CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 01-Jul-2009

Day Change Summary
	Previous	Current
	30-Jun-2009	01-Jul-2009	Change	Change %	Previous Week
Open	0.8645	0.8607	-0.0038	-0.4%	0.8820
High	0.8692	0.8748	0.0056	0.6%	0.8828
Low	0.8592	0.8576	-0.0016	-0.2%	0.8596
Close	0.8610	0.8709	0.0099	1.1%	0.8681
Range	0.0100	0.0172	0.0072	72.0%	0.0232
ATR	0.0125	0.0129	0.0003	2.7%	0.0000
Volume	44,725	61,266	16,541	37.0%	315,720

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9194	0.9123	0.8804
R3	0.9022	0.8951	0.8756
R2	0.8850	0.8850	0.8741
R1	0.8779	0.8779	0.8725	0.8815
PP	0.8678	0.8678	0.8678	0.8695
S1	0.8607	0.8607	0.8693	0.8643
S2	0.8506	0.8506	0.8677
S3	0.8334	0.8435	0.8662
S4	0.8162	0.8263	0.8614

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	0.8748	0.8576	0.0172	2.0%	0.0103	1.2%	77%	True	True	59,102
10	0.8907	0.8576	0.0331	3.8%	0.0110	1.3%	40%	False	True	60,026
20	0.9155	0.8576	0.0579	6.6%	0.0135	1.5%	23%	False	True	48,868
40	0.9275	0.8475	0.0800	9.2%	0.0133	1.5%	29%	False	False	24,933
60	0.9275	0.8000	0.1275	14.6%	0.0117	1.3%	56%	False	False	16,669
80	0.9275	0.7762	0.1513	17.4%	0.0107	1.2%	63%	False	False	12,519
100	0.9275	0.7700	0.1575	18.1%	0.0093	1.1%	64%	False	False	10,025

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9479
2.618	0.9198
1.618	0.9026
1.000	0.8920
0.618	0.8854
HIGH	0.8748
0.618	0.8682
0.500	0.8662
0.382	0.8642
LOW	0.8576
0.618	0.8470
1.000	0.8404
1.618	0.8298
2.618	0.8126
4.250	0.7845

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	0.8693	0.8693
PP	0.8678	0.8678
S1	0.8662	0.8662

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

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