CME Canadian Dollar Future March 2011

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Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary Previous Current 03-Jun-2010 04-Jun-2010 Change Change % Previous Week Open 0.9554 0.9408 -0.0146 -1.5% 0.9496 High 0.9554 0.9408 -0.0146 -1.5% 0.9620 Low 0.9542 0.9408 -0.0134 -1.4% 0.9408 Close 0.9570 0.9408 -0.0162 -1.7% 0.9408 Range 0.0012 0.0000 -0.0012 -100.0% 0.0212 ATR Volume 52 6 -46 -88.5% 82
Daily Pivots for day following 04-Jun-2010 Classic Woodie Camarilla DeMark R4 0.9408 0.9408 0.9408 R3 0.9408 0.9408 0.9408 R2 0.9408 0.9408 0.9408 R1 0.9408 0.9408 0.9408 0.9408 PP 0.9408 0.9408 0.9408 0.9408 S1 0.9408 0.9408 0.9408 0.9408 S2 0.9408 0.9408 0.9408 S3 0.9408 0.9408 0.9408 S4 0.9408 0.9408 0.9408	Weekly Pivots for week ending 04-Jun-2010 Classic Woodie Camarilla DeMark R4 1.0115 0.9973 0.9525 R3 0.9903 0.9761 0.9466 R2 0.9691 0.9691 0.9447 R1 0.9549 0.9549 0.9427 0.9514 PP 0.9479 0.9479 0.9479 0.9461 S1 0.9337 0.9337 0.9389 0.9302 S2 0.9267 0.9267 0.9369 S3 0.9055 0.9125 0.9350 S4 0.8843 0.8913 0.9291
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9620 0.9408 0.0212 2.3% 0.0039 0.4% 0% False True 21 10 0.9620 0.9294 0.0326 3.5% 0.0036 0.4% 35% False False 19
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 0.0002 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9408 2.618 0.9408 1.618 0.9408 1.000 0.9408 0.618 0.9408 HIGH 0.9408 0.618 0.9408 0.500 0.9408 0.382 0.9408 LOW 0.9408 0.618 0.9408 1.000 0.9408 1.618 0.9408 2.618 0.9408 4.250 0.9408
Fisher Pivots for day following 04-Jun-2010 Pivot 1 day 3 day R1 0.9408 0.9514 PP 0.9408 0.9479 S1 0.9408 0.9443

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