CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 02-Oct-2009

Day Change Summary
	Previous	Current
	01-Oct-2009	02-Oct-2009	Change	Change %	Previous Week
Open	0.9356	0.9230	-0.0126	-1.3%	0.9159
High	0.9371	0.9268	-0.0103	-1.1%	0.9372
Low	0.9219	0.9124	-0.0095	-1.0%	0.9094
Close	0.9224	0.9235	0.0011	0.1%	0.9235
Range	0.0152	0.0144	-0.0008	-5.3%	0.0278
ATR	0.0125	0.0126	0.0001	1.1%	0.0000
Volume	101,566	74,827	-26,739	-26.3%	373,401

Daily Pivots for day following 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9641	0.9582	0.9314
R3	0.9497	0.9438	0.9275
R2	0.9353	0.9353	0.9261
R1	0.9294	0.9294	0.9248	0.9324
PP	0.9209	0.9209	0.9209	0.9224
S1	0.9150	0.9150	0.9222	0.9180
S2	0.9065	0.9065	0.9209
S3	0.8921	0.9006	0.9195
S4	0.8777	0.8862	0.9156

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0068	0.9929	0.9388
R3	0.9790	0.9651	0.9311
R2	0.9512	0.9512	0.9286
R1	0.9373	0.9373	0.9260	0.9443
PP	0.9234	0.9234	0.9234	0.9268
S1	0.9095	0.9095	0.9210	0.9165
S2	0.8956	0.8956	0.9184
S3	0.8678	0.8817	0.9159
S4	0.8400	0.8539	0.9082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9372	0.9094	0.0278	3.0%	0.0141	1.5%	51%	False	False	74,680
10	0.9383	0.9094	0.0289	3.1%	0.0138	1.5%	49%	False	False	69,037
20	0.9444	0.9094	0.0350	3.8%	0.0122	1.3%	40%	False	False	57,893
40	0.9444	0.8991	0.0453	4.9%	0.0121	1.3%	54%	False	False	29,388
60	0.9444	0.8591	0.0853	9.2%	0.0111	1.2%	75%	False	False	19,655
80	0.9444	0.8540	0.0904	9.8%	0.0101	1.1%	77%	False	False	14,759
100	0.9444	0.8456	0.0988	10.7%	0.0101	1.1%	79%	False	False	11,830
120	0.9444	0.8025	0.1419	15.4%	0.0094	1.0%	85%	False	False	9,867

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	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9880
2.618	0.9645
1.618	0.9501
1.000	0.9412
0.618	0.9357
HIGH	0.9268
0.618	0.9213
0.500	0.9196
0.382	0.9179
LOW	0.9124
0.618	0.9035
1.000	0.8980
1.618	0.8891
2.618	0.8747
4.250	0.8512

Fisher Pivots for day following 02-Oct-2009
Pivot	1 day	3 day
R1	0.9222	0.9248
PP	0.9209	0.9244
S1	0.9196	0.9239

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

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