CME Canadian Dollar Future September 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	0.9427	0.9416	-0.0011	-0.1%	0.9480
High	0.9503	0.9545	0.0042	0.4%	0.9669
Low	0.9357	0.9416	0.0059	0.6%	0.9402
Close	0.9454	0.9504	0.0050	0.5%	0.9430
Range	0.0146	0.0129	-0.0017	-11.6%	0.0267
ATR	0.0153	0.0151	-0.0002	-1.1%	0.0000
Volume	8,713	29,888	21,175	243.0%	13,946

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9875	0.9819	0.9575
R3	0.9746	0.9690	0.9539
R2	0.9617	0.9617	0.9528
R1	0.9561	0.9561	0.9516	0.9589
PP	0.9488	0.9488	0.9488	0.9503
S1	0.9432	0.9432	0.9492	0.9460
S2	0.9359	0.9359	0.9480
S3	0.9230	0.9303	0.9469
S4	0.9101	0.9174	0.9433

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%	0.0165	1.7%	47%	False	False	10,168
10	0.9669	0.9222	0.0447	4.7%	0.0157	1.6%	63%	False	False	5,981
20	0.9880	0.9222	0.0658	6.9%	0.0147	1.5%	43%	False	False	3,814
40	1.0054	0.9222	0.0832	8.8%	0.0135	1.4%	34%	False	False	2,250
60	1.0054	0.9222	0.0832	8.8%	0.0114	1.2%	34%	False	False	1,589
80	1.0054	0.9222	0.0832	8.8%	0.0100	1.1%	34%	False	False	1,203
100	1.0054	0.9222	0.0832	8.8%	0.0087	0.9%	34%	False	False	967
120	1.0054	0.9222	0.0832	8.8%	0.0077	0.8%	34%	False	False	809

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	0.0033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0093
2.618	0.9883
1.618	0.9754
1.000	0.9674
0.618	0.9625
HIGH	0.9545
0.618	0.9496
0.500	0.9481
0.382	0.9465
LOW	0.9416
0.618	0.9336
1.000	0.9287
1.618	0.9207
2.618	0.9078
4.250	0.8868

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	0.9496	0.9504
PP	0.9488	0.9504
S1	0.9481	0.9504

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

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