CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	0.9282	0.9291	0.0009	0.1%	0.9203
High	0.9335	0.9291	-0.0044	-0.5%	0.9370
Low	0.9266	0.9153	-0.0113	-1.2%	0.9192
Close	0.9288	0.9224	-0.0064	-0.7%	0.9288
Range	0.0069	0.0138	0.0069	100.0%	0.0178
ATR	0.0113	0.0115	0.0002	1.6%	0.0000
Volume	60,780	73,620	12,840	21.1%	135,289

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9637	0.9568	0.9300
R3	0.9499	0.9430	0.9262
R2	0.9361	0.9361	0.9249
R1	0.9292	0.9292	0.9237	0.9258
PP	0.9223	0.9223	0.9223	0.9205
S1	0.9154	0.9154	0.9211	0.9120
S2	0.9085	0.9085	0.9199
S3	0.8947	0.9016	0.9186
S4	0.8809	0.8878	0.9148

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	0.9153	0.0217	2.4%	0.0111	1.2%	33%	False	True	41,193
10	0.9370	0.9010	0.0360	3.9%	0.0116	1.3%	59%	False	False	21,998
20	0.9370	0.9001	0.0369	4.0%	0.0119	1.3%	60%	False	False	11,232
40	0.9405	0.8991	0.0414	4.5%	0.0109	1.2%	56%	False	False	5,748
60	0.9405	0.8540	0.0865	9.4%	0.0097	1.1%	79%	False	False	3,854
80	0.9405	0.8540	0.0865	9.4%	0.0097	1.1%	79%	False	False	2,922
100	0.9405	0.8179	0.1226	13.3%	0.0091	1.0%	85%	False	False	2,347
120	0.9405	0.7920	0.1485	16.1%	0.0084	0.9%	88%	False	False	1,962

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9878
2.618	0.9652
1.618	0.9514
1.000	0.9429
0.618	0.9376
HIGH	0.9291
0.618	0.9238
0.500	0.9222
0.382	0.9206
LOW	0.9153
0.618	0.9068
1.000	0.9015
1.618	0.8930
2.618	0.8792
4.250	0.8567

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	0.9223	0.9244
PP	0.9223	0.9237
S1	0.9222	0.9231

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

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