CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 04-Aug-2009

Day Change Summary
	Previous	Current
	03-Aug-2009	04-Aug-2009	Change	Change %	Previous Week
Open	0.9300	0.9400	0.0100	1.1%	0.9250
High	0.9396	0.9405	0.0009	0.1%	0.9300
Low	0.9280	0.9300	0.0020	0.2%	0.9150
Close	0.9373	0.9312	-0.0061	-0.7%	0.9273
Range	0.0116	0.0105	-0.0011	-9.5%	0.0150
ATR	0.0095	0.0095	0.0001	0.8%	0.0000
Volume	263	149	-114	-43.3%	1,157

Daily Pivots for day following 04-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9654	0.9588	0.9370
R3	0.9549	0.9483	0.9341
R2	0.9444	0.9444	0.9331
R1	0.9378	0.9378	0.9322	0.9359
PP	0.9339	0.9339	0.9339	0.9329
S1	0.9273	0.9273	0.9302	0.9254
S2	0.9234	0.9234	0.9293
S3	0.9129	0.9168	0.9283
S4	0.9024	0.9063	0.9254

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9691	0.9632	0.9356
R3	0.9541	0.9482	0.9314
R2	0.9391	0.9391	0.9301
R1	0.9332	0.9332	0.9287	0.9362
PP	0.9241	0.9241	0.9241	0.9256
S1	0.9182	0.9182	0.9259	0.9212
S2	0.9091	0.9091	0.9246
S3	0.8941	0.9032	0.9232
S4	0.8791	0.8882	0.9191

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9405	0.9150	0.0255	2.7%	0.0092	1.0%	64%	True	False	271
10	0.9405	0.9047	0.0358	3.8%	0.0092	1.0%	74%	True	False	232
20	0.9405	0.8540	0.0865	9.3%	0.0087	0.9%	89%	True	False	156
40	0.9405	0.8540	0.0865	9.3%	0.0081	0.9%	89%	True	False	117
60	0.9405	0.8456	0.0949	10.2%	0.0086	0.9%	90%	True	False	114
80	0.9405	0.8025	0.1380	14.8%	0.0079	0.8%	93%	True	False	96
100	0.9405	0.7886	0.1519	16.3%	0.0071	0.8%	94%	True	False	83

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	True
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9851
2.618	0.9680
1.618	0.9575
1.000	0.9510
0.618	0.9470
HIGH	0.9405
0.618	0.9365
0.500	0.9353
0.382	0.9340
LOW	0.9300
0.618	0.9235
1.000	0.9195
1.618	0.9130
2.618	0.9025
4.250	0.8854

Fisher Pivots for day following 04-Aug-2009
Pivot	1 day	3 day
R1	0.9353	0.9318
PP	0.9339	0.9316
S1	0.9326	0.9314

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

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