CME Canadian Dollar Future September 2009

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Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary Previous Current 23-Feb-2009 24-Feb-2009 Change Change % Previous Week Open 0.8004 0.7982 -0.0022 -0.3% 0.8000 High 0.8004 0.8048 0.0044 0.5% 0.8024 Low 0.8004 0.7982 -0.0022 -0.3% 0.7910 Close 0.8004 0.8068 0.0064 0.8% 0.8020 Range 0.0000 0.0066 0.0066 0.0114 ATR Volume 6 0 -6 -100.0% 162
Daily Pivots for day following 24-Feb-2009 Classic Woodie Camarilla DeMark R4 0.8231 0.8215 0.8104 R3 0.8165 0.8149 0.8086 R2 0.8099 0.8099 0.8080 R1 0.8083 0.8083 0.8074 0.8091 PP 0.8033 0.8033 0.8033 0.8037 S1 0.8017 0.8017 0.8062 0.8025 S2 0.7967 0.7967 0.8056 S3 0.7901 0.7951 0.8050 S4 0.7835 0.7885 0.8032	Weekly Pivots for week ending 20-Feb-2009 Classic Woodie Camarilla DeMark R4 0.8327 0.8287 0.8083 R3 0.8213 0.8173 0.8051 R2 0.8099 0.8099 0.8041 R1 0.8059 0.8059 0.8030 0.8079 PP 0.7985 0.7985 0.7985 0.7995 S1 0.7945 0.7945 0.8010 0.7965 S2 0.7871 0.7871 0.7999 S3 0.7757 0.7831 0.7989 S4 0.7643 0.7717 0.7957
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8048 0.7921 0.0127 1.6% 0.0052 0.6% 116% True False 33 10 0.8126 0.7910 0.0216 2.7% 0.0047 0.6% 73% False False 31
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 0.0001 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8329 2.618 0.8221 1.618 0.8155 1.000 0.8114 0.618 0.8089 HIGH 0.8048 0.618 0.8023 0.500 0.8015 0.382 0.8007 LOW 0.7982 0.618 0.7941 1.000 0.7916 1.618 0.7875 2.618 0.7809 4.250 0.7702
Fisher Pivots for day following 24-Feb-2009 Pivot 1 day 3 day R1 0.8050 0.8040 PP 0.8033 0.8012 S1 0.8015 0.7985

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