CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	0.9424	0.9544	0.0120	1.3%	0.9507
High	0.9551	0.9648	0.0097	1.0%	0.9676
Low	0.9422	0.9507	0.0085	0.9%	0.9406
Close	0.9509	0.9575	0.0066	0.7%	0.9435
Range	0.0129	0.0141	0.0012	9.3%	0.0270
ATR	0.0156	0.0155	-0.0001	-0.7%	0.0000
Volume	108,473	108,231	-242	-0.2%	371,727

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0000	0.9928	0.9653
R3	0.9859	0.9787	0.9614
R2	0.9718	0.9718	0.9601
R1	0.9646	0.9646	0.9588	0.9682
PP	0.9577	0.9577	0.9577	0.9595
S1	0.9505	0.9505	0.9562	0.9541
S2	0.9436	0.9436	0.9549
S3	0.9295	0.9364	0.9536
S4	0.9154	0.9223	0.9497

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%	0.0158	1.7%	68%	False	False	101,473
10	0.9676	0.9296	0.0380	4.0%	0.0156	1.6%	73%	False	False	104,489
20	0.9891	0.9213	0.0678	7.1%	0.0154	1.6%	53%	False	False	106,449
40	1.0069	0.9213	0.0856	8.9%	0.0146	1.5%	42%	False	False	105,288
60	1.0069	0.9213	0.0856	8.9%	0.0125	1.3%	42%	False	False	91,540
80	1.0069	0.9213	0.0856	8.9%	0.0117	1.2%	42%	False	False	72,662
100	1.0069	0.9213	0.0856	8.9%	0.0112	1.2%	42%	False	False	58,207
120	1.0069	0.9213	0.0856	8.9%	0.0106	1.1%	42%	False	False	48,535

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0247
2.618	1.0017
1.618	0.9876
1.000	0.9789
0.618	0.9735
HIGH	0.9648
0.618	0.9594
0.500	0.9578
0.382	0.9561
LOW	0.9507
0.618	0.9420
1.000	0.9366
1.618	0.9279
2.618	0.9138
4.250	0.8908

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	0.9578	0.9552
PP	0.9577	0.9528
S1	0.9576	0.9505

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

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