CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	0.8984	0.8949	-0.0035	-0.4%	0.8609
High	0.8992	0.8989	-0.0003	0.0%	0.8999
Low	0.8911	0.8931	0.0020	0.2%	0.8570
Close	0.8949	0.8963	0.0014	0.2%	0.8963
Range	0.0081	0.0058	-0.0023	-28.4%	0.0429
ATR	0.0120	0.0115	-0.0004	-3.7%	0.0000
Volume	74,602	61,172	-13,430	-18.0%	303,158

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9135	0.9107	0.8995
R3	0.9077	0.9049	0.8979
R2	0.9019	0.9019	0.8974
R1	0.8991	0.8991	0.8968	0.9005
PP	0.8961	0.8961	0.8961	0.8968
S1	0.8933	0.8933	0.8958	0.8947
S2	0.8903	0.8903	0.8952
S3	0.8845	0.8875	0.8947
S4	0.8787	0.8817	0.8931

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0131	0.9976	0.9199
R3	0.9702	0.9547	0.9081
R2	0.9273	0.9273	0.9042
R1	0.9118	0.9118	0.9002	0.9196
PP	0.8844	0.8844	0.8844	0.8883
S1	0.8689	0.8689	0.8924	0.8767
S2	0.8415	0.8415	0.8884
S3	0.7986	0.8260	0.8845
S4	0.7557	0.7831	0.8727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8999	0.8570	0.0429	4.8%	0.0122	1.4%	92%	False	False	60,631
10	0.8999	0.8530	0.0469	5.2%	0.0104	1.2%	92%	False	False	57,563
20	0.8999	0.8530	0.0469	5.2%	0.0106	1.2%	92%	False	False	58,050
40	0.9275	0.8530	0.0745	8.3%	0.0129	1.4%	58%	False	False	42,013
60	0.9275	0.8175	0.1100	12.3%	0.0119	1.3%	72%	False	False	28,084
80	0.9275	0.7900	0.1375	15.3%	0.0110	1.2%	77%	False	False	21,088
100	0.9275	0.7700	0.1575	17.6%	0.0101	1.1%	80%	False	False	16,885

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9236
2.618	0.9141
1.618	0.9083
1.000	0.9047
0.618	0.9025
HIGH	0.8989
0.618	0.8967
0.500	0.8960
0.382	0.8953
LOW	0.8931
0.618	0.8895
1.000	0.8873
1.618	0.8837
2.618	0.8779
4.250	0.8685

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	0.8962	0.8944
PP	0.8961	0.8925
S1	0.8960	0.8907

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

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