CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	0.9089	0.9176	0.0087	1.0%	0.8971
High	0.9228	0.9268	0.0040	0.4%	0.9268
Low	0.9083	0.9157	0.0074	0.8%	0.8964
Close	0.9215	0.9229	0.0014	0.2%	0.9229
Range	0.0145	0.0111	-0.0034	-23.4%	0.0304
ATR	0.0118	0.0117	0.0000	-0.4%	0.0000
Volume	60,448	66,323	5,875	9.7%	301,517

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9551	0.9501	0.9290
R3	0.9440	0.9390	0.9260
R2	0.9329	0.9329	0.9249
R1	0.9279	0.9279	0.9239	0.9304
PP	0.9218	0.9218	0.9218	0.9231
S1	0.9168	0.9168	0.9219	0.9193
S2	0.9107	0.9107	0.9209
S3	0.8996	0.9057	0.9198
S4	0.8885	0.8946	0.9168

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0066	0.9951	0.9396
R3	0.9762	0.9647	0.9313
R2	0.9458	0.9458	0.9285
R1	0.9343	0.9343	0.9257	0.9401
PP	0.9154	0.9154	0.9154	0.9182
S1	0.9039	0.9039	0.9201	0.9097
S2	0.8850	0.8850	0.9173
S3	0.8546	0.8735	0.9145
S4	0.8242	0.8431	0.9062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9268	0.8964	0.0304	3.3%	0.0122	1.3%	87%	True	False	60,303
10	0.9268	0.8570	0.0698	7.6%	0.0122	1.3%	94%	True	False	60,467
20	0.9268	0.8530	0.0738	8.0%	0.0108	1.2%	95%	True	False	57,340
40	0.9275	0.8530	0.0745	8.1%	0.0127	1.4%	94%	False	False	49,431
60	0.9275	0.8375	0.0900	9.8%	0.0123	1.3%	95%	False	False	33,098
80	0.9275	0.8000	0.1275	13.8%	0.0113	1.2%	96%	False	False	24,853
100	0.9275	0.7700	0.1575	17.1%	0.0105	1.1%	97%	False	False	19,895

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
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
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9740
2.618	0.9559
1.618	0.9448
1.000	0.9379
0.618	0.9337
HIGH	0.9268
0.618	0.9226
0.500	0.9213
0.382	0.9199
LOW	0.9157
0.618	0.9088
1.000	0.9046
1.618	0.8977
2.618	0.8866
4.250	0.8685

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	0.9224	0.9201
PP	0.9218	0.9172
S1	0.9213	0.9144

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

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