CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	0.9432	0.9424	-0.0008	-0.1%	0.9507
High	0.9510	0.9551	0.0041	0.4%	0.9676
Low	0.9361	0.9422	0.0061	0.7%	0.9406
Close	0.9459	0.9509	0.0050	0.5%	0.9435
Range	0.0149	0.0129	-0.0020	-13.4%	0.0270
ATR	0.0159	0.0156	-0.0002	-1.3%	0.0000
Volume	128,610	108,473	-20,137	-15.7%	371,727

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9881	0.9824	0.9580
R3	0.9752	0.9695	0.9544
R2	0.9623	0.9623	0.9533
R1	0.9566	0.9566	0.9521	0.9595
PP	0.9494	0.9494	0.9494	0.9508
S1	0.9437	0.9437	0.9497	0.9466
S2	0.9365	0.9365	0.9485
S3	0.9236	0.9308	0.9474
S4	0.9107	0.9179	0.9438

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%	0.0167	1.8%	47%	False	False	104,589
10	0.9676	0.9213	0.0463	4.9%	0.0162	1.7%	64%	False	False	100,286
20	0.9891	0.9213	0.0678	7.1%	0.0153	1.6%	44%	False	False	106,403
40	1.0069	0.9213	0.0856	9.0%	0.0144	1.5%	35%	False	False	104,052
60	1.0069	0.9213	0.0856	9.0%	0.0124	1.3%	35%	False	False	91,270
80	1.0069	0.9213	0.0856	9.0%	0.0116	1.2%	35%	False	False	71,314
100	1.0069	0.9213	0.0856	9.0%	0.0111	1.2%	35%	False	False	57,126
120	1.0069	0.9213	0.0856	9.0%	0.0105	1.1%	35%	False	False	47,633

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	0.0037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0099
2.618	0.9889
1.618	0.9760
1.000	0.9680
0.618	0.9631
HIGH	0.9551
0.618	0.9502
0.500	0.9487
0.382	0.9471
LOW	0.9422
0.618	0.9342
1.000	0.9293
1.618	0.9213
2.618	0.9084
4.250	0.8874

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	0.9502	0.9509
PP	0.9494	0.9509
S1	0.9487	0.9509

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

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