CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 23-Oct-2009

Day Change Summary
	Previous	Current
	22-Oct-2009	23-Oct-2009	Change	Change %	Previous Week
Open	0.9583	0.9550	-0.0033	-0.3%	0.9624
High	0.9600	0.9570	-0.0030	-0.3%	0.9741
Low	0.9483	0.9482	-0.0001	0.0%	0.9447
Close	0.9539	0.9500	-0.0039	-0.4%	0.9500
Range	0.0117	0.0088	-0.0029	-24.8%	0.0294
ATR	0.0140	0.0136	-0.0004	-2.6%	0.0000
Volume	94,598	76,502	-18,096	-19.1%	383,570

Daily Pivots for day following 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9781	0.9729	0.9548
R3	0.9693	0.9641	0.9524
R2	0.9605	0.9605	0.9516
R1	0.9553	0.9553	0.9508	0.9535
PP	0.9517	0.9517	0.9517	0.9509
S1	0.9465	0.9465	0.9492	0.9447
S2	0.9429	0.9429	0.9484
S3	0.9341	0.9377	0.9476
S4	0.9253	0.9289	0.9452

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0445	1.0266	0.9662
R3	1.0151	0.9972	0.9581
R2	0.9857	0.9857	0.9554
R1	0.9678	0.9678	0.9527	0.9621
PP	0.9563	0.9563	0.9563	0.9534
S1	0.9384	0.9384	0.9473	0.9327
S2	0.9269	0.9269	0.9446
S3	0.8975	0.9090	0.9419
S4	0.8681	0.8796	0.9338

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%	0.0154	1.6%	18%	False	False	76,714
10	0.9798	0.9447	0.0351	3.7%	0.0138	1.5%	15%	False	False	69,893
20	0.9798	0.9094	0.0704	7.4%	0.0135	1.4%	58%	False	False	71,120
40	0.9798	0.9010	0.0788	8.3%	0.0127	1.3%	62%	False	False	55,462
60	0.9798	0.8991	0.0807	8.5%	0.0122	1.3%	63%	False	False	37,096
80	0.9798	0.8540	0.1258	13.2%	0.0112	1.2%	76%	False	False	27,857
100	0.9798	0.8540	0.1258	13.2%	0.0105	1.1%	76%	False	False	22,306
120	0.9798	0.8456	0.1342	14.1%	0.0103	1.1%	78%	False	False	18,602

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.9944
2.618	0.9800
1.618	0.9712
1.000	0.9658
0.618	0.9624
HIGH	0.9570
0.618	0.9536
0.500	0.9526
0.382	0.9516
LOW	0.9482
0.618	0.9428
1.000	0.9394
1.618	0.9340
2.618	0.9252
4.250	0.9108

Fisher Pivots for day following 23-Oct-2009
Pivot	1 day	3 day
R1	0.9526	0.9542
PP	0.9517	0.9528
S1	0.9509	0.9514

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

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