CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	0.9291	0.9232	-0.0059	-0.6%	0.9203
High	0.9291	0.9338	0.0047	0.5%	0.9370
Low	0.9153	0.9200	0.0047	0.5%	0.9192
Close	0.9224	0.9317	0.0093	1.0%	0.9288
Range	0.0138	0.0138	0.0000	0.0%	0.0178
ATR	0.0115	0.0116	0.0002	1.4%	0.0000
Volume	73,620	66,961	-6,659	-9.0%	135,289

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9699	0.9646	0.9393
R3	0.9561	0.9508	0.9355
R2	0.9423	0.9423	0.9342
R1	0.9370	0.9370	0.9330	0.9397
PP	0.9285	0.9285	0.9285	0.9298
S1	0.9232	0.9232	0.9304	0.9259
S2	0.9147	0.9147	0.9292
S3	0.9009	0.9094	0.9279
S4	0.8871	0.8956	0.9241

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	0.9338	0.9153	0.0185	2.0%	0.0104	1.1%	89%	True	False	53,157
10	0.9370	0.9010	0.0360	3.9%	0.0114	1.2%	85%	False	False	28,392
20	0.9370	0.9001	0.0369	4.0%	0.0122	1.3%	86%	False	False	14,573
40	0.9405	0.8991	0.0414	4.4%	0.0110	1.2%	79%	False	False	7,417
60	0.9405	0.8540	0.0865	9.3%	0.0098	1.1%	90%	False	False	4,969
80	0.9405	0.8540	0.0865	9.3%	0.0098	1.1%	90%	False	False	3,756
100	0.9405	0.8179	0.1226	13.2%	0.0092	1.0%	93%	False	False	3,016
120	0.9405	0.7920	0.1485	15.9%	0.0085	0.9%	94%	False	False	2,520

Crabel Price Patterns
NR	False
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	0.0016

Fibonacci Retracements and Extensions
4.250	0.9925
2.618	0.9699
1.618	0.9561
1.000	0.9476
0.618	0.9423
HIGH	0.9338
0.618	0.9285
0.500	0.9269
0.382	0.9253
LOW	0.9200
0.618	0.9115
1.000	0.9062
1.618	0.8977
2.618	0.8839
4.250	0.8614

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	0.9301	0.9293
PP	0.9285	0.9269
S1	0.9269	0.9246

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

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