CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	0.8863	0.8830	-0.0033	-0.4%	0.8850
High	0.8890	0.8861	-0.0029	-0.3%	0.8899
Low	0.8825	0.8820	-0.0005	-0.1%	0.8756
Close	0.8837	0.8826	-0.0011	-0.1%	0.8826
Range	0.0065	0.0041	-0.0024	-36.9%	0.0143
ATR	0.0117	0.0112	-0.0005	-4.6%	0.0000
Volume	51	116	65	127.5%	492

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8959	0.8933	0.8849
R3	0.8918	0.8892	0.8837
R2	0.8877	0.8877	0.8834
R1	0.8851	0.8851	0.8830	0.8844
PP	0.8836	0.8836	0.8836	0.8832
S1	0.8810	0.8810	0.8822	0.8803
S2	0.8795	0.8795	0.8818
S3	0.8754	0.8769	0.8815
S4	0.8713	0.8728	0.8803

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9256	0.9184	0.8905
R3	0.9113	0.9041	0.8865
R2	0.8970	0.8970	0.8852
R1	0.8898	0.8898	0.8839	0.8863
PP	0.8827	0.8827	0.8827	0.8809
S1	0.8755	0.8755	0.8813	0.8720
S2	0.8684	0.8684	0.8800
S3	0.8541	0.8612	0.8787
S4	0.8398	0.8469	0.8747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8899	0.8756	0.0143	1.6%	0.0071	0.8%	49%	False	False	98
10	0.9138	0.8756	0.0382	4.3%	0.0076	0.9%	18%	False	False	138
20	0.9265	0.8756	0.0509	5.8%	0.0097	1.1%	14%	False	False	129
40	0.9265	0.8179	0.1086	12.3%	0.0081	0.9%	60%	False	False	88
60	0.9265	0.7920	0.1345	15.2%	0.0070	0.8%	67%	False	False	70
80	0.9265	0.7725	0.1540	17.4%	0.0065	0.7%	71%	False	False	63

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9035
2.618	0.8968
1.618	0.8927
1.000	0.8902
0.618	0.8886
HIGH	0.8861
0.618	0.8845
0.500	0.8841
0.382	0.8836
LOW	0.8820
0.618	0.8795
1.000	0.8779
1.618	0.8754
2.618	0.8713
4.250	0.8646

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	0.8841	0.8825
PP	0.8836	0.8824
S1	0.8831	0.8823

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

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