CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	0.9331	0.9333	0.0002	0.0%	0.9250
High	0.9365	0.9350	-0.0015	-0.2%	0.9300
Low	0.9284	0.9270	-0.0014	-0.2%	0.9150
Close	0.9356	0.9274	-0.0082	-0.9%	0.9273
Range	0.0081	0.0080	-0.0001	-1.2%	0.0150
ATR	0.0094	0.0094	-0.0001	-0.6%	0.0000
Volume	222	217	-5	-2.3%	1,157

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9538	0.9486	0.9318
R3	0.9458	0.9406	0.9296
R2	0.9378	0.9378	0.9289
R1	0.9326	0.9326	0.9281	0.9312
PP	0.9298	0.9298	0.9298	0.9291
S1	0.9246	0.9246	0.9267	0.9232
S2	0.9218	0.9218	0.9259
S3	0.9138	0.9166	0.9252
S4	0.9058	0.9086	0.9230

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	0.9231	0.0174	1.9%	0.0087	0.9%	25%	False	False	282
10	0.9405	0.9150	0.0255	2.7%	0.0088	0.9%	49%	False	False	219
20	0.9405	0.8576	0.0829	8.9%	0.0088	0.9%	84%	False	False	169
40	0.9405	0.8540	0.0865	9.3%	0.0081	0.9%	85%	False	False	122
60	0.9405	0.8456	0.0949	10.2%	0.0086	0.9%	86%	False	False	118
80	0.9405	0.8025	0.1380	14.9%	0.0079	0.9%	91%	False	False	101
100	0.9405	0.7893	0.1512	16.3%	0.0072	0.8%	91%	False	False	86

Crabel Price Patterns
NR	True
NR4	True
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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9690
2.618	0.9559
1.618	0.9479
1.000	0.9430
0.618	0.9399
HIGH	0.9350
0.618	0.9319
0.500	0.9310
0.382	0.9301
LOW	0.9270
0.618	0.9221
1.000	0.9190
1.618	0.9141
2.618	0.9061
4.250	0.8930

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	0.9310	0.9338
PP	0.9298	0.9316
S1	0.9286	0.9295

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

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