CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 07-Jun-2010

Day Change Summary
	Previous	Current
	04-Jun-2010	07-Jun-2010	Change	Change %	Previous Week
Open	0.9608	0.9432	-0.0176	-1.8%	0.9507
High	0.9657	0.9510	-0.0147	-1.5%	0.9676
Low	0.9406	0.9361	-0.0045	-0.5%	0.9406
Close	0.9435	0.9459	0.0024	0.3%	0.9435
Range	0.0251	0.0149	-0.0102	-40.6%	0.0270
ATR	0.0159	0.0159	-0.0001	-0.5%	0.0000
Volume	72,193	128,610	56,417	78.1%	371,727

Daily Pivots for day following 07-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9890	0.9824	0.9541
R3	0.9741	0.9675	0.9500
R2	0.9592	0.9592	0.9486
R1	0.9526	0.9526	0.9473	0.9559
PP	0.9443	0.9443	0.9443	0.9460
S1	0.9377	0.9377	0.9445	0.9410
S2	0.9294	0.9294	0.9432
S3	0.9145	0.9228	0.9418
S4	0.8996	0.9079	0.9377

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0316	1.0145	0.9584
R3	1.0046	0.9875	0.9509
R2	0.9776	0.9776	0.9485
R1	0.9605	0.9605	0.9460	0.9556
PP	0.9506	0.9506	0.9506	0.9481
S1	0.9335	0.9335	0.9410	0.9286
S2	0.9236	0.9236	0.9386
S3	0.8966	0.9065	0.9361
S4	0.8696	0.8795	0.9287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9676	0.9361	0.0315	3.3%	0.0168	1.8%	31%	False	True	100,067
10	0.9676	0.9213	0.0463	4.9%	0.0160	1.7%	53%	False	False	104,663
20	0.9891	0.9213	0.0678	7.2%	0.0157	1.7%	36%	False	False	110,693
40	1.0069	0.9213	0.0856	9.0%	0.0143	1.5%	29%	False	False	103,144
60	1.0069	0.9213	0.0856	9.0%	0.0124	1.3%	29%	False	False	90,673
80	1.0069	0.9213	0.0856	9.0%	0.0115	1.2%	29%	False	False	69,968
100	1.0069	0.9213	0.0856	9.0%	0.0111	1.2%	29%	False	False	56,043
120	1.0069	0.9213	0.0856	9.0%	0.0104	1.1%	29%	False	False	46,731

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	0.0040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0143
2.618	0.9900
1.618	0.9751
1.000	0.9659
0.618	0.9602
HIGH	0.9510
0.618	0.9453
0.500	0.9436
0.382	0.9418
LOW	0.9361
0.618	0.9269
1.000	0.9212
1.618	0.9120
2.618	0.8971
4.250	0.8728

Fisher Pivots for day following 07-Jun-2010
Pivot	1 day	3 day
R1	0.9451	0.9519
PP	0.9443	0.9499
S1	0.9436	0.9479

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

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