CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	0.9247	0.9184	-0.0063	-0.7%	0.9008
High	0.9251	0.9261	0.0010	0.1%	0.9257
Low	0.9150	0.9178	0.0028	0.3%	0.9008
Close	0.9164	0.9238	0.0074	0.8%	0.9231
Range	0.0101	0.0083	-0.0018	-17.8%	0.0249
ATR	0.0095	0.0096	0.0000	0.1%	0.0000
Volume	216	167	-49	-22.7%	1,004

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9475	0.9439	0.9284
R3	0.9392	0.9356	0.9261
R2	0.9309	0.9309	0.9253
R1	0.9273	0.9273	0.9246	0.9291
PP	0.9226	0.9226	0.9226	0.9235
S1	0.9190	0.9190	0.9230	0.9208
S2	0.9143	0.9143	0.9223
S3	0.9060	0.9107	0.9215
S4	0.8977	0.9024	0.9192

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	0.9300	0.9150	0.0150	1.6%	0.0088	1.0%	59%	False	False	156
10	0.9300	0.8942	0.0358	3.9%	0.0087	0.9%	83%	False	False	167
20	0.9300	0.8540	0.0760	8.2%	0.0078	0.8%	92%	False	False	114
40	0.9300	0.8540	0.0760	8.2%	0.0082	0.9%	92%	False	False	111
60	0.9300	0.8456	0.0844	9.1%	0.0085	0.9%	93%	False	False	99
80	0.9300	0.8025	0.1275	13.8%	0.0077	0.8%	95%	False	False	85
100	0.9300	0.7786	0.1514	16.4%	0.0071	0.8%	96%	False	False	75

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9614
2.618	0.9478
1.618	0.9395
1.000	0.9344
0.618	0.9312
HIGH	0.9261
0.618	0.9229
0.500	0.9220
0.382	0.9210
LOW	0.9178
0.618	0.9127
1.000	0.9095
1.618	0.9044
2.618	0.8961
4.250	0.8825

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	0.9232	0.9234
PP	0.9226	0.9229
S1	0.9220	0.9225

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

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