CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 02-Jul-2010

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	0.9401	0.9445	0.0044	0.5%	0.9651
High	0.9450	0.9468	0.0018	0.2%	0.9684
Low	0.9361	0.9368	0.0007	0.1%	0.9361
Close	0.9430	0.9393	-0.0037	-0.4%	0.9393
Range	0.0089	0.0100	0.0011	12.4%	0.0323
ATR	0.0129	0.0127	-0.0002	-1.6%	0.0000
Volume	109,972	131,906	21,934	19.9%	488,008

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9710	0.9651	0.9448
R3	0.9610	0.9551	0.9421
R2	0.9510	0.9510	0.9411
R1	0.9451	0.9451	0.9402	0.9431
PP	0.9410	0.9410	0.9410	0.9399
S1	0.9351	0.9351	0.9384	0.9331
S2	0.9310	0.9310	0.9375
S3	0.9210	0.9251	0.9366
S4	0.9110	0.9151	0.9338

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0448	1.0244	0.9571
R3	1.0125	0.9921	0.9482
R2	0.9802	0.9802	0.9452
R1	0.9598	0.9598	0.9423	0.9539
PP	0.9479	0.9479	0.9479	0.9450
S1	0.9275	0.9275	0.9363	0.9216
S2	0.9156	0.9156	0.9334
S3	0.8833	0.8952	0.9304
S4	0.8510	0.8629	0.9215

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9684	0.9361	0.0323	3.4%	0.0123	1.3%	10%	False	False	97,601
10	0.9857	0.9361	0.0496	5.3%	0.0121	1.3%	6%	False	False	89,353
20	0.9857	0.9357	0.0500	5.3%	0.0121	1.3%	7%	False	False	70,807
40	0.9880	0.9222	0.0658	7.0%	0.0136	1.4%	26%	False	False	36,413
60	1.0054	0.9222	0.0832	8.9%	0.0128	1.4%	21%	False	False	24,475
80	1.0054	0.9222	0.0832	8.9%	0.0114	1.2%	21%	False	False	18,413
100	1.0054	0.9222	0.0832	8.9%	0.0102	1.1%	21%	False	False	14,738
120	1.0054	0.9222	0.0832	8.9%	0.0091	1.0%	21%	False	False	12,285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9893
2.618	0.9730
1.618	0.9630
1.000	0.9568
0.618	0.9530
HIGH	0.9468
0.618	0.9430
0.500	0.9418
0.382	0.9406
LOW	0.9368
0.618	0.9306
1.000	0.9268
1.618	0.9206
2.618	0.9106
4.250	0.8943

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	0.9418	0.9455
PP	0.9410	0.9434
S1	0.9401	0.9414

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

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