CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 03-Jun-2009

Day Change Summary
	Previous	Current
	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	0.9171	0.9243	0.0072	0.8%	0.8902
High	0.9273	0.9267	-0.0006	-0.1%	0.9181
Low	0.9122	0.9001	-0.0121	-1.3%	0.8818
Close	0.9258	0.9032	-0.0226	-2.4%	0.9148
Range	0.0151	0.0266	0.0115	76.2%	0.0363
ATR	0.0123	0.0133	0.0010	8.4%	0.0000
Volume	2,366	8,142	5,776	244.1%	4,030

Daily Pivots for day following 03-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9898	0.9731	0.9178
R3	0.9632	0.9465	0.9105
R2	0.9366	0.9366	0.9081
R1	0.9199	0.9199	0.9056	0.9150
PP	0.9100	0.9100	0.9100	0.9075
S1	0.8933	0.8933	0.9008	0.8884
S2	0.8834	0.8834	0.8983
S3	0.8568	0.8667	0.8959
S4	0.8302	0.8401	0.8886

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0138	1.0006	0.9348
R3	0.9775	0.9643	0.9248
R2	0.9412	0.9412	0.9215
R1	0.9280	0.9280	0.9181	0.9346
PP	0.9049	0.9049	0.9049	0.9082
S1	0.8917	0.8917	0.9115	0.8983
S2	0.8686	0.8686	0.9081
S3	0.8323	0.8554	0.9048
S4	0.7960	0.8191	0.8948

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9275	0.8890	0.0385	4.3%	0.0175	1.9%	37%	False	False	2,778
10	0.9275	0.8643	0.0632	7.0%	0.0150	1.7%	62%	False	False	1,788
20	0.9275	0.8475	0.0800	8.9%	0.0132	1.5%	70%	False	False	997
40	0.9275	0.8000	0.1275	14.1%	0.0108	1.2%	81%	False	False	569
60	0.9275	0.7762	0.1513	16.8%	0.0098	1.1%	84%	False	False	402
80	0.9275	0.7700	0.1575	17.4%	0.0083	0.9%	85%	False	False	315

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 81 trading days

Fibonacci Retracements and Extensions
4.250	1.0398
2.618	0.9963
1.618	0.9697
1.000	0.9533
0.618	0.9431
HIGH	0.9267
0.618	0.9165
0.500	0.9134
0.382	0.9103
LOW	0.9001
0.618	0.8837
1.000	0.8735
1.618	0.8571
2.618	0.8305
4.250	0.7871

Fisher Pivots for day following 03-Jun-2009
Pivot	1 day	3 day
R1	0.9134	0.9138
PP	0.9100	0.9103
S1	0.9066	0.9067

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

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