CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 08-Oct-2009

Day Change Summary
	Previous	Current
	07-Oct-2009	08-Oct-2009	Change	Change %	Previous Week
Open	0.9440	0.9424	-0.0016	-0.2%	0.9159
High	0.9500	0.9520	0.0020	0.2%	0.9372
Low	0.9390	0.9406	0.0016	0.2%	0.9094
Close	0.9403	0.9510	0.0107	1.1%	0.9235
Range	0.0110	0.0114	0.0004	3.6%	0.0278
ATR	0.0126	0.0125	-0.0001	-0.5%	0.0000
Volume	81,699	59,314	-22,385	-27.4%	373,401

Daily Pivots for day following 08-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9821	0.9779	0.9573
R3	0.9707	0.9665	0.9541
R2	0.9593	0.9593	0.9531
R1	0.9551	0.9551	0.9520	0.9572
PP	0.9479	0.9479	0.9479	0.9489
S1	0.9437	0.9437	0.9500	0.9458
S2	0.9365	0.9365	0.9489
S3	0.9251	0.9323	0.9479
S4	0.9137	0.9209	0.9447

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	0.9520	0.9124	0.0396	4.2%	0.0127	1.3%	97%	True	False	70,575
10	0.9520	0.9094	0.0426	4.5%	0.0130	1.4%	98%	True	False	75,317
20	0.9520	0.9094	0.0426	4.5%	0.0124	1.3%	98%	True	False	68,070
40	0.9520	0.8991	0.0529	5.6%	0.0122	1.3%	98%	True	False	36,322
60	0.9520	0.8942	0.0578	6.1%	0.0113	1.2%	98%	True	False	24,284
80	0.9520	0.8540	0.0980	10.3%	0.0103	1.1%	99%	True	False	18,230
100	0.9520	0.8540	0.0980	10.3%	0.0102	1.1%	99%	True	False	14,610
120	0.9520	0.8134	0.1386	14.6%	0.0096	1.0%	99%	True	False	12,182

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0005
2.618	0.9818
1.618	0.9704
1.000	0.9634
0.618	0.9590
HIGH	0.9520
0.618	0.9476
0.500	0.9463
0.382	0.9450
LOW	0.9406
0.618	0.9336
1.000	0.9292
1.618	0.9222
2.618	0.9108
4.250	0.8922

Fisher Pivots for day following 08-Oct-2009
Pivot	1 day	3 day
R1	0.9494	0.9482
PP	0.9479	0.9454
S1	0.9463	0.9426

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

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