CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	0.9570	0.9691	0.0121	1.3%	0.9427
High	0.9715	0.9705	-0.0010	-0.1%	0.9715
Low	0.9560	0.9618	0.0058	0.6%	0.9357
Close	0.9688	0.9635	-0.0053	-0.5%	0.9635
Range	0.0155	0.0087	-0.0068	-43.9%	0.0358
ATR	0.0150	0.0146	-0.0005	-3.0%	0.0000
Volume	30,348	53,498	23,150	76.3%	147,921

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9914	0.9861	0.9683
R3	0.9827	0.9774	0.9659
R2	0.9740	0.9740	0.9651
R1	0.9687	0.9687	0.9643	0.9670
PP	0.9653	0.9653	0.9653	0.9644
S1	0.9600	0.9600	0.9627	0.9583
S2	0.9566	0.9566	0.9619
S3	0.9479	0.9513	0.9611
S4	0.9392	0.9426	0.9587

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0643	1.0497	0.9832
R3	1.0285	1.0139	0.9733
R2	0.9927	0.9927	0.9701
R1	0.9781	0.9781	0.9668	0.9854
PP	0.9569	0.9569	0.9569	0.9606
S1	0.9423	0.9423	0.9602	0.9496
S2	0.9211	0.9211	0.9569
S3	0.8853	0.9065	0.9537
S4	0.8495	0.8707	0.9438

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9715	0.9357	0.0358	3.7%	0.0131	1.4%	78%	False	False	29,584
10	0.9715	0.9357	0.0358	3.7%	0.0143	1.5%	78%	False	False	16,481
20	0.9784	0.9222	0.0562	5.8%	0.0151	1.6%	73%	False	False	9,148
40	1.0054	0.9222	0.0832	8.6%	0.0140	1.5%	50%	False	False	4,963
60	1.0054	0.9222	0.0832	8.6%	0.0117	1.2%	50%	False	False	3,397
80	1.0054	0.9222	0.0832	8.6%	0.0104	1.1%	50%	False	False	2,570
100	1.0054	0.9222	0.0832	8.6%	0.0090	0.9%	50%	False	False	2,060
120	1.0054	0.9222	0.0832	8.6%	0.0080	0.8%	50%	False	False	1,719

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.0075
2.618	0.9933
1.618	0.9846
1.000	0.9792
0.618	0.9759
HIGH	0.9705
0.618	0.9672
0.500	0.9662
0.382	0.9651
LOW	0.9618
0.618	0.9564
1.000	0.9531
1.618	0.9477
2.618	0.9390
4.250	0.9248

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	0.9662	0.9626
PP	0.9653	0.9618
S1	0.9644	0.9609

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

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