CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	0.9060	0.9039	-0.0021	-0.2%	0.9230
High	0.9060	0.9083	0.0023	0.3%	0.9265
Low	0.8991	0.9009	0.0018	0.2%	0.9046
Close	0.9048	0.9079	0.0031	0.3%	0.9080
Range	0.0069	0.0074	0.0005	7.2%	0.0219
ATR	0.0104	0.0102	-0.0002	-2.1%	0.0000
Volume	441	142	-299	-67.8%	1,493

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9279	0.9253	0.9120
R3	0.9205	0.9179	0.9099
R2	0.9131	0.9131	0.9093
R1	0.9105	0.9105	0.9086	0.9118
PP	0.9057	0.9057	0.9057	0.9064
S1	0.9031	0.9031	0.9072	0.9044
S2	0.8983	0.8983	0.9065
S3	0.8909	0.8957	0.9059
S4	0.8835	0.8883	0.9038

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	0.8991	0.0274	3.0%	0.0114	1.3%	32%	False	False	356
10	0.9365	0.8991	0.0374	4.1%	0.0104	1.1%	24%	False	False	291
20	0.9405	0.8991	0.0414	4.6%	0.0098	1.1%	21%	False	False	262
40	0.9405	0.8540	0.0865	9.5%	0.0087	1.0%	62%	False	False	167
60	0.9405	0.8540	0.0865	9.5%	0.0090	1.0%	62%	False	False	151
80	0.9405	0.8179	0.1226	13.5%	0.0085	0.9%	73%	False	False	127
100	0.9405	0.7920	0.1485	16.4%	0.0078	0.9%	78%	False	False	109
120	0.9405	0.7725	0.1680	18.5%	0.0073	0.8%	81%	False	False	98

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

Fibonacci Retracements and Extensions
4.250	0.9398
2.618	0.9277
1.618	0.9203
1.000	0.9157
0.618	0.9129
HIGH	0.9083
0.618	0.9055
0.500	0.9046
0.382	0.9037
LOW	0.9009
0.618	0.8963
1.000	0.8935
1.618	0.8889
2.618	0.8815
4.250	0.8695

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	0.9068	0.9118
PP	0.9057	0.9105
S1	0.9046	0.9092

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

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