CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	0.9582	0.9651	0.0069	0.7%	0.9798
High	0.9668	0.9684	0.0016	0.2%	0.9857
Low	0.9570	0.9636	0.0066	0.7%	0.9545
Close	0.9650	0.9661	0.0011	0.1%	0.9650
Range	0.0098	0.0048	-0.0050	-51.0%	0.0312
ATR	0.0130	0.0124	-0.0006	-4.5%	0.0000
Volume	83,345	75,907	-7,438	-8.9%	405,527

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9804	0.9781	0.9687
R3	0.9756	0.9733	0.9674
R2	0.9708	0.9708	0.9670
R1	0.9685	0.9685	0.9665	0.9697
PP	0.9660	0.9660	0.9660	0.9666
S1	0.9637	0.9637	0.9657	0.9649
S2	0.9612	0.9612	0.9652
S3	0.9564	0.9589	0.9648
S4	0.9516	0.9541	0.9635

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0620	1.0447	0.9822
R3	1.0308	1.0135	0.9736
R2	0.9996	0.9996	0.9707
R1	0.9823	0.9823	0.9679	0.9754
PP	0.9684	0.9684	0.9684	0.9649
S1	0.9511	0.9511	0.9621	0.9442
S2	0.9372	0.9372	0.9593
S3	0.9060	0.9199	0.9564
S4	0.8748	0.8887	0.9478

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9816	0.9545	0.0271	2.8%	0.0104	1.1%	43%	False	False	84,545
10	0.9857	0.9545	0.0312	3.2%	0.0106	1.1%	37%	False	False	77,583
20	0.9857	0.9357	0.0500	5.2%	0.0127	1.3%	61%	False	False	50,899
40	0.9893	0.9222	0.0671	6.9%	0.0140	1.5%	65%	False	False	26,161
60	1.0054	0.9222	0.0832	8.6%	0.0124	1.3%	53%	False	False	17,617
80	1.0054	0.9222	0.0832	8.6%	0.0110	1.1%	53%	False	False	13,266
100	1.0054	0.9222	0.0832	8.6%	0.0098	1.0%	53%	False	False	10,618
120	1.0054	0.9222	0.0832	8.6%	0.0088	0.9%	53%	False	False	8,852

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	0.9888
2.618	0.9810
1.618	0.9762
1.000	0.9732
0.618	0.9714
HIGH	0.9684
0.618	0.9666
0.500	0.9660
0.382	0.9654
LOW	0.9636
0.618	0.9606
1.000	0.9588
1.618	0.9558
2.618	0.9510
4.250	0.9432

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	0.9661	0.9646
PP	0.9660	0.9630
S1	0.9660	0.9615

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

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