CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 31-Aug-2009

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	0.9197	0.9166	-0.0031	-0.3%	0.9267
High	0.9264	0.9169	-0.0095	-1.0%	0.9330
Low	0.9145	0.9016	-0.0129	-1.4%	0.9075
Close	0.9150	0.9136	-0.0014	-0.2%	0.9150
Range	0.0119	0.0153	0.0034	28.6%	0.0255
ATR	0.0112	0.0115	0.0003	2.6%	0.0000
Volume	579	534	-45	-7.8%	3,099

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9566	0.9504	0.9220
R3	0.9413	0.9351	0.9178
R2	0.9260	0.9260	0.9164
R1	0.9198	0.9198	0.9150	0.9153
PP	0.9107	0.9107	0.9107	0.9084
S1	0.9045	0.9045	0.9122	0.9000
S2	0.8954	0.8954	0.9108
S3	0.8801	0.8892	0.9094
S4	0.8648	0.8739	0.9052

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9950	0.9805	0.9290
R3	0.9695	0.9550	0.9220
R2	0.9440	0.9440	0.9197
R1	0.9295	0.9295	0.9173	0.9240
PP	0.9185	0.9185	0.9185	0.9158
S1	0.9040	0.9040	0.9127	0.8985
S2	0.8930	0.8930	0.9103
S3	0.8675	0.8785	0.9080
S4	0.8420	0.8530	0.9010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9330	0.9016	0.0314	3.4%	0.0139	1.5%	38%	False	True	653
10	0.9330	0.9001	0.0329	3.6%	0.0122	1.3%	41%	False	False	467
20	0.9405	0.8991	0.0414	4.5%	0.0114	1.3%	35%	False	False	379
40	0.9405	0.8540	0.0865	9.5%	0.0099	1.1%	69%	False	False	265
60	0.9405	0.8540	0.0865	9.5%	0.0091	1.0%	69%	False	False	207
80	0.9405	0.8456	0.0949	10.4%	0.0093	1.0%	72%	False	False	178
100	0.9405	0.8025	0.1380	15.1%	0.0085	0.9%	81%	False	False	152
120	0.9405	0.7840	0.1565	17.1%	0.0078	0.9%	83%	False	False	132

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	0.0033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9819
2.618	0.9570
1.618	0.9417
1.000	0.9322
0.618	0.9264
HIGH	0.9169
0.618	0.9111
0.500	0.9093
0.382	0.9074
LOW	0.9016
0.618	0.8921
1.000	0.8863
1.618	0.8768
2.618	0.8615
4.250	0.8366

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	0.9122	0.9140
PP	0.9107	0.9139
S1	0.9093	0.9137

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

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