CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 05-Oct-2009

Day Change Summary
	Previous	Current
	02-Oct-2009	05-Oct-2009	Change	Change %	Previous Week
Open	0.9230	0.9255	0.0025	0.3%	0.9159
High	0.9268	0.9352	0.0084	0.9%	0.9372
Low	0.9124	0.9237	0.0113	1.2%	0.9094
Close	0.9235	0.9350	0.0115	1.2%	0.9235
Range	0.0144	0.0115	-0.0029	-20.1%	0.0278
ATR	0.0126	0.0125	-0.0001	-0.5%	0.0000
Volume	74,827	82,725	7,898	10.6%	373,401

Daily Pivots for day following 05-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9658	0.9619	0.9413
R3	0.9543	0.9504	0.9382
R2	0.9428	0.9428	0.9371
R1	0.9389	0.9389	0.9361	0.9409
PP	0.9313	0.9313	0.9313	0.9323
S1	0.9274	0.9274	0.9339	0.9294
S2	0.9198	0.9198	0.9329
S3	0.9083	0.9159	0.9318
S4	0.8968	0.9044	0.9287

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	0.9124	0.0248	2.7%	0.0136	1.5%	91%	False	False	75,974
10	0.9383	0.9094	0.0289	3.1%	0.0134	1.4%	89%	False	False	72,247
20	0.9444	0.9094	0.0350	3.7%	0.0123	1.3%	73%	False	False	61,883
40	0.9444	0.8991	0.0453	4.8%	0.0122	1.3%	79%	False	False	31,452
60	0.9444	0.8680	0.0764	8.2%	0.0111	1.2%	88%	False	False	21,033
80	0.9444	0.8540	0.0904	9.7%	0.0101	1.1%	90%	False	False	15,791
100	0.9444	0.8456	0.0988	10.6%	0.0101	1.1%	90%	False	False	12,657
120	0.9444	0.8025	0.1419	15.2%	0.0094	1.0%	93%	False	False	10,556

Crabel Price Patterns
NR	True
NR4	True
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	0.0030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9841
2.618	0.9653
1.618	0.9538
1.000	0.9467
0.618	0.9423
HIGH	0.9352
0.618	0.9308
0.500	0.9295
0.382	0.9281
LOW	0.9237
0.618	0.9166
1.000	0.9122
1.618	0.9051
2.618	0.8936
4.250	0.8748

Fisher Pivots for day following 05-Oct-2009
Pivot	1 day	3 day
R1	0.9332	0.9316
PP	0.9313	0.9282
S1	0.9295	0.9248

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

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