CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 29-Sep-2009

Day Change Summary
	Previous	Current
	28-Sep-2009	29-Sep-2009	Change	Change %	Previous Week
Open	0.9159	0.9217	0.0058	0.6%	0.9351
High	0.9233	0.9266	0.0033	0.4%	0.9383
Low	0.9094	0.9154	0.0060	0.7%	0.9105
Close	0.9200	0.9227	0.0027	0.3%	0.9156
Range	0.0139	0.0112	-0.0027	-19.4%	0.0278
ATR	0.0121	0.0120	-0.0001	-0.5%	0.0000
Volume	76,256	55,599	-20,657	-27.1%	316,969

Daily Pivots for day following 29-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9552	0.9501	0.9289
R3	0.9440	0.9389	0.9258
R2	0.9328	0.9328	0.9248
R1	0.9277	0.9277	0.9237	0.9303
PP	0.9216	0.9216	0.9216	0.9228
S1	0.9165	0.9165	0.9217	0.9191
S2	0.9104	0.9104	0.9206
S3	0.8992	0.9053	0.9196
S4	0.8880	0.8941	0.9165

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	0.9380	0.9094	0.0286	3.1%	0.0132	1.4%	47%	False	False	68,023
10	0.9444	0.9094	0.0350	3.8%	0.0119	1.3%	38%	False	False	64,045
20	0.9444	0.9010	0.0434	4.7%	0.0117	1.3%	50%	False	False	46,219
40	0.9444	0.8991	0.0453	4.9%	0.0117	1.3%	52%	False	False	23,371
60	0.9444	0.8540	0.0904	9.8%	0.0107	1.2%	76%	False	False	15,632
80	0.9444	0.8540	0.0904	9.8%	0.0099	1.1%	76%	False	False	11,744
100	0.9444	0.8456	0.0988	10.7%	0.0098	1.1%	78%	False	False	9,417
120	0.9444	0.8025	0.1419	15.4%	0.0091	1.0%	85%	False	False	7,854

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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9742
2.618	0.9559
1.618	0.9447
1.000	0.9378
0.618	0.9335
HIGH	0.9266
0.618	0.9223
0.500	0.9210
0.382	0.9197
LOW	0.9154
0.618	0.9085
1.000	0.9042
1.618	0.8973
2.618	0.8861
4.250	0.8678

Fisher Pivots for day following 29-Sep-2009
Pivot	1 day	3 day
R1	0.9221	0.9211
PP	0.9216	0.9196
S1	0.9210	0.9180

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

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