CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 01-Sep-2009

Day Change Summary
	Previous	Current
	31-Aug-2009	01-Sep-2009	Change	Change %	Previous Week
Open	0.9166	0.9144	-0.0022	-0.2%	0.9267
High	0.9169	0.9185	0.0016	0.2%	0.9330
Low	0.9016	0.9035	0.0019	0.2%	0.9075
Close	0.9136	0.9052	-0.0084	-0.9%	0.9150
Range	0.0153	0.0150	-0.0003	-2.0%	0.0255
ATR	0.0115	0.0118	0.0002	2.2%	0.0000
Volume	534	3,020	2,486	465.5%	3,099

Daily Pivots for day following 01-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9541	0.9446	0.9135
R3	0.9391	0.9296	0.9093
R2	0.9241	0.9241	0.9080
R1	0.9146	0.9146	0.9066	0.9119
PP	0.9091	0.9091	0.9091	0.9077
S1	0.8996	0.8996	0.9038	0.8969
S2	0.8941	0.8941	0.9025
S3	0.8791	0.8846	0.9011
S4	0.8641	0.8696	0.8970

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	0.9264	0.9016	0.0248	2.7%	0.0143	1.6%	15%	False	False	1,192
10	0.9330	0.9001	0.0329	3.6%	0.0129	1.4%	16%	False	False	754
20	0.9365	0.8991	0.0374	4.1%	0.0117	1.3%	16%	False	False	523
40	0.9405	0.8540	0.0865	9.6%	0.0102	1.1%	59%	False	False	339
60	0.9405	0.8540	0.0865	9.6%	0.0093	1.0%	59%	False	False	253
80	0.9405	0.8456	0.0949	10.5%	0.0094	1.0%	63%	False	False	216
100	0.9405	0.8025	0.1380	15.2%	0.0086	1.0%	74%	False	False	182
120	0.9405	0.7886	0.1519	16.8%	0.0079	0.9%	77%	False	False	156

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	0.0035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9823
2.618	0.9578
1.618	0.9428
1.000	0.9335
0.618	0.9278
HIGH	0.9185
0.618	0.9128
0.500	0.9110
0.382	0.9092
LOW	0.9035
0.618	0.8942
1.000	0.8885
1.618	0.8792
2.618	0.8642
4.250	0.8398

Fisher Pivots for day following 01-Sep-2009
Pivot	1 day	3 day
R1	0.9110	0.9140
PP	0.9091	0.9111
S1	0.9071	0.9081

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

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