CME Canadian Dollar Future December 2009

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

Day Change Summary
	Previous	Current
	09-Jul-2009	10-Jul-2009	Change	Change %	Previous Week
Open	0.8630	0.8618	-0.0012	-0.1%	0.8585
High	0.8657	0.8618	-0.0039	-0.5%	0.8657
Low	0.8596	0.8576	-0.0020	-0.2%	0.8540
Close	0.8617	0.8604	-0.0013	-0.2%	0.8604
Range	0.0061	0.0042	-0.0019	-31.1%	0.0117
ATR	0.0091	0.0088	-0.0004	-3.9%	0.0000
Volume	115	34	-81	-70.4%	305

Daily Pivots for day following 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8725	0.8707	0.8627
R3	0.8683	0.8665	0.8616
R2	0.8641	0.8641	0.8612
R1	0.8623	0.8623	0.8608	0.8611
PP	0.8599	0.8599	0.8599	0.8594
S1	0.8581	0.8581	0.8600	0.8569
S2	0.8557	0.8557	0.8596
S3	0.8515	0.8539	0.8592
S4	0.8473	0.8497	0.8581

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8951	0.8895	0.8668
R3	0.8834	0.8778	0.8636
R2	0.8717	0.8717	0.8625
R1	0.8661	0.8661	0.8615	0.8689
PP	0.8600	0.8600	0.8600	0.8615
S1	0.8544	0.8544	0.8593	0.8572
S2	0.8483	0.8483	0.8583
S3	0.8366	0.8427	0.8572
S4	0.8249	0.8310	0.8540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8657	0.8540	0.0117	1.4%	0.0059	0.7%	55%	False	False	61
10	0.8750	0.8540	0.0210	2.4%	0.0068	0.8%	30%	False	False	56
20	0.8899	0.8540	0.0359	4.2%	0.0070	0.8%	18%	False	False	72
40	0.9265	0.8456	0.0809	9.4%	0.0085	1.0%	18%	False	False	92
60	0.9265	0.8025	0.1240	14.4%	0.0076	0.9%	47%	False	False	79
80	0.9265	0.7920	0.1345	15.6%	0.0067	0.8%	51%	False	False	65

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8797
2.618	0.8728
1.618	0.8686
1.000	0.8660
0.618	0.8644
HIGH	0.8618
0.618	0.8602
0.500	0.8597
0.382	0.8592
LOW	0.8576
0.618	0.8550
1.000	0.8534
1.618	0.8508
2.618	0.8466
4.250	0.8398

Fisher Pivots for day following 10-Jul-2009
Pivot	1 day	3 day
R1	0.8602	0.8602
PP	0.8599	0.8600
S1	0.8597	0.8599

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

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