CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 10-Sep-2009

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	0.9264	0.9268	0.0004	0.0%	0.9151
High	0.9308	0.9285	-0.0023	-0.2%	0.9240
Low	0.9228	0.9189	-0.0039	-0.4%	0.9006
Close	0.9250	0.9269	0.0019	0.2%	0.9210
Range	0.0080	0.0096	0.0016	20.0%	0.0234
ATR	0.0128	0.0125	-0.0002	-1.8%	0.0000
Volume	103,535	69,183	-34,352	-33.2%	338,354

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9536	0.9498	0.9322
R3	0.9440	0.9402	0.9295
R2	0.9344	0.9344	0.9287
R1	0.9306	0.9306	0.9278	0.9325
PP	0.9248	0.9248	0.9248	0.9257
S1	0.9210	0.9210	0.9260	0.9229
S2	0.9152	0.9152	0.9251
S3	0.9056	0.9114	0.9243
S4	0.8960	0.9018	0.9216

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	0.9029	0.0341	3.7%	0.0123	1.3%	70%	False	False	77,626
10	0.9370	0.9006	0.0364	3.9%	0.0131	1.4%	72%	False	False	72,598
20	0.9370	0.8987	0.0383	4.1%	0.0128	1.4%	74%	False	False	66,486
40	0.9408	0.8911	0.0497	5.4%	0.0121	1.3%	72%	False	False	64,767
60	0.9408	0.8530	0.0878	9.5%	0.0117	1.3%	84%	False	False	62,359
80	0.9408	0.8530	0.0878	9.5%	0.0126	1.4%	84%	False	False	51,707
100	0.9408	0.8035	0.1373	14.8%	0.0120	1.3%	90%	False	False	41,406
120	0.9408	0.7900	0.1508	16.3%	0.0114	1.2%	91%	False	False	34,517

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9693
2.618	0.9536
1.618	0.9440
1.000	0.9381
0.618	0.9344
HIGH	0.9285
0.618	0.9248
0.500	0.9237
0.382	0.9226
LOW	0.9189
0.618	0.9130
1.000	0.9093
1.618	0.9034
2.618	0.8938
4.250	0.8781

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	0.9258	0.9280
PP	0.9248	0.9276
S1	0.9237	0.9273

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

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