CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 27-Jul-2009

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	0.9162	0.9250	0.0088	1.0%	0.9008
High	0.9257	0.9281	0.0024	0.3%	0.9257
Low	0.9162	0.9240	0.0078	0.9%	0.9008
Close	0.9231	0.9260	0.0029	0.3%	0.9231
Range	0.0095	0.0041	-0.0054	-56.8%	0.0249
ATR	0.0096	0.0093	-0.0003	-3.4%	0.0000
Volume	187	79	-108	-57.8%	1,004

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9383	0.9363	0.9283
R3	0.9342	0.9322	0.9271
R2	0.9301	0.9301	0.9268
R1	0.9281	0.9281	0.9264	0.9291
PP	0.9260	0.9260	0.9260	0.9266
S1	0.9240	0.9240	0.9256	0.9250
S2	0.9219	0.9219	0.9252
S3	0.9178	0.9199	0.9249
S4	0.9137	0.9158	0.9237

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	0.9281	0.9009	0.0272	2.9%	0.0091	1.0%	92%	True	False	204
10	0.9281	0.8680	0.0601	6.5%	0.0088	0.9%	97%	True	False	138
20	0.9281	0.8540	0.0741	8.0%	0.0080	0.9%	97%	True	False	97
40	0.9281	0.8540	0.0741	8.0%	0.0086	0.9%	97%	True	False	105
60	0.9281	0.8440	0.0841	9.1%	0.0083	0.9%	98%	True	False	95
80	0.9281	0.8025	0.1256	13.6%	0.0075	0.8%	98%	True	False	80
100	0.9281	0.7725	0.1556	16.8%	0.0069	0.7%	99%	True	False	71

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	0.0007
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9455
2.618	0.9388
1.618	0.9347
1.000	0.9322
0.618	0.9306
HIGH	0.9281
0.618	0.9265
0.500	0.9261
0.382	0.9256
LOW	0.9240
0.618	0.9215
1.000	0.9199
1.618	0.9174
2.618	0.9133
4.250	0.9066

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	0.9261	0.9236
PP	0.9260	0.9212
S1	0.9260	0.9188

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

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