CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 29-Oct-2009

Day Change Summary
	Previous	Current
	28-Oct-2009	29-Oct-2009	Change	Change %	Previous Week
Open	0.9399	0.9259	-0.0140	-1.5%	0.9624
High	0.9399	0.9385	-0.0014	-0.1%	0.9741
Low	0.9246	0.9240	-0.0006	-0.1%	0.9447
Close	0.9268	0.9379	0.0111	1.2%	0.9500
Range	0.0153	0.0145	-0.0008	-5.2%	0.0294
ATR	0.0136	0.0137	0.0001	0.5%	0.0000
Volume	79,888	92,282	12,394	15.5%	383,570

Daily Pivots for day following 29-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9770	0.9719	0.9459
R3	0.9625	0.9574	0.9419
R2	0.9480	0.9480	0.9406
R1	0.9429	0.9429	0.9392	0.9455
PP	0.9335	0.9335	0.9335	0.9347
S1	0.9284	0.9284	0.9366	0.9310
S2	0.9190	0.9190	0.9352
S3	0.9045	0.9139	0.9339
S4	0.8900	0.8994	0.9299

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	0.9570	0.9240	0.0330	3.5%	0.0128	1.4%	42%	False	True	77,227
10	0.9741	0.9240	0.0501	5.3%	0.0146	1.6%	28%	False	True	77,065
20	0.9798	0.9124	0.0674	7.2%	0.0135	1.4%	38%	False	False	71,673
40	0.9798	0.9063	0.0735	7.8%	0.0130	1.4%	43%	False	False	62,986
60	0.9798	0.8991	0.0807	8.6%	0.0125	1.3%	48%	False	False	42,243
80	0.9798	0.8576	0.1222	13.0%	0.0116	1.2%	66%	False	False	31,724
100	0.9798	0.8540	0.1258	13.4%	0.0108	1.1%	67%	False	False	25,395
120	0.9798	0.8456	0.1342	14.3%	0.0105	1.1%	69%	False	False	21,180

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0001
2.618	0.9765
1.618	0.9620
1.000	0.9530
0.618	0.9475
HIGH	0.9385
0.618	0.9330
0.500	0.9313
0.382	0.9295
LOW	0.9240
0.618	0.9150
1.000	0.9095
1.618	0.9005
2.618	0.8860
4.250	0.8624

Fisher Pivots for day following 29-Oct-2009
Pivot	1 day	3 day
R1	0.9357	0.9361
PP	0.9335	0.9343
S1	0.9313	0.9325

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

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