CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 22-Oct-2009

Day Change Summary
	Previous	Current
	21-Oct-2009	22-Oct-2009	Change	Change %	Previous Week
Open	0.9527	0.9583	0.0056	0.6%	0.9587
High	0.9636	0.9600	-0.0036	-0.4%	0.9798
Low	0.9447	0.9483	0.0036	0.4%	0.9567
Close	0.9626	0.9539	-0.0087	-0.9%	0.9635
Range	0.0189	0.0117	-0.0072	-38.1%	0.0231
ATR	0.0139	0.0140	0.0000	0.2%	0.0000
Volume	94,339	94,598	259	0.3%	315,368

Daily Pivots for day following 22-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9892	0.9832	0.9603
R3	0.9775	0.9715	0.9571
R2	0.9658	0.9658	0.9560
R1	0.9598	0.9598	0.9550	0.9570
PP	0.9541	0.9541	0.9541	0.9526
S1	0.9481	0.9481	0.9528	0.9453
S2	0.9424	0.9424	0.9518
S3	0.9307	0.9364	0.9507
S4	0.9190	0.9247	0.9475

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0360	1.0228	0.9762
R3	1.0129	0.9997	0.9699
R2	0.9898	0.9898	0.9677
R1	0.9766	0.9766	0.9656	0.9832
PP	0.9667	0.9667	0.9667	0.9700
S1	0.9535	0.9535	0.9614	0.9601
S2	0.9436	0.9436	0.9593
S3	0.9205	0.9304	0.9571
S4	0.8974	0.9073	0.9508

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9741	0.9447	0.0294	3.1%	0.0164	1.7%	31%	False	False	76,902
10	0.9798	0.9447	0.0351	3.7%	0.0142	1.5%	26%	False	False	69,446
20	0.9798	0.9094	0.0704	7.4%	0.0136	1.4%	63%	False	False	72,382
40	0.9798	0.9010	0.0788	8.3%	0.0128	1.3%	67%	False	False	53,564
60	0.9798	0.8991	0.0807	8.5%	0.0122	1.3%	68%	False	False	35,831
80	0.9798	0.8540	0.1258	13.2%	0.0111	1.2%	79%	False	False	26,902
100	0.9798	0.8540	0.1258	13.2%	0.0106	1.1%	79%	False	False	21,543
120	0.9798	0.8456	0.1342	14.1%	0.0103	1.1%	81%	False	False	17,965

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0097
2.618	0.9906
1.618	0.9789
1.000	0.9717
0.618	0.9672
HIGH	0.9600
0.618	0.9555
0.500	0.9542
0.382	0.9528
LOW	0.9483
0.618	0.9411
1.000	0.9366
1.618	0.9294
2.618	0.9177
4.250	0.8986

Fisher Pivots for day following 22-Oct-2009
Pivot	1 day	3 day
R1	0.9542	0.9594
PP	0.9541	0.9576
S1	0.9540	0.9557

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

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