CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 04-Aug-2009

Day Change Summary
	Previous	Current
	03-Aug-2009	04-Aug-2009	Change	Change %	Previous Week
Open	0.9285	0.9381	0.0096	1.0%	0.9215
High	0.9398	0.9408	0.0010	0.1%	0.9306
Low	0.9267	0.9289	0.0022	0.2%	0.9147
Close	0.9370	0.9309	-0.0061	-0.7%	0.9270
Range	0.0131	0.0119	-0.0012	-9.2%	0.0159
ATR	0.0114	0.0115	0.0000	0.3%	0.0000
Volume	76,125	60,671	-15,454	-20.3%	305,737

Daily Pivots for day following 04-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9692	0.9620	0.9374
R3	0.9573	0.9501	0.9342
R2	0.9454	0.9454	0.9331
R1	0.9382	0.9382	0.9320	0.9359
PP	0.9335	0.9335	0.9335	0.9324
S1	0.9263	0.9263	0.9298	0.9240
S2	0.9216	0.9216	0.9287
S3	0.9097	0.9144	0.9276
S4	0.8978	0.9025	0.9244

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9718	0.9653	0.9357
R3	0.9559	0.9494	0.9314
R2	0.9400	0.9400	0.9299
R1	0.9335	0.9335	0.9285	0.9368
PP	0.9241	0.9241	0.9241	0.9257
S1	0.9176	0.9176	0.9255	0.9209
S2	0.9082	0.9082	0.9241
S3	0.8923	0.9017	0.9226
S4	0.8764	0.8858	0.9183

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9408	0.9147	0.0261	2.8%	0.0109	1.2%	62%	True	False	66,729
10	0.9408	0.9019	0.0389	4.2%	0.0114	1.2%	75%	True	False	63,916
20	0.9408	0.8530	0.0878	9.4%	0.0112	1.2%	89%	True	False	60,367
40	0.9408	0.8530	0.0878	9.4%	0.0115	1.2%	89%	True	False	59,333
60	0.9408	0.8475	0.0933	10.0%	0.0124	1.3%	89%	True	False	40,449
80	0.9408	0.8000	0.1408	15.1%	0.0117	1.3%	93%	True	False	30,380
100	0.9408	0.7870	0.1538	16.5%	0.0109	1.2%	94%	True	False	24,315
120	0.9408	0.7700	0.1708	18.3%	0.0098	1.1%	94%	True	False	20,273

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9914
2.618	0.9720
1.618	0.9601
1.000	0.9527
0.618	0.9482
HIGH	0.9408
0.618	0.9363
0.500	0.9349
0.382	0.9334
LOW	0.9289
0.618	0.9215
1.000	0.9170
1.618	0.9096
2.618	0.8977
4.250	0.8783

Fisher Pivots for day following 04-Aug-2009
Pivot	1 day	3 day
R1	0.9349	0.9309
PP	0.9335	0.9309
S1	0.9322	0.9309

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

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