CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 04-Sep-2009

Day Change Summary
	Previous	Current
	03-Sep-2009	04-Sep-2009	Change	Change %	Previous Week
Open	0.9053	0.9071	0.0018	0.2%	0.9151
High	0.9118	0.9240	0.0122	1.3%	0.9240
Low	0.9029	0.9060	0.0031	0.3%	0.9006
Close	0.9060	0.9210	0.0150	1.7%	0.9210
Range	0.0089	0.0180	0.0091	102.2%	0.0234
ATR	0.0124	0.0128	0.0004	3.2%	0.0000
Volume	65,884	64,169	-1,715	-2.6%	338,354

Daily Pivots for day following 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9710	0.9640	0.9309
R3	0.9530	0.9460	0.9260
R2	0.9350	0.9350	0.9243
R1	0.9280	0.9280	0.9227	0.9315
PP	0.9170	0.9170	0.9170	0.9188
S1	0.9100	0.9100	0.9194	0.9135
S2	0.8990	0.8990	0.9177
S3	0.8810	0.8920	0.9161
S4	0.8630	0.8740	0.9111

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9854	0.9766	0.9339
R3	0.9620	0.9532	0.9274
R2	0.9386	0.9386	0.9253
R1	0.9298	0.9298	0.9231	0.9342
PP	0.9152	0.9152	0.9152	0.9174
S1	0.9064	0.9064	0.9189	0.9108
S2	0.8918	0.8918	0.9167
S3	0.8684	0.8830	0.9146
S4	0.8450	0.8596	0.9081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9240	0.9006	0.0234	2.5%	0.0134	1.5%	87%	True	False	67,670
10	0.9330	0.9006	0.0324	3.5%	0.0132	1.4%	63%	False	False	63,226
20	0.9330	0.8987	0.0343	3.7%	0.0133	1.4%	65%	False	False	63,561
40	0.9408	0.8570	0.0838	9.1%	0.0124	1.3%	76%	False	False	62,500
60	0.9408	0.8530	0.0878	9.5%	0.0118	1.3%	77%	False	False	61,207
80	0.9408	0.8475	0.0933	10.1%	0.0126	1.4%	79%	False	False	48,490
100	0.9408	0.8000	0.1408	15.3%	0.0120	1.3%	86%	False	False	38,828
120	0.9408	0.7900	0.1508	16.4%	0.0113	1.2%	87%	False	False	32,368

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	0.0033
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.0005
2.618	0.9711
1.618	0.9531
1.000	0.9420
0.618	0.9351
HIGH	0.9240
0.618	0.9171
0.500	0.9150
0.382	0.9129
LOW	0.9060
0.618	0.8949
1.000	0.8880
1.618	0.8769
2.618	0.8589
4.250	0.8295

Fisher Pivots for day following 04-Sep-2009
Pivot	1 day	3 day
R1	0.9190	0.9181
PP	0.9170	0.9152
S1	0.9150	0.9123

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

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