CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 29-Jun-2009

Day Change Summary
	Previous	Current
	26-Jun-2009	29-Jun-2009	Change	Change %	Previous Week
Open	0.8659	0.8681	0.0022	0.3%	0.8820
High	0.8742	0.8694	-0.0048	-0.5%	0.8828
Low	0.8651	0.8624	-0.0027	-0.3%	0.8596
Close	0.8681	0.8650	-0.0031	-0.4%	0.8681
Range	0.0091	0.0070	-0.0021	-23.1%	0.0232
ATR	0.0132	0.0127	-0.0004	-3.3%	0.0000
Volume	70,653	52,911	-17,742	-25.1%	315,720

Daily Pivots for day following 29-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8866	0.8828	0.8689
R3	0.8796	0.8758	0.8669
R2	0.8726	0.8726	0.8663
R1	0.8688	0.8688	0.8656	0.8672
PP	0.8656	0.8656	0.8656	0.8648
S1	0.8618	0.8618	0.8644	0.8602
S2	0.8586	0.8586	0.8637
S3	0.8516	0.8548	0.8631
S4	0.8446	0.8478	0.8612

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9398	0.9271	0.8809
R3	0.9166	0.9039	0.8745
R2	0.8934	0.8934	0.8724
R1	0.8807	0.8807	0.8702	0.8755
PP	0.8702	0.8702	0.8702	0.8675
S1	0.8575	0.8575	0.8660	0.8523
S2	0.8470	0.8470	0.8638
S3	0.8238	0.8343	0.8617
S4	0.8006	0.8111	0.8553

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8762	0.8596	0.0166	1.9%	0.0092	1.1%	33%	False	False	64,810
10	0.8916	0.8596	0.0320	3.7%	0.0108	1.3%	17%	False	False	61,594
20	0.9273	0.8596	0.0677	7.8%	0.0142	1.6%	8%	False	False	44,094
40	0.9275	0.8435	0.0840	9.7%	0.0131	1.5%	26%	False	False	22,293
60	0.9275	0.8000	0.1275	14.7%	0.0114	1.3%	51%	False	False	14,906
80	0.9275	0.7700	0.1575	18.2%	0.0104	1.2%	60%	False	False	11,194

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	0.8992
2.618	0.8877
1.618	0.8807
1.000	0.8764
0.618	0.8737
HIGH	0.8694
0.618	0.8667
0.500	0.8659
0.382	0.8651
LOW	0.8624
0.618	0.8581
1.000	0.8554
1.618	0.8511
2.618	0.8441
4.250	0.8327

Fisher Pivots for day following 29-Jun-2009
Pivot	1 day	3 day
R1	0.8659	0.8669
PP	0.8656	0.8663
S1	0.8653	0.8656

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

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