CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 07-Jul-2009

Day Change Summary
	Previous	Current
	06-Jul-2009	07-Jul-2009	Change	Change %	Previous Week
Open	0.8611	0.8630	0.0019	0.2%	0.8681
High	0.8635	0.8668	0.0033	0.4%	0.8748
Low	0.8566	0.8567	0.0001	0.0%	0.8576
Close	0.8608	0.8592	-0.0016	-0.2%	0.8614
Range	0.0069	0.0101	0.0032	46.4%	0.0172
ATR	0.0119	0.0118	-0.0001	-1.1%	0.0000
Volume	54,816	57,509	2,693	4.9%	269,658

Daily Pivots for day following 07-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8912	0.8853	0.8648
R3	0.8811	0.8752	0.8620
R2	0.8710	0.8710	0.8611
R1	0.8651	0.8651	0.8601	0.8630
PP	0.8609	0.8609	0.8609	0.8599
S1	0.8550	0.8550	0.8583	0.8529
S2	0.8508	0.8508	0.8573
S3	0.8407	0.8449	0.8564
S4	0.8306	0.8348	0.8536

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9162	0.9060	0.8709
R3	0.8990	0.8888	0.8661
R2	0.8818	0.8818	0.8646
R1	0.8716	0.8716	0.8630	0.8681
PP	0.8646	0.8646	0.8646	0.8629
S1	0.8544	0.8544	0.8598	0.8509
S2	0.8474	0.8474	0.8582
S3	0.8302	0.8372	0.8567
S4	0.8130	0.8200	0.8519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8748	0.8566	0.0182	2.1%	0.0104	1.2%	14%	False	False	56,869
10	0.8762	0.8566	0.0196	2.3%	0.0099	1.2%	13%	False	False	59,159
20	0.9143	0.8566	0.0577	6.7%	0.0118	1.4%	5%	False	False	58,299
40	0.9275	0.8475	0.0800	9.3%	0.0130	1.5%	15%	False	False	30,490
60	0.9275	0.8000	0.1275	14.8%	0.0118	1.4%	46%	False	False	20,385
80	0.9275	0.7870	0.1405	16.4%	0.0108	1.3%	51%	False	False	15,302
100	0.9275	0.7700	0.1575	18.3%	0.0096	1.1%	57%	False	False	12,254

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9097
2.618	0.8932
1.618	0.8831
1.000	0.8769
0.618	0.8730
HIGH	0.8668
0.618	0.8629
0.500	0.8618
0.382	0.8606
LOW	0.8567
0.618	0.8505
1.000	0.8466
1.618	0.8404
2.618	0.8303
4.250	0.8138

Fisher Pivots for day following 07-Jul-2009
Pivot	1 day	3 day
R1	0.8618	0.8617
PP	0.8609	0.8609
S1	0.8601	0.8600

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

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