CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 07-Jul-2010

Day Change Summary
	Previous	Current
	06-Jul-2010	07-Jul-2010	Change	Change %	Previous Week
Open	0.9401	0.9481	0.0080	0.9%	0.9651
High	0.9532	0.9550	0.0018	0.2%	0.9684
Low	0.9360	0.9423	0.0063	0.7%	0.9361
Close	0.9468	0.9529	0.0061	0.6%	0.9393
Range	0.0172	0.0127	-0.0045	-26.2%	0.0323
ATR	0.0131	0.0130	0.0000	-0.2%	0.0000
Volume	88,916	109,707	20,791	23.4%	488,008

Daily Pivots for day following 07-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9882	0.9832	0.9599
R3	0.9755	0.9705	0.9564
R2	0.9628	0.9628	0.9552
R1	0.9578	0.9578	0.9541	0.9603
PP	0.9501	0.9501	0.9501	0.9513
S1	0.9451	0.9451	0.9517	0.9476
S2	0.9374	0.9374	0.9506
S3	0.9247	0.9324	0.9494
S4	0.9120	0.9197	0.9459

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	0.9550	0.9360	0.0190	2.0%	0.0130	1.4%	89%	True	False	110,136
10	0.9729	0.9360	0.0369	3.9%	0.0128	1.3%	46%	False	False	95,255
20	0.9857	0.9360	0.0497	5.2%	0.0122	1.3%	34%	False	False	78,808
40	0.9880	0.9222	0.0658	6.9%	0.0134	1.4%	47%	False	False	41,311
60	1.0054	0.9222	0.0832	8.7%	0.0131	1.4%	37%	False	False	27,769
80	1.0054	0.9222	0.0832	8.7%	0.0116	1.2%	37%	False	False	20,893
100	1.0054	0.9222	0.0832	8.7%	0.0105	1.1%	37%	False	False	16,724
120	1.0054	0.9222	0.0832	8.7%	0.0093	1.0%	37%	False	False	13,940

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	0.0031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0090
2.618	0.9882
1.618	0.9755
1.000	0.9677
0.618	0.9628
HIGH	0.9550
0.618	0.9501
0.500	0.9487
0.382	0.9472
LOW	0.9423
0.618	0.9345
1.000	0.9296
1.618	0.9218
2.618	0.9091
4.250	0.8883

Fisher Pivots for day following 07-Jul-2010
Pivot	1 day	3 day
R1	0.9515	0.9504
PP	0.9501	0.9480
S1	0.9487	0.9455

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

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