CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 13-Aug-2009

Day Change Summary
	Previous	Current
	12-Aug-2009	13-Aug-2009	Change	Change %	Previous Week
Open	0.9083	0.9177	0.0094	1.0%	0.9300
High	0.9211	0.9265	0.0054	0.6%	0.9405
Low	0.9046	0.9171	0.0125	1.4%	0.9214
Close	0.9198	0.9181	-0.0017	-0.2%	0.9238
Range	0.0165	0.0094	-0.0071	-43.0%	0.0191
ATR	0.0101	0.0100	0.0000	-0.5%	0.0000
Volume	172	254	82	47.7%	1,251

Daily Pivots for day following 13-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9488	0.9428	0.9233
R3	0.9394	0.9334	0.9207
R2	0.9300	0.9300	0.9198
R1	0.9240	0.9240	0.9190	0.9270
PP	0.9206	0.9206	0.9206	0.9221
S1	0.9146	0.9146	0.9172	0.9176
S2	0.9112	0.9112	0.9164
S3	0.9018	0.9052	0.9155
S4	0.8924	0.8958	0.9129

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	0.9311	0.9046	0.0265	2.9%	0.0113	1.2%	51%	False	False	224
10	0.9405	0.9046	0.0359	3.9%	0.0100	1.1%	38%	False	False	253
20	0.9405	0.8942	0.0463	5.0%	0.0093	1.0%	52%	False	False	210
40	0.9405	0.8540	0.0865	9.4%	0.0084	0.9%	74%	False	False	138
60	0.9405	0.8540	0.0865	9.4%	0.0089	1.0%	74%	False	False	135
80	0.9405	0.8134	0.1271	13.8%	0.0083	0.9%	82%	False	False	112
100	0.9405	0.7920	0.1485	16.2%	0.0075	0.8%	85%	False	False	96
120	0.9405	0.7725	0.1680	18.3%	0.0071	0.8%	87%	False	False	87

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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9665
2.618	0.9511
1.618	0.9417
1.000	0.9359
0.618	0.9323
HIGH	0.9265
0.618	0.9229
0.500	0.9218
0.382	0.9207
LOW	0.9171
0.618	0.9113
1.000	0.9077
1.618	0.9019
2.618	0.8925
4.250	0.8772

Fisher Pivots for day following 13-Aug-2009
Pivot	1 day	3 day
R1	0.9218	0.9173
PP	0.9206	0.9164
S1	0.9193	0.9156

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

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