CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 09-Jul-2009

Day Change Summary
	Previous	Current
	08-Jul-2009	09-Jul-2009	Change	Change %	Previous Week
Open	0.8573	0.8572	-0.0001	0.0%	0.8681
High	0.8633	0.8662	0.0029	0.3%	0.8748
Low	0.8530	0.8566	0.0036	0.4%	0.8576
Close	0.8541	0.8615	0.0074	0.9%	0.8614
Range	0.0103	0.0096	-0.0007	-6.8%	0.0172
ATR	0.0117	0.0117	0.0000	0.3%	0.0000
Volume	46,030	63,393	17,363	37.7%	269,658

Daily Pivots for day following 09-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8902	0.8855	0.8668
R3	0.8806	0.8759	0.8641
R2	0.8710	0.8710	0.8633
R1	0.8663	0.8663	0.8624	0.8687
PP	0.8614	0.8614	0.8614	0.8626
S1	0.8567	0.8567	0.8606	0.8591
S2	0.8518	0.8518	0.8597
S3	0.8422	0.8471	0.8589
S4	0.8326	0.8375	0.8562

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	0.8668	0.8530	0.0138	1.6%	0.0085	1.0%	62%	False	False	55,312
10	0.8748	0.8530	0.0218	2.5%	0.0098	1.1%	39%	False	False	56,205
20	0.9091	0.8530	0.0561	6.5%	0.0113	1.3%	15%	False	False	59,793
40	0.9275	0.8475	0.0800	9.3%	0.0129	1.5%	18%	False	False	33,219
60	0.9275	0.8000	0.1275	14.8%	0.0119	1.4%	48%	False	False	22,205
80	0.9275	0.7875	0.1400	16.3%	0.0109	1.3%	53%	False	False	16,669
100	0.9275	0.7700	0.1575	18.3%	0.0097	1.1%	58%	False	False	13,348

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9070
2.618	0.8913
1.618	0.8817
1.000	0.8758
0.618	0.8721
HIGH	0.8662
0.618	0.8625
0.500	0.8614
0.382	0.8603
LOW	0.8566
0.618	0.8507
1.000	0.8470
1.618	0.8411
2.618	0.8315
4.250	0.8158

Fisher Pivots for day following 09-Jul-2009
Pivot	1 day	3 day
R1	0.8615	0.8610
PP	0.8614	0.8604
S1	0.8614	0.8599

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

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