CME Canadian Dollar Future September 2009

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Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary Previous Current 25-Mar-2009 26-Mar-2009 Change Change % Previous Week Open 0.8121 0.8180 0.0059 0.7% 0.7910 High 0.8200 0.8183 -0.0017 -0.2% 0.8205 Low 0.8117 0.8130 0.0013 0.2% 0.7870 Close 0.8123 0.8149 0.0026 0.3% 0.8086 Range 0.0083 0.0053 -0.0030 -36.1% 0.0335 ATR 0.0095 0.0092 -0.0002 -2.6% 0.0000 Volume 64 65 1 1.6% 232
Daily Pivots for day following 26-Mar-2009 Classic Woodie Camarilla DeMark R4 0.8313 0.8284 0.8178 R3 0.8260 0.8231 0.8164 R2 0.8207 0.8207 0.8159 R1 0.8178 0.8178 0.8154 0.8166 PP 0.8154 0.8154 0.8154 0.8148 S1 0.8125 0.8125 0.8144 0.8113 S2 0.8101 0.8101 0.8139 S3 0.8048 0.8072 0.8134 S4 0.7995 0.8019 0.8120	Weekly Pivots for week ending 20-Mar-2009 Classic Woodie Camarilla DeMark R4 0.9059 0.8907 0.8270 R3 0.8724 0.8572 0.8178 R2 0.8389 0.8389 0.8147 R1 0.8237 0.8237 0.8117 0.8313 PP 0.8054 0.8054 0.8054 0.8092 S1 0.7902 0.7902 0.8055 0.7978 S2 0.7719 0.7719 0.8025 S3 0.7384 0.7567 0.7994 S4 0.7049 0.7232 0.7902
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8227 0.8064 0.0163 2.0% 0.0077 0.9% 52% False False 62 10 0.8227 0.7870 0.0357 4.4% 0.0081 1.0% 78% False False 75 20 0.8227 0.7700 0.0527 6.5% 0.0068 0.8% 85% False False 78
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0024 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 0.8408 2.618 0.8322 1.618 0.8269 1.000 0.8236 0.618 0.8216 HIGH 0.8183 0.618 0.8163 0.500 0.8157 0.382 0.8150 LOW 0.8130 0.618 0.8097 1.000 0.8077 1.618 0.8044 2.618 0.7991 4.250 0.7905
Fisher Pivots for day following 26-Mar-2009 Pivot 1 day 3 day R1 0.8157 0.8172 PP 0.8154 0.8164 S1 0.8152 0.8157

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