CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 08-Jul-2010

Day Change Summary
	Previous	Current
	07-Jul-2010	08-Jul-2010	Change	Change %	Previous Week
Open	0.9481	0.9540	0.0059	0.6%	0.9651
High	0.9550	0.9630	0.0080	0.8%	0.9684
Low	0.9423	0.9529	0.0106	1.1%	0.9361
Close	0.9529	0.9568	0.0039	0.4%	0.9393
Range	0.0127	0.0101	-0.0026	-20.5%	0.0323
ATR	0.0130	0.0128	-0.0002	-1.6%	0.0000
Volume	109,707	81,210	-28,497	-26.0%	488,008

Daily Pivots for day following 08-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9879	0.9824	0.9624
R3	0.9778	0.9723	0.9596
R2	0.9677	0.9677	0.9587
R1	0.9622	0.9622	0.9577	0.9650
PP	0.9576	0.9576	0.9576	0.9589
S1	0.9521	0.9521	0.9559	0.9549
S2	0.9475	0.9475	0.9549
S3	0.9374	0.9420	0.9540
S4	0.9273	0.9319	0.9512

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	0.9630	0.9360	0.0270	2.8%	0.0118	1.2%	77%	True	False	104,342
10	0.9684	0.9360	0.0324	3.4%	0.0120	1.3%	64%	False	False	95,991
20	0.9857	0.9360	0.0497	5.2%	0.0120	1.3%	42%	False	False	81,595
40	0.9880	0.9222	0.0658	6.9%	0.0134	1.4%	53%	False	False	43,311
60	1.0054	0.9222	0.0832	8.7%	0.0132	1.4%	42%	False	False	29,120
80	1.0054	0.9222	0.0832	8.7%	0.0116	1.2%	42%	False	False	21,906
100	1.0054	0.9222	0.0832	8.7%	0.0105	1.1%	42%	False	False	17,536
120	1.0054	0.9222	0.0832	8.7%	0.0094	1.0%	42%	False	False	14,617

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	0.0030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0059
2.618	0.9894
1.618	0.9793
1.000	0.9731
0.618	0.9692
HIGH	0.9630
0.618	0.9591
0.500	0.9580
0.382	0.9568
LOW	0.9529
0.618	0.9467
1.000	0.9428
1.618	0.9366
2.618	0.9265
4.250	0.9100

Fisher Pivots for day following 08-Jul-2010
Pivot	1 day	3 day
R1	0.9580	0.9544
PP	0.9576	0.9519
S1	0.9572	0.9495

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

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