CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	0.9060	0.9053	-0.0007	-0.1%	0.9261
High	0.9085	0.9118	0.0033	0.4%	0.9330
Low	0.9006	0.9029	0.0023	0.3%	0.9072
Close	0.9042	0.9060	0.0018	0.2%	0.9149
Range	0.0079	0.0089	0.0010	12.7%	0.0258
ATR	0.0127	0.0124	-0.0003	-2.1%	0.0000
Volume	75,639	65,884	-9,755	-12.9%	293,910

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9336	0.9287	0.9109
R3	0.9247	0.9198	0.9084
R2	0.9158	0.9158	0.9076
R1	0.9109	0.9109	0.9068	0.9134
PP	0.9069	0.9069	0.9069	0.9081
S1	0.9020	0.9020	0.9052	0.9045
S2	0.8980	0.8980	0.9044
S3	0.8891	0.8931	0.9036
S4	0.8802	0.8842	0.9011

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	0.9006	0.0261	2.9%	0.0123	1.4%	21%	False	False	67,709
10	0.9330	0.9006	0.0324	3.6%	0.0129	1.4%	17%	False	False	62,347
20	0.9330	0.8987	0.0343	3.8%	0.0129	1.4%	21%	False	False	63,150
40	0.9408	0.8566	0.0842	9.3%	0.0121	1.3%	59%	False	False	62,164
60	0.9408	0.8530	0.0878	9.7%	0.0118	1.3%	60%	False	False	61,373
80	0.9408	0.8475	0.0933	10.3%	0.0125	1.4%	63%	False	False	47,691
100	0.9408	0.8000	0.1408	15.5%	0.0120	1.3%	75%	False	False	38,188
120	0.9408	0.7875	0.1533	16.9%	0.0113	1.2%	77%	False	False	31,834

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9496
2.618	0.9351
1.618	0.9262
1.000	0.9207
0.618	0.9173
HIGH	0.9118
0.618	0.9084
0.500	0.9074
0.382	0.9063
LOW	0.9029
0.618	0.8974
1.000	0.8940
1.618	0.8885
2.618	0.8796
4.250	0.8651

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	0.9074	0.9102
PP	0.9069	0.9088
S1	0.9065	0.9074

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

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