CME Canadian Dollar Future September 2010

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Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary Previous Current 06-Oct-2009 07-Oct-2009 Change Change % Previous Week Open 0.9406 0.9399 -0.0007 -0.1% 0.9100 High 0.9446 0.9399 -0.0047 -0.5% 0.9350 Low 0.9406 0.9399 -0.0007 -0.1% 0.9100 Close 0.9432 0.9399 -0.0033 -0.3% 0.9232 Range 0.0040 0.0000 -0.0040 -100.0% 0.0250 ATR 0.0071 0.0068 -0.0003 -3.8% 0.0000 Volume 0 7 7 39
Daily Pivots for day following 07-Oct-2009 Classic Woodie Camarilla DeMark R4 0.9399 0.9399 0.9399 R3 0.9399 0.9399 0.9399 R2 0.9399 0.9399 0.9399 R1 0.9399 0.9399 0.9399 0.9399 PP 0.9399 0.9399 0.9399 0.9399 S1 0.9399 0.9399 0.9399 0.9399 S2 0.9399 0.9399 0.9399 S3 0.9399 0.9399 0.9399 S4 0.9399 0.9399 0.9399	Weekly Pivots for week ending 02-Oct-2009 Classic Woodie Camarilla DeMark R4 0.9977 0.9855 0.9370 R3 0.9727 0.9605 0.9301 R2 0.9477 0.9477 0.9278 R1 0.9355 0.9355 0.9255 0.9416 PP 0.9227 0.9227 0.9227 0.9258 S1 0.9105 0.9105 0.9209 0.9166 S2 0.8977 0.8977 0.9186 S3 0.8727 0.8855 0.9163 S4 0.8477 0.8605 0.9095
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9446 0.9220 0.0226 2.4% 0.0008 0.1% 79% False False 2 10 0.9446 0.9100 0.0346 3.7% 0.0016 0.2% 86% False False 7 20 0.9446 0.9100 0.0346 3.7% 0.0015 0.2% 86% False False 15
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9399 2.618 0.9399 1.618 0.9399 1.000 0.9399 0.618 0.9399 HIGH 0.9399 0.618 0.9399 0.500 0.9399 0.382 0.9399 LOW 0.9399 0.618 0.9399 1.000 0.9399 1.618 0.9399 2.618 0.9399 4.250 0.9399
Fisher Pivots for day following 07-Oct-2009 Pivot 1 day 3 day R1 0.9399 0.9398 PP 0.9399 0.9397 S1 0.9399 0.9397

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