CME Canadian Dollar Future September 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	0.9600	0.9427	-0.0173	-1.8%	0.9480
High	0.9651	0.9503	-0.0148	-1.5%	0.9669
Low	0.9402	0.9357	-0.0045	-0.5%	0.9402
Close	0.9430	0.9454	0.0024	0.3%	0.9430
Range	0.0249	0.0146	-0.0103	-41.4%	0.0267
ATR	0.0153	0.0153	-0.0001	-0.3%	0.0000
Volume	5,125	8,713	3,588	70.0%	13,946

Daily Pivots for day following 07-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9876	0.9811	0.9534
R3	0.9730	0.9665	0.9494
R2	0.9584	0.9584	0.9481
R1	0.9519	0.9519	0.9467	0.9552
PP	0.9438	0.9438	0.9438	0.9454
S1	0.9373	0.9373	0.9441	0.9406
S2	0.9292	0.9292	0.9427
S3	0.9146	0.9227	0.9414
S4	0.9000	0.9081	0.9374

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0301	1.0133	0.9577
R3	1.0034	0.9866	0.9503
R2	0.9767	0.9767	0.9479
R1	0.9599	0.9599	0.9454	0.9550
PP	0.9500	0.9500	0.9500	0.9476
S1	0.9332	0.9332	0.9406	0.9283
S2	0.9233	0.9233	0.9381
S3	0.8966	0.9065	0.9357
S4	0.8699	0.8798	0.9283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9669	0.9357	0.0312	3.3%	0.0166	1.8%	31%	False	True	4,531
10	0.9669	0.9222	0.0447	4.7%	0.0155	1.6%	52%	False	False	3,169
20	0.9880	0.9222	0.0658	7.0%	0.0148	1.6%	35%	False	False	2,370
40	1.0054	0.9222	0.0832	8.8%	0.0134	1.4%	28%	False	False	1,520
60	1.0054	0.9222	0.0832	8.8%	0.0112	1.2%	28%	False	False	1,092
80	1.0054	0.9222	0.0832	8.8%	0.0099	1.0%	28%	False	False	830
100	1.0054	0.9222	0.0832	8.8%	0.0086	0.9%	28%	False	False	668
120	1.0054	0.9222	0.0832	8.8%	0.0076	0.8%	28%	False	False	559

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	0.0036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0124
2.618	0.9885
1.618	0.9739
1.000	0.9649
0.618	0.9593
HIGH	0.9503
0.618	0.9447
0.500	0.9430
0.382	0.9413
LOW	0.9357
0.618	0.9267
1.000	0.9211
1.618	0.9121
2.618	0.8975
4.250	0.8737

Fisher Pivots for day following 07-Jun-2010
Pivot	1 day	3 day
R1	0.9446	0.9513
PP	0.9438	0.9493
S1	0.9430	0.9474

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

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