CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 22-Sep-2009

Day Change Summary
	Previous	Current
	21-Sep-2009	22-Sep-2009	Change	Change %	Previous Week
Open	0.9351	0.9276	-0.0075	-0.8%	0.9291
High	0.9365	0.9383	0.0018	0.2%	0.9444
Low	0.9214	0.9269	0.0055	0.6%	0.9153
Close	0.9277	0.9358	0.0081	0.9%	0.9349
Range	0.0151	0.0114	-0.0037	-24.5%	0.0291
ATR	0.0114	0.0114	0.0000	0.0%	0.0000
Volume	50,619	58,090	7,471	14.8%	332,216

Daily Pivots for day following 22-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9679	0.9632	0.9421
R3	0.9565	0.9518	0.9389
R2	0.9451	0.9451	0.9379
R1	0.9404	0.9404	0.9368	0.9428
PP	0.9337	0.9337	0.9337	0.9348
S1	0.9290	0.9290	0.9348	0.9314
S2	0.9223	0.9223	0.9337
S3	0.9109	0.9176	0.9327
S4	0.8995	0.9062	0.9295

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0188	1.0060	0.9509
R3	0.9897	0.9769	0.9429
R2	0.9606	0.9606	0.9402
R1	0.9478	0.9478	0.9376	0.9542
PP	0.9315	0.9315	0.9315	0.9348
S1	0.9187	0.9187	0.9322	0.9251
S2	0.9024	0.9024	0.9296
S3	0.8733	0.8896	0.9269
S4	0.8442	0.8605	0.9189

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9444	0.9214	0.0230	2.5%	0.0106	1.1%	63%	False	False	60,068
10	0.9444	0.9153	0.0291	3.1%	0.0105	1.1%	70%	False	False	56,613
20	0.9444	0.9010	0.0434	4.6%	0.0119	1.3%	80%	False	False	29,511
40	0.9444	0.8991	0.0453	4.8%	0.0112	1.2%	81%	False	False	14,902
60	0.9444	0.8540	0.0904	9.7%	0.0102	1.1%	90%	False	False	9,968
80	0.9444	0.8540	0.0904	9.7%	0.0100	1.1%	90%	False	False	7,504
100	0.9444	0.8456	0.0988	10.6%	0.0095	1.0%	91%	False	False	6,018
120	0.9444	0.8025	0.1419	15.2%	0.0088	0.9%	94%	False	False	5,021

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9868
2.618	0.9681
1.618	0.9567
1.000	0.9497
0.618	0.9453
HIGH	0.9383
0.618	0.9339
0.500	0.9326
0.382	0.9313
LOW	0.9269
0.618	0.9199
1.000	0.9155
1.618	0.9085
2.618	0.8971
4.250	0.8785

Fisher Pivots for day following 22-Sep-2009
Pivot	1 day	3 day
R1	0.9347	0.9340
PP	0.9337	0.9322
S1	0.9326	0.9304

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

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