CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 07-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	07-Sep-2009	Change	Change %	Previous Week
Open	0.9066	0.9203	0.0137	1.5%	0.9166
High	0.9241	0.9312	0.0071	0.8%	0.9241
Low	0.9063	0.9199	0.0136	1.5%	0.9010
Close	0.9211	0.9281	0.0070	0.8%	0.9211
Range	0.0178	0.0113	-0.0065	-36.5%	0.0231
ATR	0.0117	0.0117	0.0000	-0.3%	0.0000
Volume	2,940	2,940	0	0.0%	11,607

Daily Pivots for day following 07-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9603	0.9555	0.9343
R3	0.9490	0.9442	0.9312
R2	0.9377	0.9377	0.9302
R1	0.9329	0.9329	0.9291	0.9353
PP	0.9264	0.9264	0.9264	0.9276
S1	0.9216	0.9216	0.9271	0.9240
S2	0.9151	0.9151	0.9260
S3	0.9038	0.9103	0.9250
S4	0.8925	0.8990	0.9219

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9847	0.9760	0.9338
R3	0.9616	0.9529	0.9275
R2	0.9385	0.9385	0.9253
R1	0.9298	0.9298	0.9232	0.9342
PP	0.9154	0.9154	0.9154	0.9176
S1	0.9067	0.9067	0.9190	0.9111
S2	0.8923	0.8923	0.9169
S3	0.8692	0.8836	0.9147
S4	0.8461	0.8605	0.9084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9312	0.9010	0.0302	3.3%	0.0120	1.3%	90%	True	False	2,802
10	0.9330	0.9010	0.0320	3.4%	0.0129	1.4%	85%	False	False	1,728
20	0.9330	0.8991	0.0339	3.7%	0.0122	1.3%	86%	False	False	1,021
40	0.9405	0.8680	0.0725	7.8%	0.0106	1.1%	83%	False	False	608
60	0.9405	0.8540	0.0865	9.3%	0.0094	1.0%	86%	False	False	427
80	0.9405	0.8456	0.0949	10.2%	0.0096	1.0%	87%	False	False	350
100	0.9405	0.8025	0.1380	14.9%	0.0089	1.0%	91%	False	False	290
120	0.9405	0.7920	0.1485	16.0%	0.0080	0.9%	92%	False	False	246

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9792
2.618	0.9608
1.618	0.9495
1.000	0.9425
0.618	0.9382
HIGH	0.9312
0.618	0.9269
0.500	0.9256
0.382	0.9242
LOW	0.9199
0.618	0.9129
1.000	0.9086
1.618	0.9016
2.618	0.8903
4.250	0.8719

Fisher Pivots for day following 07-Sep-2009
Pivot	1 day	3 day
R1	0.9273	0.9245
PP	0.9264	0.9209
S1	0.9256	0.9173

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

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