CME Canadian Dollar Future March 2010

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Trading Metrics calculated at close of trading on 07-Sep-2009
Day Change Summary Previous Current 04-Sep-2009 07-Sep-2009 Change Change % Previous Week Open 0.9162 0.9249 0.0087 0.9% 0.9033 High 0.9224 0.9249 0.0025 0.3% 0.9224 Low 0.9162 0.9249 0.0087 0.9% 0.9010 Close 0.9208 0.9249 0.0041 0.4% 0.9208 Range 0.0062 0.0000 -0.0062 -100.0% 0.0214 ATR Volume 2 2 0 0.0% 249
Daily Pivots for day following 07-Sep-2009 Classic Woodie Camarilla DeMark R4 0.9249 0.9249 0.9249 R3 0.9249 0.9249 0.9249 R2 0.9249 0.9249 0.9249 R1 0.9249 0.9249 0.9249 0.9249 PP 0.9249 0.9249 0.9249 0.9249 S1 0.9249 0.9249 0.9249 0.9249 S2 0.9249 0.9249 0.9249 S3 0.9249 0.9249 0.9249 S4 0.9249 0.9249 0.9249	Weekly Pivots for week ending 04-Sep-2009 Classic Woodie Camarilla DeMark R4 0.9789 0.9713 0.9326 R3 0.9575 0.9499 0.9267 R2 0.9361 0.9361 0.9247 R1 0.9285 0.9285 0.9228 0.9323 PP 0.9147 0.9147 0.9147 0.9167 S1 0.9071 0.9071 0.9188 0.9109 S2 0.8933 0.8933 0.9169 S3 0.8719 0.8857 0.9149 S4 0.8505 0.8643 0.9090
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9249 0.9010 0.0239 2.6% 0.0029 0.3% 100% True False 48 10 0.9322 0.9010 0.0312 3.4% 0.0045 0.5% 77% False False 37
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 0.0004 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9249 2.618 0.9249 1.618 0.9249 1.000 0.9249 0.618 0.9249 HIGH 0.9249 0.618 0.9249 0.500 0.9249 0.382 0.9249 LOW 0.9249 0.618 0.9249 1.000 0.9249 1.618 0.9249 2.618 0.9249 4.250 0.9249
Fisher Pivots for day following 07-Sep-2009 Pivot 1 day 3 day R1 0.9249 0.9217 PP 0.9249 0.9185 S1 0.9249 0.9153

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