CME Canadian Dollar Future September 2009

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

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	0.9112	0.9195	0.0083	0.9%	0.9261
High	0.9235	0.9267	0.0032	0.3%	0.9330
Low	0.9072	0.9142	0.0070	0.8%	0.9072
Close	0.9223	0.9149	-0.0074	-0.8%	0.9149
Range	0.0163	0.0125	-0.0038	-23.3%	0.0258
ATR	0.0126	0.0126	0.0000	0.0%	0.0000
Volume	65,189	64,361	-828	-1.3%	293,910

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9561	0.9480	0.9218
R3	0.9436	0.9355	0.9183
R2	0.9311	0.9311	0.9172
R1	0.9230	0.9230	0.9160	0.9208
PP	0.9186	0.9186	0.9186	0.9175
S1	0.9105	0.9105	0.9138	0.9083
S2	0.9061	0.9061	0.9126
S3	0.8936	0.8980	0.9115
S4	0.8811	0.8855	0.9080

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9958	0.9811	0.9291
R3	0.9700	0.9553	0.9220
R2	0.9442	0.9442	0.9196
R1	0.9295	0.9295	0.9173	0.9240
PP	0.9184	0.9184	0.9184	0.9156
S1	0.9037	0.9037	0.9125	0.8982
S2	0.8926	0.8926	0.9102
S3	0.8668	0.8779	0.9078
S4	0.8410	0.8521	0.9007

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%	0.0130	1.4%	30%	False	False	58,782
10	0.9330	0.8987	0.0343	3.7%	0.0126	1.4%	47%	False	False	59,171
20	0.9408	0.8987	0.0421	4.6%	0.0127	1.4%	38%	False	False	62,561
40	0.9408	0.8530	0.0878	9.6%	0.0118	1.3%	71%	False	False	60,853
60	0.9408	0.8530	0.0878	9.6%	0.0120	1.3%	71%	False	False	58,533
80	0.9408	0.8475	0.0933	10.2%	0.0125	1.4%	72%	False	False	44,273
100	0.9408	0.8000	0.1408	15.4%	0.0118	1.3%	82%	False	False	35,449
120	0.9408	0.7762	0.1646	18.0%	0.0111	1.2%	84%	False	False	29,552

Crabel Price Patterns
NR	True
NR4	True
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	0.0038
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9798
2.618	0.9594
1.618	0.9469
1.000	0.9392
0.618	0.9344
HIGH	0.9267
0.618	0.9219
0.500	0.9205
0.382	0.9190
LOW	0.9142
0.618	0.9065
1.000	0.9017
1.618	0.8940
2.618	0.8815
4.250	0.8611

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	0.9205	0.9170
PP	0.9186	0.9163
S1	0.9168	0.9156

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

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