CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 12-Jul-2010

Day Change Summary
	Previous	Current
	09-Jul-2010	12-Jul-2010	Change	Change %	Previous Week
Open	0.9572	0.9660	0.0088	0.9%	0.9425
High	0.9689	0.9670	-0.0019	-0.2%	0.9689
Low	0.9550	0.9613	0.0063	0.7%	0.9360
Close	0.9668	0.9623	-0.0045	-0.5%	0.9668
Range	0.0139	0.0057	-0.0082	-59.0%	0.0329
ATR	0.0111	0.0107	-0.0004	-3.5%	0.0000
Volume	309	524	215	69.6%	772

Daily Pivots for day following 12-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9806	0.9772	0.9654
R3	0.9749	0.9715	0.9639
R2	0.9692	0.9692	0.9633
R1	0.9658	0.9658	0.9628	0.9647
PP	0.9635	0.9635	0.9635	0.9630
S1	0.9601	0.9601	0.9618	0.9590
S2	0.9578	0.9578	0.9613
S3	0.9521	0.9544	0.9607
S4	0.9464	0.9487	0.9592

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0559	1.0443	0.9849
R3	1.0230	1.0114	0.9758
R2	0.9901	0.9901	0.9728
R1	0.9785	0.9785	0.9698	0.9843
PP	0.9572	0.9572	0.9572	0.9602
S1	0.9456	0.9456	0.9638	0.9514
S2	0.9243	0.9243	0.9608
S3	0.8914	0.9127	0.9578
S4	0.8585	0.8798	0.9487

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9689	0.9360	0.0329	3.4%	0.0107	1.1%	80%	False	False	259
10	0.9689	0.9356	0.0333	3.5%	0.0106	1.1%	80%	False	False	279
20	0.9841	0.9356	0.0485	5.0%	0.0100	1.0%	55%	False	False	244
40	0.9841	0.9230	0.0611	6.3%	0.0100	1.0%	64%	False	False	209
60	1.0012	0.9230	0.0782	8.1%	0.0096	1.0%	50%	False	False	162
80	1.0012	0.9230	0.0782	8.1%	0.0082	0.9%	50%	False	False	141
100	1.0012	0.9230	0.0782	8.1%	0.0070	0.7%	50%	False	False	117

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9912
2.618	0.9819
1.618	0.9762
1.000	0.9727
0.618	0.9705
HIGH	0.9670
0.618	0.9648
0.500	0.9642
0.382	0.9635
LOW	0.9613
0.618	0.9578
1.000	0.9556
1.618	0.9521
2.618	0.9464
4.250	0.9371

Fisher Pivots for day following 12-Jul-2010
Pivot	1 day	3 day
R1	0.9642	0.9618
PP	0.9635	0.9613
S1	0.9629	0.9609

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

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