CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 15-Jun-2010

Day Change Summary
	Previous	Current
	14-Jun-2010	15-Jun-2010	Change	Change %	Previous Week
Open	0.9668	0.9682	0.0014	0.1%	0.9432
High	0.9781	0.9741	-0.0040	-0.4%	0.9721
Low	0.9668	0.9665	-0.0003	0.0%	0.9361
Close	0.9707	0.9709	0.0002	0.0%	0.9640
Range	0.0113	0.0076	-0.0037	-32.7%	0.0360
ATR	0.0150	0.0145	-0.0005	-3.5%	0.0000
Volume	23,635	7,105	-16,530	-69.9%	498,961

Daily Pivots for day following 15-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9933	0.9897	0.9751
R3	0.9857	0.9821	0.9730
R2	0.9781	0.9781	0.9723
R1	0.9745	0.9745	0.9716	0.9763
PP	0.9705	0.9705	0.9705	0.9714
S1	0.9669	0.9669	0.9702	0.9687
S2	0.9629	0.9629	0.9695
S3	0.9553	0.9593	0.9688
S4	0.9477	0.9517	0.9667

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0654	1.0507	0.9838
R3	1.0294	1.0147	0.9739
R2	0.9934	0.9934	0.9706
R1	0.9787	0.9787	0.9673	0.9861
PP	0.9574	0.9574	0.9574	0.9611
S1	0.9427	0.9427	0.9607	0.9501
S2	0.9214	0.9214	0.9574
S3	0.8854	0.9067	0.9541
S4	0.8494	0.8707	0.9442

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9781	0.9507	0.0274	2.8%	0.0115	1.2%	74%	False	False	58,523
10	0.9781	0.9361	0.0420	4.3%	0.0141	1.4%	83%	False	False	81,556
20	0.9781	0.9213	0.0568	5.9%	0.0152	1.6%	87%	False	False	97,864
40	1.0069	0.9213	0.0856	8.8%	0.0148	1.5%	58%	False	False	102,497
60	1.0069	0.9213	0.0856	8.8%	0.0127	1.3%	58%	False	False	90,749
80	1.0069	0.9213	0.0856	8.8%	0.0118	1.2%	58%	False	False	74,933
100	1.0069	0.9213	0.0856	8.8%	0.0112	1.1%	58%	False	False	60,042
120	1.0069	0.9213	0.0856	8.8%	0.0107	1.1%	58%	False	False	50,069

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1.0064
2.618	0.9940
1.618	0.9864
1.000	0.9817
0.618	0.9788
HIGH	0.9741
0.618	0.9712
0.500	0.9703
0.382	0.9694
LOW	0.9665
0.618	0.9618
1.000	0.9589
1.618	0.9542
2.618	0.9466
4.250	0.9342

Fisher Pivots for day following 15-Jun-2010
Pivot	1 day	3 day
R1	0.9707	0.9707
PP	0.9705	0.9705
S1	0.9703	0.9703

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

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