CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	0.9267	0.9284	0.0017	0.2%	0.9060
High	0.9320	0.9330	0.0010	0.1%	0.9293
Low	0.9241	0.9201	-0.0040	-0.4%	0.8991
Close	0.9284	0.9218	-0.0066	-0.7%	0.9240
Range	0.0079	0.0129	0.0050	63.3%	0.0302
ATR	0.0104	0.0106	0.0002	1.7%	0.0000
Volume	365	326	-39	-10.7%	1,478

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9637	0.9556	0.9289
R3	0.9508	0.9427	0.9253
R2	0.9379	0.9379	0.9242
R1	0.9298	0.9298	0.9230	0.9274
PP	0.9250	0.9250	0.9250	0.9238
S1	0.9169	0.9169	0.9206	0.9145
S2	0.9121	0.9121	0.9194
S3	0.8992	0.9040	0.9183
S4	0.8863	0.8911	0.9147

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0081	0.9962	0.9406
R3	0.9779	0.9660	0.9323
R2	0.9477	0.9477	0.9295
R1	0.9358	0.9358	0.9268	0.9418
PP	0.9175	0.9175	0.9175	0.9204
S1	0.9056	0.9056	0.9212	0.9116
S2	0.8873	0.8873	0.9185
S3	0.8571	0.8754	0.9157
S4	0.8269	0.8452	0.9074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9330	0.9001	0.0329	3.6%	0.0116	1.3%	66%	True	False	317
10	0.9330	0.8991	0.0339	3.7%	0.0115	1.2%	67%	True	False	336
20	0.9405	0.8991	0.0414	4.5%	0.0104	1.1%	55%	False	False	292
40	0.9405	0.8540	0.0865	9.4%	0.0093	1.0%	78%	False	False	196
60	0.9405	0.8540	0.0865	9.4%	0.0093	1.0%	78%	False	False	168
80	0.9405	0.8456	0.0949	10.3%	0.0089	1.0%	80%	False	False	144
100	0.9405	0.8025	0.1380	15.0%	0.0081	0.9%	86%	False	False	123
120	0.9405	0.7725	0.1680	18.2%	0.0076	0.8%	89%	False	False	109

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9878
2.618	0.9668
1.618	0.9539
1.000	0.9459
0.618	0.9410
HIGH	0.9330
0.618	0.9281
0.500	0.9266
0.382	0.9250
LOW	0.9201
0.618	0.9121
1.000	0.9072
1.618	0.8992
2.618	0.8863
4.250	0.8653

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	0.9266	0.9243
PP	0.9250	0.9234
S1	0.9234	0.9226

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

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