CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	0.9284	0.9201	-0.0083	-0.9%	0.9060
High	0.9330	0.9227	-0.0103	-1.1%	0.9293
Low	0.9201	0.9092	-0.0109	-1.2%	0.8991
Close	0.9218	0.9106	-0.0112	-1.2%	0.9240
Range	0.0129	0.0135	0.0006	4.7%	0.0302
ATR	0.0106	0.0108	0.0002	1.9%	0.0000
Volume	326	878	552	169.3%	1,478

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9547	0.9461	0.9180
R3	0.9412	0.9326	0.9143
R2	0.9277	0.9277	0.9131
R1	0.9191	0.9191	0.9118	0.9167
PP	0.9142	0.9142	0.9142	0.9129
S1	0.9056	0.9056	0.9094	0.9032
S2	0.9007	0.9007	0.9081
S3	0.8872	0.8921	0.9069
S4	0.8737	0.8786	0.9032

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	0.9330	0.9092	0.0238	2.6%	0.0116	1.3%	6%	False	True	402
10	0.9330	0.8991	0.0339	3.7%	0.0112	1.2%	34%	False	False	407
20	0.9405	0.8991	0.0414	4.5%	0.0105	1.2%	28%	False	False	325
40	0.9405	0.8540	0.0865	9.5%	0.0092	1.0%	65%	False	False	217
60	0.9405	0.8540	0.0865	9.5%	0.0091	1.0%	65%	False	False	182
80	0.9405	0.8456	0.0949	10.4%	0.0090	1.0%	68%	False	False	154
100	0.9405	0.8025	0.1380	15.2%	0.0081	0.9%	78%	False	False	132
120	0.9405	0.7786	0.1619	17.8%	0.0076	0.8%	82%	False	False	115

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9801
2.618	0.9580
1.618	0.9445
1.000	0.9362
0.618	0.9310
HIGH	0.9227
0.618	0.9175
0.500	0.9160
0.382	0.9144
LOW	0.9092
0.618	0.9009
1.000	0.8957
1.618	0.8874
2.618	0.8739
4.250	0.8518

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	0.9160	0.9211
PP	0.9142	0.9176
S1	0.9124	0.9141

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

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