CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	0.9196	0.9267	0.0071	0.8%	0.9060
High	0.9293	0.9320	0.0027	0.3%	0.9293
Low	0.9155	0.9241	0.0086	0.9%	0.8991
Close	0.9240	0.9284	0.0044	0.5%	0.9240
Range	0.0138	0.0079	-0.0059	-42.8%	0.0302
ATR	0.0106	0.0104	-0.0002	-1.8%	0.0000
Volume	264	365	101	38.3%	1,478

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9519	0.9480	0.9327
R3	0.9440	0.9401	0.9306
R2	0.9361	0.9361	0.9298
R1	0.9322	0.9322	0.9291	0.9342
PP	0.9282	0.9282	0.9282	0.9291
S1	0.9243	0.9243	0.9277	0.9263
S2	0.9203	0.9203	0.9270
S3	0.9124	0.9164	0.9262
S4	0.9045	0.9085	0.9241

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0081	0.9962	0.9406
R3	0.9779	0.9660	0.9323
R2	0.9477	0.9477	0.9295
R1	0.9358	0.9358	0.9268	0.9418
PP	0.9175	0.9175	0.9175	0.9204
S1	0.9056	0.9056	0.9212	0.9116
S2	0.8873	0.8873	0.9185
S3	0.8571	0.8754	0.9157
S4	0.8269	0.8452	0.9074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9320	0.9001	0.0319	3.4%	0.0105	1.1%	89%	True	False	280
10	0.9320	0.8991	0.0329	3.5%	0.0114	1.2%	89%	True	False	314
20	0.9405	0.8991	0.0414	4.5%	0.0103	1.1%	71%	False	False	283
40	0.9405	0.8540	0.0865	9.3%	0.0092	1.0%	86%	False	False	190
60	0.9405	0.8540	0.0865	9.3%	0.0092	1.0%	86%	False	False	164
80	0.9405	0.8440	0.0965	10.4%	0.0088	1.0%	87%	False	False	142
100	0.9405	0.8025	0.1380	14.9%	0.0080	0.9%	91%	False	False	121
120	0.9405	0.7725	0.1680	18.1%	0.0075	0.8%	93%	False	False	106

Crabel Price Patterns
NR	True
NR4	True
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	0.0026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9656
2.618	0.9527
1.618	0.9448
1.000	0.9399
0.618	0.9369
HIGH	0.9320
0.618	0.9290
0.500	0.9281
0.382	0.9271
LOW	0.9241
0.618	0.9192
1.000	0.9162
1.618	0.9113
2.618	0.9034
4.250	0.8905

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	0.9283	0.9260
PP	0.9282	0.9235
S1	0.9281	0.9211

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

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