CME Canadian Dollar Future December 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	0.9456	0.9528	0.0072	0.8%	0.9640
High	0.9530	0.9603	0.0073	0.8%	0.9670
Low	0.9425	0.9528	0.0103	1.1%	0.9356
Close	0.9521	0.9559	0.0038	0.4%	0.9385
Range	0.0105	0.0075	-0.0030	-28.6%	0.0314
ATR	0.0111	0.0109	-0.0002	-1.9%	0.0000
Volume	199	150	-49	-24.6%	1,494

Daily Pivots for day following 08-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9788	0.9749	0.9600
R3	0.9713	0.9674	0.9580
R2	0.9638	0.9638	0.9573
R1	0.9599	0.9599	0.9566	0.9619
PP	0.9563	0.9563	0.9563	0.9573
S1	0.9524	0.9524	0.9552	0.9544
S2	0.9488	0.9488	0.9545
S3	0.9413	0.9449	0.9538
S4	0.9338	0.9374	0.9518

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0412	1.0213	0.9558
R3	1.0098	0.9899	0.9471
R2	0.9784	0.9784	0.9443
R1	0.9585	0.9585	0.9414	0.9528
PP	0.9470	0.9470	0.9470	0.9442
S1	0.9271	0.9271	0.9356	0.9214
S2	0.9156	0.9156	0.9327
S3	0.8842	0.8957	0.9299
S4	0.8528	0.8643	0.9212

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9603	0.9356	0.0247	2.6%	0.0099	1.0%	82%	True	False	261
10	0.9670	0.9356	0.0314	3.3%	0.0100	1.0%	65%	False	False	270
20	0.9841	0.9356	0.0485	5.1%	0.0099	1.0%	42%	False	False	213
40	0.9847	0.9230	0.0617	6.5%	0.0097	1.0%	53%	False	False	190
60	1.0012	0.9230	0.0782	8.2%	0.0095	1.0%	42%	False	False	149
80	1.0012	0.9230	0.0782	8.2%	0.0081	0.8%	42%	False	False	131
100	1.0012	0.9230	0.0782	8.2%	0.0068	0.7%	42%	False	False	108

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	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9922
2.618	0.9799
1.618	0.9724
1.000	0.9678
0.618	0.9649
HIGH	0.9603
0.618	0.9574
0.500	0.9566
0.382	0.9557
LOW	0.9528
0.618	0.9482
1.000	0.9453
1.618	0.9407
2.618	0.9332
4.250	0.9209

Fisher Pivots for day following 08-Jul-2010
Pivot	1 day	3 day
R1	0.9566	0.9533
PP	0.9563	0.9507
S1	0.9561	0.9482

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

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