CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 13-Jul-2009

Day Change Summary
	Previous	Current
	10-Jul-2009	13-Jul-2009	Change	Change %	Previous Week
Open	0.8611	0.8609	-0.0002	0.0%	0.8611
High	0.8624	0.8693	0.0069	0.8%	0.8668
Low	0.8566	0.8570	0.0004	0.0%	0.8530
Close	0.8602	0.8677	0.0075	0.9%	0.8602
Range	0.0058	0.0123	0.0065	112.1%	0.0138
ATR	0.0113	0.0114	0.0001	0.6%	0.0000
Volume	50,724	40,787	-9,937	-19.6%	272,472

Daily Pivots for day following 13-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9016	0.8969	0.8745
R3	0.8893	0.8846	0.8711
R2	0.8770	0.8770	0.8700
R1	0.8723	0.8723	0.8688	0.8747
PP	0.8647	0.8647	0.8647	0.8658
S1	0.8600	0.8600	0.8666	0.8624
S2	0.8524	0.8524	0.8654
S3	0.8401	0.8477	0.8643
S4	0.8278	0.8354	0.8609

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9014	0.8946	0.8678
R3	0.8876	0.8808	0.8640
R2	0.8738	0.8738	0.8627
R1	0.8670	0.8670	0.8615	0.8635
PP	0.8600	0.8600	0.8600	0.8583
S1	0.8532	0.8532	0.8589	0.8497
S2	0.8462	0.8462	0.8577
S3	0.8324	0.8394	0.8564
S4	0.8186	0.8256	0.8526

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8693	0.8530	0.0163	1.9%	0.0096	1.1%	90%	True	False	51,688
10	0.8748	0.8530	0.0218	2.5%	0.0100	1.2%	67%	False	False	53,000
20	0.8916	0.8530	0.0386	4.4%	0.0104	1.2%	38%	False	False	57,297
40	0.9275	0.8475	0.0800	9.2%	0.0129	1.5%	25%	False	False	35,496
60	0.9275	0.8000	0.1275	14.7%	0.0119	1.4%	53%	False	False	23,726
80	0.9275	0.7900	0.1375	15.8%	0.0108	1.2%	57%	False	False	17,811
100	0.9275	0.7700	0.1575	18.2%	0.0098	1.1%	62%	False	False	14,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9216
2.618	0.9015
1.618	0.8892
1.000	0.8816
0.618	0.8769
HIGH	0.8693
0.618	0.8646
0.500	0.8632
0.382	0.8617
LOW	0.8570
0.618	0.8494
1.000	0.8447
1.618	0.8371
2.618	0.8248
4.250	0.8047

Fisher Pivots for day following 13-Jul-2009
Pivot	1 day	3 day
R1	0.8662	0.8661
PP	0.8647	0.8645
S1	0.8632	0.8630

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

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