CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 08-Jul-2009

Day Change Summary
	Previous	Current
	07-Jul-2009	08-Jul-2009	Change	Change %	Previous Week
Open	0.8630	0.8573	-0.0057	-0.7%	0.8681
High	0.8668	0.8633	-0.0035	-0.4%	0.8748
Low	0.8567	0.8530	-0.0037	-0.4%	0.8576
Close	0.8592	0.8541	-0.0051	-0.6%	0.8614
Range	0.0101	0.0103	0.0002	2.0%	0.0172
ATR	0.0118	0.0117	-0.0001	-0.9%	0.0000
Volume	57,509	46,030	-11,479	-20.0%	269,658

Daily Pivots for day following 08-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8877	0.8812	0.8598
R3	0.8774	0.8709	0.8569
R2	0.8671	0.8671	0.8560
R1	0.8606	0.8606	0.8550	0.8587
PP	0.8568	0.8568	0.8568	0.8559
S1	0.8503	0.8503	0.8532	0.8484
S2	0.8465	0.8465	0.8522
S3	0.8362	0.8400	0.8513
S4	0.8259	0.8297	0.8484

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	0.8721	0.8530	0.0191	2.2%	0.0090	1.1%	6%	False	True	53,822
10	0.8748	0.8530	0.0218	2.6%	0.0097	1.1%	5%	False	True	56,462
20	0.9140	0.8530	0.0610	7.1%	0.0114	1.3%	2%	False	True	59,509
40	0.9275	0.8475	0.0800	9.4%	0.0130	1.5%	8%	False	False	31,636
60	0.9275	0.8000	0.1275	14.9%	0.0119	1.4%	42%	False	False	21,151
80	0.9275	0.7870	0.1405	16.5%	0.0108	1.3%	48%	False	False	15,877
100	0.9275	0.7700	0.1575	18.4%	0.0097	1.1%	53%	False	False	12,714

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9071
2.618	0.8903
1.618	0.8800
1.000	0.8736
0.618	0.8697
HIGH	0.8633
0.618	0.8594
0.500	0.8582
0.382	0.8569
LOW	0.8530
0.618	0.8466
1.000	0.8427
1.618	0.8363
2.618	0.8260
4.250	0.8092

Fisher Pivots for day following 08-Jul-2009
Pivot	1 day	3 day
R1	0.8582	0.8599
PP	0.8568	0.8580
S1	0.8555	0.8560

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

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