CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 21-Jul-2009

Day Change Summary
	Previous	Current
	20-Jul-2009	21-Jul-2009	Change	Change %	Previous Week
Open	0.8971	0.9038	0.0067	0.7%	0.8609
High	0.9076	0.9124	0.0048	0.5%	0.8999
Low	0.8964	0.8998	0.0034	0.4%	0.8570
Close	0.9035	0.9032	-0.0003	0.0%	0.8963
Range	0.0112	0.0126	0.0014	12.5%	0.0429
ATR	0.0115	0.0116	0.0001	0.7%	0.0000
Volume	50,841	54,046	3,205	6.3%	303,158

Daily Pivots for day following 21-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9429	0.9357	0.9101
R3	0.9303	0.9231	0.9067
R2	0.9177	0.9177	0.9055
R1	0.9105	0.9105	0.9044	0.9078
PP	0.9051	0.9051	0.9051	0.9038
S1	0.8979	0.8979	0.9020	0.8952
S2	0.8925	0.8925	0.9009
S3	0.8799	0.8853	0.8997
S4	0.8673	0.8727	0.8963

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	0.9124	0.8814	0.0310	3.4%	0.0112	1.2%	70%	True	False	62,732
10	0.9124	0.8530	0.0594	6.6%	0.0110	1.2%	85%	True	False	56,819
20	0.9124	0.8530	0.0594	6.6%	0.0105	1.2%	85%	True	False	57,989
40	0.9275	0.8530	0.0745	8.2%	0.0128	1.4%	67%	False	False	44,588
60	0.9275	0.8175	0.1100	12.2%	0.0120	1.3%	78%	False	False	29,824
80	0.9275	0.7900	0.1375	15.2%	0.0111	1.2%	82%	False	False	22,398
100	0.9275	0.7700	0.1575	17.4%	0.0103	1.1%	85%	False	False	17,934

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9660
2.618	0.9454
1.618	0.9328
1.000	0.9250
0.618	0.9202
HIGH	0.9124
0.618	0.9076
0.500	0.9061
0.382	0.9046
LOW	0.8998
0.618	0.8920
1.000	0.8872
1.618	0.8794
2.618	0.8668
4.250	0.8463

Fisher Pivots for day following 21-Jul-2009
Pivot	1 day	3 day
R1	0.9061	0.9031
PP	0.9051	0.9029
S1	0.9042	0.9028

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

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