CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	0.9187	0.9195	0.0008	0.1%	0.9242
High	0.9266	0.9249	-0.0017	-0.2%	0.9266
Low	0.9165	0.9072	-0.0093	-1.0%	0.9028
Close	0.9179	0.9078	-0.0101	-1.1%	0.9078
Range	0.0101	0.0177	0.0076	75.2%	0.0238
ATR	0.0119	0.0123	0.0004	3.5%	0.0000
Volume	75,641	65,935	-9,706	-12.8%	341,157

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9664	0.9548	0.9175
R3	0.9487	0.9371	0.9127
R2	0.9310	0.9310	0.9110
R1	0.9194	0.9194	0.9094	0.9164
PP	0.9133	0.9133	0.9133	0.9118
S1	0.9017	0.9017	0.9062	0.8987
S2	0.8956	0.8956	0.9046
S3	0.8779	0.8840	0.9029
S4	0.8602	0.8663	0.8981

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9838	0.9696	0.9209
R3	0.9600	0.9458	0.9143
R2	0.9362	0.9362	0.9122
R1	0.9220	0.9220	0.9100	0.9172
PP	0.9124	0.9124	0.9124	0.9100
S1	0.8982	0.8982	0.9056	0.8934
S2	0.8886	0.8886	0.9034
S3	0.8648	0.8744	0.9013
S4	0.8410	0.8506	0.8947

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9266	0.9028	0.0238	2.6%	0.0147	1.6%	21%	False	False	68,231
10	0.9408	0.9028	0.0380	4.2%	0.0128	1.4%	13%	False	False	65,952
20	0.9408	0.8964	0.0444	4.9%	0.0120	1.3%	26%	False	False	63,338
40	0.9408	0.8530	0.0878	9.7%	0.0113	1.2%	62%	False	False	60,694
60	0.9408	0.8530	0.0878	9.7%	0.0126	1.4%	62%	False	False	49,121
80	0.9408	0.8175	0.1233	13.6%	0.0120	1.3%	73%	False	False	36,898
100	0.9408	0.7900	0.1508	16.6%	0.0112	1.2%	78%	False	False	29,538
120	0.9408	0.7700	0.1708	18.8%	0.0104	1.1%	81%	False	False	24,627

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0001
2.618	0.9712
1.618	0.9535
1.000	0.9426
0.618	0.9358
HIGH	0.9249
0.618	0.9181
0.500	0.9161
0.382	0.9140
LOW	0.9072
0.618	0.8963
1.000	0.8895
1.618	0.8786
2.618	0.8609
4.250	0.8320

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	0.9161	0.9147
PP	0.9133	0.9124
S1	0.9106	0.9101

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

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