CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 25-Sep-2009

Day Change Summary
	Previous	Current
	24-Sep-2009	25-Sep-2009	Change	Change %	Previous Week
Open	0.9288	0.9186	-0.0102	-1.1%	0.9351
High	0.9340	0.9209	-0.0131	-1.4%	0.9383
Low	0.9134	0.9105	-0.0029	-0.3%	0.9105
Close	0.9174	0.9156	-0.0018	-0.2%	0.9156
Range	0.0206	0.0104	-0.0102	-49.5%	0.0278
ATR	0.0120	0.0119	-0.0001	-1.0%	0.0000
Volume	55,215	101,726	46,511	84.2%	316,969

Daily Pivots for day following 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9469	0.9416	0.9213
R3	0.9365	0.9312	0.9185
R2	0.9261	0.9261	0.9175
R1	0.9208	0.9208	0.9166	0.9183
PP	0.9157	0.9157	0.9157	0.9144
S1	0.9104	0.9104	0.9146	0.9079
S2	0.9053	0.9053	0.9137
S3	0.8949	0.9000	0.9127
S4	0.8845	0.8896	0.9099

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0049	0.9880	0.9309
R3	0.9771	0.9602	0.9232
R2	0.9493	0.9493	0.9207
R1	0.9324	0.9324	0.9181	0.9270
PP	0.9215	0.9215	0.9215	0.9187
S1	0.9046	0.9046	0.9131	0.8992
S2	0.8937	0.8937	0.9105
S3	0.8659	0.8768	0.9080
S4	0.8381	0.8490	0.9003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9383	0.9105	0.0278	3.0%	0.0135	1.5%	18%	False	True	63,393
10	0.9444	0.9105	0.0339	3.7%	0.0122	1.3%	15%	False	True	64,918
20	0.9444	0.9010	0.0434	4.7%	0.0119	1.3%	34%	False	False	39,804
40	0.9444	0.8991	0.0453	4.9%	0.0116	1.3%	36%	False	False	20,085
60	0.9444	0.8540	0.0904	9.9%	0.0104	1.1%	68%	False	False	13,436
80	0.9444	0.8540	0.0904	9.9%	0.0097	1.1%	68%	False	False	10,103
100	0.9444	0.8456	0.0988	10.8%	0.0097	1.1%	71%	False	False	8,099
120	0.9444	0.8025	0.1419	15.5%	0.0090	1.0%	80%	False	False	6,756

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9651
2.618	0.9481
1.618	0.9377
1.000	0.9313
0.618	0.9273
HIGH	0.9209
0.618	0.9169
0.500	0.9157
0.382	0.9145
LOW	0.9105
0.618	0.9041
1.000	0.9001
1.618	0.8937
2.618	0.8833
4.250	0.8663

Fisher Pivots for day following 25-Sep-2009
Pivot	1 day	3 day
R1	0.9157	0.9243
PP	0.9157	0.9214
S1	0.9156	0.9185

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

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