CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	0.9204	0.9112	-0.0092	-1.0%	0.9095
High	0.9233	0.9235	0.0002	0.0%	0.9293
Low	0.9089	0.9072	-0.0017	-0.2%	0.8987
Close	0.9105	0.9223	0.0118	1.3%	0.9238
Range	0.0144	0.0163	0.0019	13.2%	0.0306
ATR	0.0123	0.0126	0.0003	2.3%	0.0000
Volume	61,242	65,189	3,947	6.4%	297,806

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9666	0.9607	0.9313
R3	0.9503	0.9444	0.9268
R2	0.9340	0.9340	0.9253
R1	0.9281	0.9281	0.9238	0.9311
PP	0.9177	0.9177	0.9177	0.9191
S1	0.9118	0.9118	0.9208	0.9148
S2	0.9014	0.9014	0.9193
S3	0.8851	0.8955	0.9178
S4	0.8688	0.8792	0.9133

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0091	0.9970	0.9406
R3	0.9785	0.9664	0.9322
R2	0.9479	0.9479	0.9294
R1	0.9358	0.9358	0.9266	0.9419
PP	0.9173	0.9173	0.9173	0.9203
S1	0.9052	0.9052	0.9210	0.9113
S2	0.8867	0.8867	0.9182
S3	0.8561	0.8746	0.9154
S4	0.8255	0.8440	0.9070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9330	0.9072	0.0258	2.8%	0.0136	1.5%	59%	False	True	56,986
10	0.9330	0.8987	0.0343	3.7%	0.0131	1.4%	69%	False	False	59,329
20	0.9408	0.8987	0.0421	4.6%	0.0125	1.4%	56%	False	False	62,364
40	0.9408	0.8530	0.0878	9.5%	0.0116	1.3%	79%	False	False	60,614
60	0.9408	0.8530	0.0878	9.5%	0.0121	1.3%	79%	False	False	57,551
80	0.9408	0.8475	0.0933	10.1%	0.0125	1.4%	80%	False	False	43,471
100	0.9408	0.8000	0.1408	15.3%	0.0117	1.3%	87%	False	False	34,806
120	0.9408	0.7762	0.1646	17.8%	0.0110	1.2%	89%	False	False	29,016

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9928
2.618	0.9662
1.618	0.9499
1.000	0.9398
0.618	0.9336
HIGH	0.9235
0.618	0.9173
0.500	0.9154
0.382	0.9134
LOW	0.9072
0.618	0.8971
1.000	0.8909
1.618	0.8808
2.618	0.8645
4.250	0.8379

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	0.9200	0.9216
PP	0.9177	0.9208
S1	0.9154	0.9201

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

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