CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	0.9039	0.9090	0.0051	0.6%	0.9230
High	0.9083	0.9134	0.0051	0.6%	0.9265
Low	0.9009	0.9001	-0.0008	-0.1%	0.9046
Close	0.9079	0.9124	0.0045	0.5%	0.9080
Range	0.0074	0.0133	0.0059	79.7%	0.0219
ATR	0.0102	0.0104	0.0002	2.2%	0.0000
Volume	142	450	308	216.9%	1,493

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9485	0.9438	0.9197
R3	0.9352	0.9305	0.9161
R2	0.9219	0.9219	0.9148
R1	0.9172	0.9172	0.9136	0.9196
PP	0.9086	0.9086	0.9086	0.9098
S1	0.9039	0.9039	0.9112	0.9063
S2	0.8953	0.8953	0.9100
S3	0.8820	0.8906	0.9087
S4	0.8687	0.8773	0.9051

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%	0.0108	1.2%	49%	False	False	411
10	0.9350	0.8991	0.0359	3.9%	0.0109	1.2%	37%	False	False	314
20	0.9405	0.8991	0.0414	4.5%	0.0101	1.1%	32%	False	False	266
40	0.9405	0.8540	0.0865	9.5%	0.0089	1.0%	68%	False	False	176
60	0.9405	0.8540	0.0865	9.5%	0.0092	1.0%	68%	False	False	154
80	0.9405	0.8305	0.1100	12.1%	0.0086	0.9%	74%	False	False	132
100	0.9405	0.7920	0.1485	16.3%	0.0078	0.9%	81%	False	False	114
120	0.9405	0.7725	0.1680	18.4%	0.0073	0.8%	83%	False	False	102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9699
2.618	0.9482
1.618	0.9349
1.000	0.9267
0.618	0.9216
HIGH	0.9134
0.618	0.9083
0.500	0.9068
0.382	0.9052
LOW	0.9001
0.618	0.8919
1.000	0.8868
1.618	0.8786
2.618	0.8653
4.250	0.8436

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	0.9105	0.9104
PP	0.9086	0.9083
S1	0.9068	0.9063

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

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