CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	0.8838	0.8833	-0.0005	-0.1%	0.8932
High	0.8907	0.8893	-0.0014	-0.2%	0.8949
Low	0.8802	0.8803	0.0001	0.0%	0.8738
Close	0.8830	0.8819	-0.0011	-0.1%	0.8819
Range	0.0105	0.0090	-0.0015	-14.3%	0.0211
ATR	0.0144	0.0140	-0.0004	-2.7%	0.0000
Volume	65,228	60,417	-4,811	-7.4%	314,599

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9108	0.9054	0.8869
R3	0.9018	0.8964	0.8844
R2	0.8928	0.8928	0.8836
R1	0.8874	0.8874	0.8827	0.8856
PP	0.8838	0.8838	0.8838	0.8830
S1	0.8784	0.8784	0.8811	0.8766
S2	0.8748	0.8748	0.8803
S3	0.8658	0.8694	0.8794
S4	0.8568	0.8604	0.8770

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9468	0.9355	0.8935
R3	0.9257	0.9144	0.8877
R2	0.9046	0.9046	0.8858
R1	0.8933	0.8933	0.8838	0.8884
PP	0.8835	0.8835	0.8835	0.8811
S1	0.8722	0.8722	0.8800	0.8673
S2	0.8624	0.8624	0.8780
S3	0.8413	0.8511	0.8761
S4	0.8202	0.8300	0.8703

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8949	0.8738	0.0211	2.4%	0.0122	1.4%	38%	False	False	62,919
10	0.9143	0.8738	0.0405	4.6%	0.0140	1.6%	20%	False	False	49,250
20	0.9275	0.8738	0.0537	6.1%	0.0152	1.7%	15%	False	False	25,976
40	0.9275	0.8175	0.1100	12.5%	0.0126	1.4%	59%	False	False	13,102
60	0.9275	0.7900	0.1375	15.6%	0.0111	1.3%	67%	False	False	8,767
80	0.9275	0.7700	0.1575	17.9%	0.0100	1.1%	71%	False	False	6,594

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.9276
2.618	0.9129
1.618	0.9039
1.000	0.8983
0.618	0.8949
HIGH	0.8893
0.618	0.8859
0.500	0.8848
0.382	0.8837
LOW	0.8803
0.618	0.8747
1.000	0.8713
1.618	0.8657
2.618	0.8567
4.250	0.8421

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	0.8848	0.8823
PP	0.8838	0.8821
S1	0.8829	0.8820

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

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