CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 28-Jul-2009

Day Change Summary
	Previous	Current
	27-Jul-2009	28-Jul-2009	Change	Change %	Previous Week
Open	0.9215	0.9251	0.0036	0.4%	0.8971
High	0.9279	0.9306	0.0027	0.3%	0.9268
Low	0.9192	0.9170	-0.0022	-0.2%	0.8964
Close	0.9258	0.9239	-0.0019	-0.2%	0.9229
Range	0.0087	0.0136	0.0049	56.3%	0.0304
ATR	0.0115	0.0117	0.0001	1.3%	0.0000
Volume	57,882	51,003	-6,879	-11.9%	301,517

Daily Pivots for day following 28-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9646	0.9579	0.9314
R3	0.9510	0.9443	0.9276
R2	0.9374	0.9374	0.9264
R1	0.9307	0.9307	0.9251	0.9273
PP	0.9238	0.9238	0.9238	0.9221
S1	0.9171	0.9171	0.9227	0.9137
S2	0.9102	0.9102	0.9214
S3	0.8966	0.9035	0.9202
S4	0.8830	0.8899	0.9164

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	0.9306	0.9019	0.0287	3.1%	0.0119	1.3%	77%	True	False	61,103
10	0.9306	0.8814	0.0492	5.3%	0.0116	1.3%	86%	True	False	61,917
20	0.9306	0.8530	0.0776	8.4%	0.0111	1.2%	91%	True	False	57,902
40	0.9306	0.8530	0.0776	8.4%	0.0125	1.4%	91%	True	False	52,057
60	0.9306	0.8475	0.0831	9.0%	0.0124	1.3%	92%	True	False	34,903
80	0.9306	0.8000	0.1306	14.1%	0.0114	1.2%	95%	True	False	26,212
100	0.9306	0.7700	0.1606	17.4%	0.0107	1.2%	96%	True	False	20,983

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9884
2.618	0.9662
1.618	0.9526
1.000	0.9442
0.618	0.9390
HIGH	0.9306
0.618	0.9254
0.500	0.9238
0.382	0.9222
LOW	0.9170
0.618	0.9086
1.000	0.9034
1.618	0.8950
2.618	0.8814
4.250	0.8592

Fisher Pivots for day following 28-Jul-2009
Pivot	1 day	3 day
R1	0.9239	0.9237
PP	0.9238	0.9234
S1	0.9238	0.9232

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

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