CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	0.9268	0.9278	0.0010	0.1%	0.9207
High	0.9285	0.9332	0.0047	0.5%	0.9370
Low	0.9189	0.9265	0.0076	0.8%	0.9189
Close	0.9269	0.9285	0.0016	0.2%	0.9285
Range	0.0096	0.0067	-0.0029	-30.2%	0.0181
ATR	0.0125	0.0121	-0.0004	-3.3%	0.0000
Volume	69,183	56,787	-12,396	-17.9%	314,868

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9495	0.9457	0.9322
R3	0.9428	0.9390	0.9303
R2	0.9361	0.9361	0.9297
R1	0.9323	0.9323	0.9291	0.9342
PP	0.9294	0.9294	0.9294	0.9304
S1	0.9256	0.9256	0.9279	0.9275
S2	0.9227	0.9227	0.9273
S3	0.9160	0.9189	0.9267
S4	0.9093	0.9122	0.9248

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9824	0.9736	0.9385
R3	0.9643	0.9555	0.9335
R2	0.9462	0.9462	0.9318
R1	0.9374	0.9374	0.9302	0.9418
PP	0.9281	0.9281	0.9281	0.9304
S1	0.9193	0.9193	0.9268	0.9237
S2	0.9100	0.9100	0.9252
S3	0.8919	0.9012	0.9235
S4	0.8738	0.8831	0.9185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9370	0.9060	0.0310	3.3%	0.0119	1.3%	73%	False	False	75,807
10	0.9370	0.9006	0.0364	3.9%	0.0121	1.3%	77%	False	False	71,758
20	0.9370	0.8987	0.0383	4.1%	0.0126	1.4%	78%	False	False	65,543
40	0.9408	0.8931	0.0477	5.1%	0.0120	1.3%	74%	False	False	64,322
60	0.9408	0.8530	0.0878	9.5%	0.0116	1.2%	86%	False	False	62,219
80	0.9408	0.8530	0.0878	9.5%	0.0125	1.3%	86%	False	False	52,408
100	0.9408	0.8094	0.1314	14.2%	0.0120	1.3%	91%	False	False	41,971
120	0.9408	0.7900	0.1508	16.2%	0.0113	1.2%	92%	False	False	34,990

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	0.9617
2.618	0.9507
1.618	0.9440
1.000	0.9399
0.618	0.9373
HIGH	0.9332
0.618	0.9306
0.500	0.9299
0.382	0.9291
LOW	0.9265
0.618	0.9224
1.000	0.9198
1.618	0.9157
2.618	0.9090
4.250	0.8980

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	0.9299	0.9277
PP	0.9294	0.9269
S1	0.9290	0.9261

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

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