CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	0.9610	0.9585	-0.0025	-0.3%	0.9780
High	0.9611	0.9652	0.0041	0.4%	0.9841
Low	0.9540	0.9585	0.0045	0.5%	0.9540
Close	0.9581	0.9641	0.0060	0.6%	0.9641
Range	0.0071	0.0067	-0.0004	-5.6%	0.0301
ATR	0.0110	0.0108	-0.0003	-2.6%	0.0000
Volume	514	238	-276	-53.7%	1,224

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9827	0.9801	0.9678
R3	0.9760	0.9734	0.9659
R2	0.9693	0.9693	0.9653
R1	0.9667	0.9667	0.9647	0.9680
PP	0.9626	0.9626	0.9626	0.9633
S1	0.9600	0.9600	0.9635	0.9613
S2	0.9559	0.9559	0.9629
S3	0.9492	0.9533	0.9623
S4	0.9425	0.9466	0.9604

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0577	1.0410	0.9807
R3	1.0276	1.0109	0.9724
R2	0.9975	0.9975	0.9696
R1	0.9808	0.9808	0.9669	0.9741
PP	0.9674	0.9674	0.9674	0.9641
S1	0.9507	0.9507	0.9613	0.9440
S2	0.9373	0.9373	0.9586
S3	0.9072	0.9206	0.9558
S4	0.8771	0.8905	0.9475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9841	0.9540	0.0301	3.1%	0.0099	1.0%	34%	False	False	244
10	0.9841	0.9540	0.0301	3.1%	0.0094	1.0%	34%	False	False	210
20	0.9841	0.9365	0.0476	4.9%	0.0098	1.0%	58%	False	False	172
40	0.9949	0.9230	0.0719	7.5%	0.0101	1.1%	57%	False	False	158
60	1.0012	0.9230	0.0782	8.1%	0.0085	0.9%	53%	False	False	134
80	1.0012	0.9230	0.0782	8.1%	0.0072	0.8%	53%	False	False	108
100	1.0012	0.9230	0.0782	8.1%	0.0061	0.6%	53%	False	False	92

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	0.0022
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9937
2.618	0.9827
1.618	0.9760
1.000	0.9719
0.618	0.9693
HIGH	0.9652
0.618	0.9626
0.500	0.9619
0.382	0.9611
LOW	0.9585
0.618	0.9544
1.000	0.9518
1.618	0.9477
2.618	0.9410
4.250	0.9300

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	0.9634	0.9633
PP	0.9626	0.9625
S1	0.9619	0.9617

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

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