CME Canadian Dollar Future September 2009

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Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary Previous Current 20-Mar-2009 23-Mar-2009 Change Change % Previous Week Open 0.8080 0.8128 0.0048 0.6% 0.7910 High 0.8131 0.8199 0.0068 0.8% 0.8205 Low 0.8064 0.8108 0.0044 0.5% 0.7870 Close 0.8086 0.8170 0.0084 1.0% 0.8086 Range 0.0067 0.0091 0.0024 35.8% 0.0335 ATR 0.0095 0.0096 0.0001 1.4% 0.0000 Volume 40 77 37 92.5% 232
Daily Pivots for day following 23-Mar-2009 Classic Woodie Camarilla DeMark R4 0.8432 0.8392 0.8220 R3 0.8341 0.8301 0.8195 R2 0.8250 0.8250 0.8187 R1 0.8210 0.8210 0.8178 0.8230 PP 0.8159 0.8159 0.8159 0.8169 S1 0.8119 0.8119 0.8162 0.8139 S2 0.8068 0.8068 0.8153 S3 0.7977 0.8028 0.8145 S4 0.7886 0.7937 0.8120	Weekly Pivots for week ending 20-Mar-2009 Classic Woodie Camarilla DeMark R4 0.9059 0.8907 0.8270 R3 0.8724 0.8572 0.8178 R2 0.8389 0.8389 0.8147 R1 0.8237 0.8237 0.8117 0.8313 PP 0.8054 0.8054 0.8054 0.8092 S1 0.7902 0.7902 0.8055 0.7978 S2 0.7719 0.7719 0.8025 S3 0.7384 0.7567 0.7994 S4 0.7049 0.7232 0.7902
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8205 0.7870 0.0335 4.1% 0.0095 1.2% 90% False False 51 10 0.8205 0.7762 0.0443 5.4% 0.0083 1.0% 92% False False 74 20 0.8205 0.7700 0.0505 6.2% 0.0060 0.7% 93% False False 68
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 0.0021 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8586 2.618 0.8437 1.618 0.8346 1.000 0.8290 0.618 0.8255 HIGH 0.8199 0.618 0.8164 0.500 0.8154 0.382 0.8143 LOW 0.8108 0.618 0.8052 1.000 0.8017 1.618 0.7961 2.618 0.7870 4.250 0.7721
Fisher Pivots for day following 23-Mar-2009 Pivot 1 day 3 day R1 0.8165 0.8158 PP 0.8159 0.8146 S1 0.8154 0.8135

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