CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	0.9075	0.9132	0.0057	0.6%	0.9242
High	0.9139	0.9206	0.0067	0.7%	0.9266
Low	0.8997	0.9094	0.0097	1.1%	0.9028
Close	0.9122	0.9186	0.0064	0.7%	0.9078
Range	0.0142	0.0112	-0.0030	-21.1%	0.0238
ATR	0.0121	0.0121	-0.0001	-0.5%	0.0000
Volume	52,299	64,919	12,620	24.1%	341,157

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9498	0.9454	0.9248
R3	0.9386	0.9342	0.9217
R2	0.9274	0.9274	0.9207
R1	0.9230	0.9230	0.9196	0.9252
PP	0.9162	0.9162	0.9162	0.9173
S1	0.9118	0.9118	0.9176	0.9140
S2	0.9050	0.9050	0.9165
S3	0.8938	0.9006	0.9155
S4	0.8826	0.8894	0.9124

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	0.9249	0.8987	0.0262	2.9%	0.0126	1.4%	76%	False	False	61,671
10	0.9300	0.8987	0.0313	3.4%	0.0129	1.4%	64%	False	False	63,953
20	0.9408	0.8987	0.0421	4.6%	0.0118	1.3%	47%	False	False	63,700
40	0.9408	0.8530	0.0878	9.6%	0.0113	1.2%	75%	False	False	60,628
60	0.9408	0.8530	0.0878	9.6%	0.0125	1.4%	75%	False	False	53,101
80	0.9408	0.8357	0.1051	11.4%	0.0122	1.3%	79%	False	False	39,920
100	0.9408	0.7900	0.1508	16.4%	0.0113	1.2%	85%	False	False	31,960
120	0.9408	0.7700	0.1708	18.6%	0.0106	1.2%	87%	False	False	26,644

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	0.0031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9682
2.618	0.9499
1.618	0.9387
1.000	0.9318
0.618	0.9275
HIGH	0.9206
0.618	0.9163
0.500	0.9150
0.382	0.9137
LOW	0.9094
0.618	0.9025
1.000	0.8982
1.618	0.8913
2.618	0.8801
4.250	0.8618

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	0.9174	0.9158
PP	0.9162	0.9130
S1	0.9150	0.9102

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

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