CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	0.9095	0.9162	0.0067	0.7%	0.9008
High	0.9224	0.9257	0.0033	0.4%	0.9257
Low	0.9095	0.9162	0.0067	0.7%	0.9008
Close	0.9217	0.9231	0.0014	0.2%	0.9231
Range	0.0129	0.0095	-0.0034	-26.4%	0.0249
ATR	0.0097	0.0096	0.0000	-0.1%	0.0000
Volume	209	187	-22	-10.5%	1,004

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9502	0.9461	0.9283
R3	0.9407	0.9366	0.9257
R2	0.9312	0.9312	0.9248
R1	0.9271	0.9271	0.9240	0.9292
PP	0.9217	0.9217	0.9217	0.9227
S1	0.9176	0.9176	0.9222	0.9197
S2	0.9122	0.9122	0.9214
S3	0.9027	0.9081	0.9205
S4	0.8932	0.8986	0.9179

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9912	0.9821	0.9368
R3	0.9663	0.9572	0.9299
R2	0.9414	0.9414	0.9277
R1	0.9323	0.9323	0.9254	0.9369
PP	0.9165	0.9165	0.9165	0.9188
S1	0.9074	0.9074	0.9208	0.9120
S2	0.8916	0.8916	0.9185
S3	0.8667	0.8825	0.9163
S4	0.8418	0.8576	0.9094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9257	0.9008	0.0249	2.7%	0.0096	1.0%	90%	True	False	200
10	0.9257	0.8591	0.0666	7.2%	0.0093	1.0%	96%	True	False	135
20	0.9257	0.8540	0.0717	7.8%	0.0080	0.9%	96%	True	False	95
40	0.9265	0.8540	0.0725	7.9%	0.0087	0.9%	95%	False	False	106
60	0.9265	0.8420	0.0845	9.2%	0.0084	0.9%	96%	False	False	94
80	0.9265	0.8025	0.1240	13.4%	0.0075	0.8%	97%	False	False	79
100	0.9265	0.7725	0.1540	16.7%	0.0069	0.7%	98%	False	False	70

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9661
2.618	0.9506
1.618	0.9411
1.000	0.9352
0.618	0.9316
HIGH	0.9257
0.618	0.9221
0.500	0.9210
0.382	0.9198
LOW	0.9162
0.618	0.9103
1.000	0.9067
1.618	0.9008
2.618	0.8913
4.250	0.8758

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	0.9224	0.9205
PP	0.9217	0.9178
S1	0.9210	0.9152

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

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