CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 10-May-2010

Day Change Summary
	Previous	Current
	07-May-2010	10-May-2010	Change	Change %	Previous Week
Open	0.9500	0.9687	0.0187	2.0%	0.9838
High	0.9674	0.9795	0.0121	1.3%	0.9900
Low	0.9461	0.9591	0.0130	1.4%	0.9293
Close	0.9591	0.9760	0.0169	1.8%	0.9591
Range	0.0213	0.0204	-0.0009	-4.2%	0.0607
ATR	0.0139	0.0144	0.0005	3.3%	0.0000
Volume	220,783	194,265	-26,518	-12.0%	600,096

Daily Pivots for day following 10-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0327	1.0248	0.9872
R3	1.0123	1.0044	0.9816
R2	0.9919	0.9919	0.9797
R1	0.9840	0.9840	0.9779	0.9880
PP	0.9715	0.9715	0.9715	0.9735
S1	0.9636	0.9636	0.9741	0.9676
S2	0.9511	0.9511	0.9723
S3	0.9307	0.9432	0.9704
S4	0.9103	0.9228	0.9648

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1416	1.1110	0.9925
R3	1.0809	1.0503	0.9758
R2	1.0202	1.0202	0.9702
R1	0.9896	0.9896	0.9647	0.9746
PP	0.9595	0.9595	0.9595	0.9519
S1	0.9289	0.9289	0.9535	0.9139
S2	0.8988	0.8988	0.9480
S3	0.8381	0.8682	0.9424
S4	0.7774	0.8075	0.9257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9900	0.9293	0.0607	6.2%	0.0224	2.3%	77%	False	False	138,429
10	1.0001	0.9293	0.0708	7.3%	0.0177	1.8%	66%	False	False	116,948
20	1.0069	0.9293	0.0776	8.0%	0.0136	1.4%	60%	False	False	101,701
40	1.0069	0.9293	0.0776	8.0%	0.0109	1.1%	60%	False	False	83,703
60	1.0069	0.9293	0.0776	8.0%	0.0103	1.1%	60%	False	False	59,618
80	1.0069	0.9276	0.0793	8.1%	0.0100	1.0%	61%	False	False	44,807
100	1.0069	0.9276	0.0793	8.1%	0.0095	1.0%	61%	False	False	35,879
120	1.0069	0.9276	0.0793	8.1%	0.0087	0.9%	61%	False	False	29,910

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	0.0030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0662
2.618	1.0329
1.618	1.0125
1.000	0.9999
0.618	0.9921
HIGH	0.9795
0.618	0.9717
0.500	0.9693
0.382	0.9669
LOW	0.9591
0.618	0.9465
1.000	0.9387
1.618	0.9261
2.618	0.9057
4.250	0.8724

Fisher Pivots for day following 10-May-2010
Pivot	1 day	3 day
R1	0.9738	0.9688
PP	0.9715	0.9616
S1	0.9693	0.9544

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

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