CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 12-Aug-2009

Day Change Summary
	Previous	Current
	11-Aug-2009	12-Aug-2009	Change	Change %	Previous Week
Open	0.9174	0.9083	-0.0091	-1.0%	0.9300
High	0.9174	0.9211	0.0037	0.4%	0.9405
Low	0.9056	0.9046	-0.0010	-0.1%	0.9214
Close	0.9080	0.9198	0.0118	1.3%	0.9238
Range	0.0118	0.0165	0.0047	39.8%	0.0191
ATR	0.0096	0.0101	0.0005	5.1%	0.0000
Volume	102	172	70	68.6%	1,251

Daily Pivots for day following 12-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9647	0.9587	0.9289
R3	0.9482	0.9422	0.9243
R2	0.9317	0.9317	0.9228
R1	0.9257	0.9257	0.9213	0.9287
PP	0.9152	0.9152	0.9152	0.9167
S1	0.9092	0.9092	0.9183	0.9122
S2	0.8987	0.8987	0.9168
S3	0.8822	0.8927	0.9153
S4	0.8657	0.8762	0.9107

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9859	0.9739	0.9343
R3	0.9668	0.9548	0.9291
R2	0.9477	0.9477	0.9273
R1	0.9357	0.9357	0.9256	0.9322
PP	0.9286	0.9286	0.9286	0.9268
S1	0.9166	0.9166	0.9220	0.9131
S2	0.9095	0.9095	0.9203
S3	0.8904	0.8975	0.9185
S4	0.8713	0.8784	0.9133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9350	0.9046	0.0304	3.3%	0.0110	1.2%	50%	False	True	217
10	0.9405	0.9046	0.0359	3.9%	0.0099	1.1%	42%	False	True	244
20	0.9405	0.8940	0.0465	5.1%	0.0090	1.0%	55%	False	False	202
40	0.9405	0.8540	0.0865	9.4%	0.0083	0.9%	76%	False	False	133
60	0.9405	0.8540	0.0865	9.4%	0.0088	1.0%	76%	False	False	131
80	0.9405	0.8066	0.1339	14.6%	0.0082	0.9%	85%	False	False	111
100	0.9405	0.7920	0.1485	16.1%	0.0075	0.8%	86%	False	False	94
120	0.9405	0.7725	0.1680	18.3%	0.0071	0.8%	88%	False	False	85

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	0.9912
2.618	0.9643
1.618	0.9478
1.000	0.9376
0.618	0.9313
HIGH	0.9211
0.618	0.9148
0.500	0.9129
0.382	0.9109
LOW	0.9046
0.618	0.8944
1.000	0.8881
1.618	0.8779
2.618	0.8614
4.250	0.8345

Fisher Pivots for day following 12-Aug-2009
Pivot	1 day	3 day
R1	0.9175	0.9181
PP	0.9152	0.9165
S1	0.9129	0.9148

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

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