 0.1% 29% False False 7 20 0.9800 0.9408 0.0392 4.1% 0.0018 0.2% 58% False False 12
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 0.0000	Fibonacci Retracements and Extensions 4.250 0.9636 2.618 0.9636 1.618 0.9636 1.000 0.9636 0.618 0.9636 HIGH 0.9636 0.618 0.9636 0.500 0.9636 0.382 0.9636 LOW 0.9636 0.618 0.9636 1.000 0.9636 1.618 0.9636 2.618 0.9636 4.250 0.9636
Fisher Pivots for day following 28-Jun-2010 Pivot 1 day 3 day R1 0.9636 0.9626 PP 0.9636 0.9616 S1 0.9636 0.9607

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