CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	0.9201	0.9113	-0.0088	-1.0%	0.9060
High	0.9227	0.9232	0.0005	0.1%	0.9293
Low	0.9092	0.9075	-0.0017	-0.2%	0.8991
Close	0.9106	0.9224	0.0118	1.3%	0.9240
Range	0.0135	0.0157	0.0022	16.3%	0.0302
ATR	0.0108	0.0112	0.0003	3.2%	0.0000
Volume	878	951	73	8.3%	1,478

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9648	0.9593	0.9310
R3	0.9491	0.9436	0.9267
R2	0.9334	0.9334	0.9253
R1	0.9279	0.9279	0.9238	0.9307
PP	0.9177	0.9177	0.9177	0.9191
S1	0.9122	0.9122	0.9210	0.9150
S2	0.9020	0.9020	0.9195
S3	0.8863	0.8965	0.9181
S4	0.8706	0.8808	0.9138

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	0.9075	0.0255	2.8%	0.0128	1.4%	58%	False	True	556
10	0.9330	0.8991	0.0339	3.7%	0.0118	1.3%	69%	False	False	476
20	0.9405	0.8991	0.0414	4.5%	0.0109	1.2%	56%	False	False	365
40	0.9405	0.8540	0.0865	9.4%	0.0094	1.0%	79%	False	False	239
60	0.9405	0.8540	0.0865	9.4%	0.0091	1.0%	79%	False	False	195
80	0.9405	0.8456	0.0949	10.3%	0.0091	1.0%	81%	False	False	165
100	0.9405	0.8025	0.1380	15.0%	0.0083	0.9%	87%	False	False	141
120	0.9405	0.7786	0.1619	17.6%	0.0077	0.8%	89%	False	False	123

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9899
2.618	0.9643
1.618	0.9486
1.000	0.9389
0.618	0.9329
HIGH	0.9232
0.618	0.9172
0.500	0.9154
0.382	0.9135
LOW	0.9075
0.618	0.8978
1.000	0.8918
1.618	0.8821
2.618	0.8664
4.250	0.8408

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	0.9201	0.9217
PP	0.9177	0.9210
S1	0.9154	0.9203

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

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