CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 15-Jul-2009

Day Change Summary
	Previous	Current
	14-Jul-2009	15-Jul-2009	Change	Change %	Previous Week
Open	0.8694	0.8825	0.0131	1.5%	0.8611
High	0.8834	0.8999	0.0165	1.9%	0.8668
Low	0.8672	0.8814	0.0142	1.6%	0.8530
Close	0.8805	0.8994	0.0189	2.1%	0.8602
Range	0.0162	0.0185	0.0023	14.2%	0.0138
ATR	0.0117	0.0123	0.0005	4.7%	0.0000
Volume	53,595	73,002	19,407	36.2%	272,472

Daily Pivots for day following 15-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9491	0.9427	0.9096
R3	0.9306	0.9242	0.9045
R2	0.9121	0.9121	0.9028
R1	0.9057	0.9057	0.9011	0.9089
PP	0.8936	0.8936	0.8936	0.8952
S1	0.8872	0.8872	0.8977	0.8904
S2	0.8751	0.8751	0.8960
S3	0.8566	0.8687	0.8943
S4	0.8381	0.8502	0.8892

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	0.8999	0.8566	0.0433	4.8%	0.0125	1.4%	99%	True	False	56,300
10	0.8999	0.8530	0.0469	5.2%	0.0108	1.2%	99%	True	False	55,061
20	0.8999	0.8530	0.0469	5.2%	0.0109	1.2%	99%	True	False	57,543
40	0.9275	0.8530	0.0745	8.3%	0.0132	1.5%	62%	False	False	38,646
60	0.9275	0.8035	0.1240	13.8%	0.0120	1.3%	77%	False	False	25,832
80	0.9275	0.7900	0.1375	15.3%	0.0110	1.2%	80%	False	False	19,392
100	0.9275	0.7700	0.1575	17.5%	0.0100	1.1%	82%	False	False	15,528

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	0.0021
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.9785
2.618	0.9483
1.618	0.9298
1.000	0.9184
0.618	0.9113
HIGH	0.8999
0.618	0.8928
0.500	0.8907
0.382	0.8885
LOW	0.8814
0.618	0.8700
1.000	0.8629
1.618	0.8515
2.618	0.8330
4.250	0.8028

Fisher Pivots for day following 15-Jul-2009
Pivot	1 day	3 day
R1	0.8965	0.8924
PP	0.8936	0.8854
S1	0.8907	0.8785

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

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