CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 29-Jul-2009

Day Change Summary
	Previous	Current
	28-Jul-2009	29-Jul-2009	Change	Change %	Previous Week
Open	0.9251	0.9258	0.0007	0.1%	0.8971
High	0.9306	0.9264	-0.0042	-0.5%	0.9268
Low	0.9170	0.9147	-0.0023	-0.3%	0.8964
Close	0.9239	0.9162	-0.0077	-0.8%	0.9229
Range	0.0136	0.0117	-0.0019	-14.0%	0.0304
ATR	0.0117	0.0117	0.0000	0.0%	0.0000
Volume	51,003	67,270	16,267	31.9%	301,517

Daily Pivots for day following 29-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9542	0.9469	0.9226
R3	0.9425	0.9352	0.9194
R2	0.9308	0.9308	0.9183
R1	0.9235	0.9235	0.9173	0.9213
PP	0.9191	0.9191	0.9191	0.9180
S1	0.9118	0.9118	0.9151	0.9096
S2	0.9074	0.9074	0.9141
S3	0.8957	0.9001	0.9130
S4	0.8840	0.8884	0.9098

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0066	0.9951	0.9396
R3	0.9762	0.9647	0.9313
R2	0.9458	0.9458	0.9285
R1	0.9343	0.9343	0.9257	0.9401
PP	0.9154	0.9154	0.9154	0.9182
S1	0.9039	0.9039	0.9201	0.9097
S2	0.8850	0.8850	0.9173
S3	0.8546	0.8735	0.9145
S4	0.8242	0.8431	0.9062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9306	0.9083	0.0223	2.4%	0.0119	1.3%	35%	False	False	60,585
10	0.9306	0.8911	0.0395	4.3%	0.0109	1.2%	64%	False	False	61,344
20	0.9306	0.8530	0.0776	8.5%	0.0108	1.2%	81%	False	False	58,202
40	0.9306	0.8530	0.0776	8.5%	0.0121	1.3%	81%	False	False	53,535
60	0.9306	0.8475	0.0831	9.1%	0.0125	1.4%	83%	False	False	36,023
80	0.9306	0.8000	0.1306	14.3%	0.0114	1.2%	89%	False	False	27,052
100	0.9306	0.7762	0.1544	16.9%	0.0107	1.2%	91%	False	False	21,656
120	0.9306	0.7700	0.1606	17.5%	0.0096	1.0%	91%	False	False	18,055

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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9761
2.618	0.9570
1.618	0.9453
1.000	0.9381
0.618	0.9336
HIGH	0.9264
0.618	0.9219
0.500	0.9206
0.382	0.9192
LOW	0.9147
0.618	0.9075
1.000	0.9030
1.618	0.8958
2.618	0.8841
4.250	0.8650

Fisher Pivots for day following 29-Jul-2009
Pivot	1 day	3 day
R1	0.9206	0.9227
PP	0.9191	0.9205
S1	0.9177	0.9184

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

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