CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	0.9090	0.9129	0.0039	0.4%	0.9230
High	0.9134	0.9202	0.0068	0.7%	0.9265
Low	0.9001	0.9101	0.0100	1.1%	0.9046
Close	0.9124	0.9187	0.0063	0.7%	0.9080
Range	0.0133	0.0101	-0.0032	-24.1%	0.0219
ATR	0.0104	0.0104	0.0000	-0.2%	0.0000
Volume	450	181	-269	-59.8%	1,493

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9466	0.9428	0.9243
R3	0.9365	0.9327	0.9215
R2	0.9264	0.9264	0.9206
R1	0.9226	0.9226	0.9196	0.9245
PP	0.9163	0.9163	0.9163	0.9173
S1	0.9125	0.9125	0.9178	0.9144
S2	0.9062	0.9062	0.9168
S3	0.8961	0.9024	0.9159
S4	0.8860	0.8923	0.9131

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	0.9245	0.8991	0.0254	2.8%	0.0109	1.2%	77%	False	False	397
10	0.9311	0.8991	0.0320	3.5%	0.0111	1.2%	61%	False	False	310
20	0.9405	0.8991	0.0414	4.5%	0.0099	1.1%	47%	False	False	265
40	0.9405	0.8540	0.0865	9.4%	0.0088	1.0%	75%	False	False	179
60	0.9405	0.8540	0.0865	9.4%	0.0092	1.0%	75%	False	False	157
80	0.9405	0.8397	0.1008	11.0%	0.0087	0.9%	78%	False	False	134
100	0.9405	0.7920	0.1485	16.2%	0.0079	0.9%	85%	False	False	115
120	0.9405	0.7725	0.1680	18.3%	0.0074	0.8%	87%	False	False	102

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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9631
2.618	0.9466
1.618	0.9365
1.000	0.9303
0.618	0.9264
HIGH	0.9202
0.618	0.9163
0.500	0.9152
0.382	0.9140
LOW	0.9101
0.618	0.9039
1.000	0.9000
1.618	0.8938
2.618	0.8837
4.250	0.8672

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	0.9175	0.9159
PP	0.9163	0.9130
S1	0.9152	0.9102

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

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