CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 14-Oct-2009

Day Change Summary
	Previous	Current
	13-Oct-2009	14-Oct-2009	Change	Change %	Previous Week
Open	0.9666	0.9693	0.0027	0.3%	0.9255
High	0.9741	0.9772	0.0031	0.3%	0.9606
Low	0.9639	0.9683	0.0044	0.5%	0.9237
Close	0.9657	0.9730	0.0073	0.8%	0.9583
Range	0.0102	0.0089	-0.0013	-12.7%	0.0369
ATR	0.0124	0.0123	-0.0001	-0.5%	0.0000
Volume	35,186	67,175	31,989	90.9%	350,078

Daily Pivots for day following 14-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9995	0.9952	0.9779
R3	0.9906	0.9863	0.9754
R2	0.9817	0.9817	0.9746
R1	0.9774	0.9774	0.9738	0.9796
PP	0.9728	0.9728	0.9728	0.9739
S1	0.9685	0.9685	0.9722	0.9707
S2	0.9639	0.9639	0.9714
S3	0.9550	0.9596	0.9706
S4	0.9461	0.9507	0.9681

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0582	1.0452	0.9786
R3	1.0213	1.0083	0.9684
R2	0.9844	0.9844	0.9651
R1	0.9714	0.9714	0.9617	0.9779
PP	0.9475	0.9475	0.9475	0.9508
S1	0.9345	0.9345	0.9549	0.9410
S2	0.9106	0.9106	0.9515
S3	0.8737	0.8976	0.9482
S4	0.8368	0.8607	0.9380

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9772	0.9406	0.0366	3.8%	0.0112	1.2%	89%	True	False	61,116
10	0.9772	0.9124	0.0648	6.7%	0.0123	1.3%	94%	True	False	70,071
20	0.9772	0.9094	0.0678	7.0%	0.0125	1.3%	94%	True	False	66,833
40	0.9772	0.9010	0.0762	7.8%	0.0122	1.3%	94%	True	False	42,433
60	0.9772	0.8991	0.0781	8.0%	0.0115	1.2%	95%	True	False	28,377
80	0.9772	0.8540	0.1232	12.7%	0.0105	1.1%	97%	True	False	21,305
100	0.9772	0.8540	0.1232	12.7%	0.0104	1.1%	97%	True	False	17,066
120	0.9772	0.8305	0.1467	15.1%	0.0098	1.0%	97%	True	False	14,233

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0024
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.0150
2.618	1.0005
1.618	0.9916
1.000	0.9861
0.618	0.9827
HIGH	0.9772
0.618	0.9738
0.500	0.9728
0.382	0.9717
LOW	0.9683
0.618	0.9628
1.000	0.9594
1.618	0.9539
2.618	0.9450
4.250	0.9305

Fisher Pivots for day following 14-Oct-2009
Pivot	1 day	3 day
R1	0.9729	0.9710
PP	0.9728	0.9690
S1	0.9728	0.9670

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

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