CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 27-Oct-2009

Day Change Summary
	Previous	Current
	26-Oct-2009	27-Oct-2009	Change	Change %	Previous Week
Open	0.9504	0.9349	-0.0155	-1.6%	0.9624
High	0.9523	0.9410	-0.0113	-1.2%	0.9741
Low	0.9347	0.9330	-0.0017	-0.2%	0.9447
Close	0.9367	0.9404	0.0037	0.4%	0.9500
Range	0.0176	0.0080	-0.0096	-54.5%	0.0294
ATR	0.0139	0.0135	-0.0004	-3.0%	0.0000
Volume	56,196	81,270	25,074	44.6%	383,570

Daily Pivots for day following 27-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9621	0.9593	0.9448
R3	0.9541	0.9513	0.9426
R2	0.9461	0.9461	0.9419
R1	0.9433	0.9433	0.9411	0.9447
PP	0.9381	0.9381	0.9381	0.9389
S1	0.9353	0.9353	0.9397	0.9367
S2	0.9301	0.9301	0.9389
S3	0.9221	0.9273	0.9382
S4	0.9141	0.9193	0.9360

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	0.9636	0.9330	0.0306	3.3%	0.0130	1.4%	24%	False	True	80,581
10	0.9798	0.9330	0.0468	5.0%	0.0141	1.5%	16%	False	True	72,933
20	0.9798	0.9124	0.0674	7.2%	0.0136	1.4%	42%	False	False	71,401
40	0.9798	0.9010	0.0788	8.4%	0.0126	1.3%	50%	False	False	58,810
60	0.9798	0.8991	0.0807	8.6%	0.0123	1.3%	51%	False	False	39,381
80	0.9798	0.8540	0.1258	13.4%	0.0114	1.2%	69%	False	False	29,575
100	0.9798	0.8540	0.1258	13.4%	0.0106	1.1%	69%	False	False	23,675
120	0.9798	0.8456	0.1342	14.3%	0.0105	1.1%	71%	False	False	19,747

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	0.0030
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.9750
2.618	0.9619
1.618	0.9539
1.000	0.9490
0.618	0.9459
HIGH	0.9410
0.618	0.9379
0.500	0.9370
0.382	0.9361
LOW	0.9330
0.618	0.9281
1.000	0.9250
1.618	0.9201
2.618	0.9121
4.250	0.8990

Fisher Pivots for day following 27-Oct-2009
Pivot	1 day	3 day
R1	0.9393	0.9450
PP	0.9381	0.9435
S1	0.9370	0.9419

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

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