CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 01-Sep-2009

Day Change Summary
	Previous	Current
	31-Aug-2009	01-Sep-2009	Change	Change %	Previous Week
Open	0.9151	0.9140	-0.0011	-0.1%	0.9261
High	0.9171	0.9198	0.0027	0.3%	0.9330
Low	0.9013	0.9034	0.0021	0.2%	0.9072
Close	0.9135	0.9051	-0.0084	-0.9%	0.9149
Range	0.0158	0.0164	0.0006	3.8%	0.0258
ATR	0.0128	0.0130	0.0003	2.0%	0.0000
Volume	60,106	72,556	12,450	20.7%	293,910

Daily Pivots for day following 01-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9586	0.9483	0.9141
R3	0.9422	0.9319	0.9096
R2	0.9258	0.9258	0.9081
R1	0.9155	0.9155	0.9066	0.9125
PP	0.9094	0.9094	0.9094	0.9079
S1	0.8991	0.8991	0.9036	0.8961
S2	0.8930	0.8930	0.9021
S3	0.8766	0.8827	0.9006
S4	0.8602	0.8663	0.8961

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	0.9267	0.9013	0.0254	2.8%	0.0151	1.7%	15%	False	False	64,690
10	0.9330	0.8997	0.0333	3.7%	0.0138	1.5%	16%	False	False	59,917
20	0.9369	0.8987	0.0382	4.2%	0.0131	1.4%	17%	False	False	62,355
40	0.9408	0.8530	0.0878	9.7%	0.0121	1.3%	59%	False	False	61,361
60	0.9408	0.8530	0.0878	9.7%	0.0120	1.3%	59%	False	False	60,340
80	0.9408	0.8475	0.0933	10.3%	0.0125	1.4%	62%	False	False	45,926
100	0.9408	0.8000	0.1408	15.6%	0.0119	1.3%	75%	False	False	36,775
120	0.9408	0.7870	0.1538	17.0%	0.0112	1.2%	77%	False	False	30,655

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0042
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9895
2.618	0.9627
1.618	0.9463
1.000	0.9362
0.618	0.9299
HIGH	0.9198
0.618	0.9135
0.500	0.9116
0.382	0.9097
LOW	0.9034
0.618	0.8933
1.000	0.8870
1.618	0.8769
2.618	0.8605
4.250	0.8337

Fisher Pivots for day following 01-Sep-2009
Pivot	1 day	3 day
R1	0.9116	0.9140
PP	0.9094	0.9110
S1	0.9073	0.9081

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

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