CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	0.9266	0.9282	0.0016	0.2%	0.9203
High	0.9289	0.9335	0.0046	0.5%	0.9370
Low	0.9192	0.9266	0.0074	0.8%	0.9192
Close	0.9271	0.9288	0.0017	0.2%	0.9288
Range	0.0097	0.0069	-0.0028	-28.9%	0.0178
ATR	0.0116	0.0113	-0.0003	-2.9%	0.0000
Volume	30,348	60,780	30,432	100.3%	135,289

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9503	0.9465	0.9326
R3	0.9434	0.9396	0.9307
R2	0.9365	0.9365	0.9301
R1	0.9327	0.9327	0.9294	0.9346
PP	0.9296	0.9296	0.9296	0.9306
S1	0.9258	0.9258	0.9282	0.9277
S2	0.9227	0.9227	0.9275
S3	0.9158	0.9189	0.9269
S4	0.9089	0.9120	0.9250

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9817	0.9731	0.9386
R3	0.9639	0.9553	0.9337
R2	0.9461	0.9461	0.9321
R1	0.9375	0.9375	0.9304	0.9418
PP	0.9283	0.9283	0.9283	0.9305
S1	0.9197	0.9197	0.9272	0.9240
S2	0.9105	0.9105	0.9255
S3	0.8927	0.9019	0.9239
S4	0.8749	0.8841	0.9190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9370	0.9192	0.0178	1.9%	0.0106	1.1%	54%	False	False	27,057
10	0.9370	0.9010	0.0360	3.9%	0.0117	1.3%	77%	False	False	14,689
20	0.9370	0.8991	0.0379	4.1%	0.0115	1.2%	78%	False	False	7,573
40	0.9405	0.8991	0.0414	4.5%	0.0107	1.2%	72%	False	False	3,909
60	0.9405	0.8540	0.0865	9.3%	0.0097	1.0%	86%	False	False	2,628
80	0.9405	0.8540	0.0865	9.3%	0.0097	1.0%	86%	False	False	2,003
100	0.9405	0.8179	0.1226	13.2%	0.0090	1.0%	90%	False	False	1,612
120	0.9405	0.7920	0.1485	16.0%	0.0083	0.9%	92%	False	False	1,349

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.9628
2.618	0.9516
1.618	0.9447
1.000	0.9404
0.618	0.9378
HIGH	0.9335
0.618	0.9309
0.500	0.9301
0.382	0.9292
LOW	0.9266
0.618	0.9223
1.000	0.9197
1.618	0.9154
2.618	0.9085
4.250	0.8973

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	0.9301	0.9280
PP	0.9296	0.9272
S1	0.9292	0.9264

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

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