CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	0.9071	0.9207	0.0136	1.5%	0.9151
High	0.9240	0.9370	0.0130	1.4%	0.9240
Low	0.9060	0.9198	0.0138	1.5%	0.9006
Close	0.9210	0.9252	0.0042	0.5%	0.9210
Range	0.0180	0.0172	-0.0008	-4.4%	0.0234
ATR	0.0128	0.0131	0.0003	2.4%	0.0000
Volume	64,169	85,363	21,194	33.0%	338,354

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9789	0.9693	0.9347
R3	0.9617	0.9521	0.9299
R2	0.9445	0.9445	0.9284
R1	0.9349	0.9349	0.9268	0.9397
PP	0.9273	0.9273	0.9273	0.9298
S1	0.9177	0.9177	0.9236	0.9225
S2	0.9101	0.9101	0.9220
S3	0.8929	0.9005	0.9205
S4	0.8757	0.8833	0.9157

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	0.9370	0.9006	0.0364	3.9%	0.0137	1.5%	68%	True	False	72,722
10	0.9370	0.9006	0.0364	3.9%	0.0141	1.5%	68%	True	False	66,185
20	0.9370	0.8987	0.0383	4.1%	0.0136	1.5%	69%	True	False	64,271
40	0.9408	0.8672	0.0736	8.0%	0.0125	1.3%	79%	False	False	63,614
60	0.9408	0.8530	0.0878	9.5%	0.0118	1.3%	82%	False	False	61,508
80	0.9408	0.8475	0.0933	10.1%	0.0127	1.4%	83%	False	False	49,555
100	0.9408	0.8000	0.1408	15.2%	0.0121	1.3%	89%	False	False	39,681
120	0.9408	0.7900	0.1508	16.3%	0.0114	1.2%	90%	False	False	33,079

Crabel Price Patterns
NR	True
NR4	False
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	0.0031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0101
2.618	0.9820
1.618	0.9648
1.000	0.9542
0.618	0.9476
HIGH	0.9370
0.618	0.9304
0.500	0.9284
0.382	0.9264
LOW	0.9198
0.618	0.9092
1.000	0.9026
1.618	0.8920
2.618	0.8748
4.250	0.8467

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	0.9284	0.9235
PP	0.9273	0.9217
S1	0.9263	0.9200

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

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