CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	0.9177	0.9200	0.0023	0.3%	0.9230
High	0.9265	0.9245	-0.0020	-0.2%	0.9265
Low	0.9171	0.9077	-0.0094	-1.0%	0.9046
Close	0.9181	0.9080	-0.0101	-1.1%	0.9080
Range	0.0094	0.0168	0.0074	78.7%	0.0219
ATR	0.0100	0.0105	0.0005	4.8%	0.0000
Volume	254	771	517	203.5%	1,493

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9638	0.9527	0.9172
R3	0.9470	0.9359	0.9126
R2	0.9302	0.9302	0.9111
R1	0.9191	0.9191	0.9095	0.9163
PP	0.9134	0.9134	0.9134	0.9120
S1	0.9023	0.9023	0.9065	0.8995
S2	0.8966	0.8966	0.9049
S3	0.8798	0.8855	0.9034
S4	0.8630	0.8687	0.8988

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9787	0.9653	0.9200
R3	0.9568	0.9434	0.9140
R2	0.9349	0.9349	0.9120
R1	0.9215	0.9215	0.9100	0.9173
PP	0.9130	0.9130	0.9130	0.9109
S1	0.8996	0.8996	0.9060	0.8954
S2	0.8911	0.8911	0.9040
S3	0.8692	0.8777	0.9020
S4	0.8473	0.8558	0.8960

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9265	0.9046	0.0219	2.4%	0.0127	1.4%	16%	False	False	298
10	0.9405	0.9046	0.0359	4.0%	0.0112	1.2%	9%	False	False	274
20	0.9405	0.9008	0.0397	4.4%	0.0100	1.1%	18%	False	False	245
40	0.9405	0.8540	0.0865	9.5%	0.0087	1.0%	62%	False	False	155
60	0.9405	0.8540	0.0865	9.5%	0.0090	1.0%	62%	False	False	146
80	0.9405	0.8179	0.1226	13.5%	0.0084	0.9%	73%	False	False	121
100	0.9405	0.7920	0.1485	16.4%	0.0077	0.8%	78%	False	False	104
120	0.9405	0.7725	0.1680	18.5%	0.0072	0.8%	81%	False	False	93

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	0.9959
2.618	0.9685
1.618	0.9517
1.000	0.9413
0.618	0.9349
HIGH	0.9245
0.618	0.9181
0.500	0.9161
0.382	0.9141
LOW	0.9077
0.618	0.8973
1.000	0.8909
1.618	0.8805
2.618	0.8637
4.250	0.8363

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	0.9161	0.9156
PP	0.9134	0.9130
S1	0.9107	0.9105

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

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