CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	0.9482	0.9624	0.0142	1.5%	0.9415
High	0.9641	0.9676	0.0035	0.4%	0.9575
Low	0.9457	0.9556	0.0099	1.0%	0.9213
Close	0.9615	0.9600	-0.0015	-0.2%	0.9513
Range	0.0184	0.0120	-0.0064	-34.8%	0.0362
ATR	0.0155	0.0152	-0.0002	-1.6%	0.0000
Volume	123,809	89,861	-33,948	-27.4%	546,301

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9971	0.9905	0.9666
R3	0.9851	0.9785	0.9633
R2	0.9731	0.9731	0.9622
R1	0.9665	0.9665	0.9611	0.9638
PP	0.9611	0.9611	0.9611	0.9597
S1	0.9545	0.9545	0.9589	0.9518
S2	0.9491	0.9491	0.9578
S3	0.9371	0.9425	0.9567
S4	0.9251	0.9305	0.9534

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0520	1.0378	0.9712
R3	1.0158	1.0016	0.9613
R2	0.9796	0.9796	0.9579
R1	0.9654	0.9654	0.9546	0.9725
PP	0.9434	0.9434	0.9434	0.9469
S1	0.9292	0.9292	0.9480	0.9363
S2	0.9072	0.9072	0.9447
S3	0.8710	0.8930	0.9413
S4	0.8348	0.8568	0.9314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9676	0.9337	0.0339	3.5%	0.0147	1.5%	78%	True	False	100,163
10	0.9676	0.9213	0.0463	4.8%	0.0165	1.7%	84%	True	False	116,117
20	0.9891	0.9213	0.0678	7.1%	0.0169	1.8%	57%	False	False	117,571
40	1.0069	0.9213	0.0856	8.9%	0.0138	1.4%	45%	False	False	101,687
60	1.0069	0.9213	0.0856	8.9%	0.0120	1.2%	45%	False	False	88,582
80	1.0069	0.9213	0.0856	8.9%	0.0113	1.2%	45%	False	False	67,470
100	1.0069	0.9213	0.0856	8.9%	0.0109	1.1%	45%	False	False	54,040
120	1.0069	0.9213	0.0856	8.9%	0.0102	1.1%	45%	False	False	45,059

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	0.0032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0186
2.618	0.9990
1.618	0.9870
1.000	0.9796
0.618	0.9750
HIGH	0.9676
0.618	0.9630
0.500	0.9616
0.382	0.9602
LOW	0.9556
0.618	0.9482
1.000	0.9436
1.618	0.9362
2.618	0.9242
4.250	0.9046

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	0.9616	0.9589
PP	0.9611	0.9578
S1	0.9605	0.9567

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

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