CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	0.9400	0.9331	-0.0069	-0.7%	0.9250
High	0.9405	0.9365	-0.0040	-0.4%	0.9300
Low	0.9300	0.9284	-0.0016	-0.2%	0.9150
Close	0.9312	0.9356	0.0044	0.5%	0.9273
Range	0.0105	0.0081	-0.0024	-22.9%	0.0150
ATR	0.0095	0.0094	-0.0001	-1.1%	0.0000
Volume	149	222	73	49.0%	1,157

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9578	0.9548	0.9401
R3	0.9497	0.9467	0.9378
R2	0.9416	0.9416	0.9371
R1	0.9386	0.9386	0.9363	0.9401
PP	0.9335	0.9335	0.9335	0.9343
S1	0.9305	0.9305	0.9349	0.9320
S2	0.9254	0.9254	0.9341
S3	0.9173	0.9224	0.9334
S4	0.9092	0.9143	0.9311

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	0.9178	0.0227	2.4%	0.0088	0.9%	78%	False	False	272
10	0.9405	0.9095	0.0310	3.3%	0.0092	1.0%	84%	False	False	218
20	0.9405	0.8576	0.0829	8.9%	0.0087	0.9%	94%	False	False	164
40	0.9405	0.8540	0.0865	9.2%	0.0082	0.9%	94%	False	False	121
60	0.9405	0.8456	0.0949	10.1%	0.0086	0.9%	95%	False	False	117
80	0.9405	0.8025	0.1380	14.7%	0.0079	0.8%	96%	False	False	99
100	0.9405	0.7886	0.1519	16.2%	0.0072	0.8%	97%	False	False	84

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9709
2.618	0.9577
1.618	0.9496
1.000	0.9446
0.618	0.9415
HIGH	0.9365
0.618	0.9334
0.500	0.9325
0.382	0.9315
LOW	0.9284
0.618	0.9234
1.000	0.9203
1.618	0.9153
2.618	0.9072
4.250	0.8940

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	0.9346	0.9352
PP	0.9335	0.9347
S1	0.9325	0.9343

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

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