CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 03-Nov-2009

Day Change Summary
	Previous	Current
	02-Nov-2009	03-Nov-2009	Change	Change %	Previous Week
Open	0.9217	0.9280	0.0063	0.7%	0.9504
High	0.9334	0.9385	0.0051	0.5%	0.9523
Low	0.9212	0.9213	0.0001	0.0%	0.9217
Close	0.9269	0.9367	0.0098	1.1%	0.9262
Range	0.0122	0.0172	0.0050	41.0%	0.0306
ATR	0.0138	0.0140	0.0002	1.8%	0.0000
Volume	107,006	83,903	-23,103	-21.6%	388,807

Daily Pivots for day following 03-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9838	0.9774	0.9462
R3	0.9666	0.9602	0.9414
R2	0.9494	0.9494	0.9399
R1	0.9430	0.9430	0.9383	0.9462
PP	0.9322	0.9322	0.9322	0.9338
S1	0.9258	0.9258	0.9351	0.9290
S2	0.9150	0.9150	0.9335
S3	0.8978	0.9086	0.9320
S4	0.8806	0.8914	0.9272

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0252	1.0063	0.9430
R3	0.9946	0.9757	0.9346
R2	0.9640	0.9640	0.9318
R1	0.9451	0.9451	0.9290	0.9393
PP	0.9334	0.9334	0.9334	0.9305
S1	0.9145	0.9145	0.9234	0.9087
S2	0.9028	0.9028	0.9206
S3	0.8722	0.8839	0.9178
S4	0.8416	0.8533	0.9094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9399	0.9212	0.0187	2.0%	0.0152	1.6%	83%	False	False	88,450
10	0.9636	0.9212	0.0424	4.5%	0.0141	1.5%	37%	False	False	84,515
20	0.9798	0.9212	0.0586	6.3%	0.0138	1.5%	26%	False	False	74,584
40	0.9798	0.9094	0.0704	7.5%	0.0130	1.4%	39%	False	False	69,413
60	0.9798	0.8991	0.0807	8.6%	0.0128	1.4%	47%	False	False	46,733
80	0.9798	0.8848	0.0950	10.1%	0.0118	1.3%	55%	False	False	35,099
100	0.9798	0.8540	0.1258	13.4%	0.0109	1.2%	66%	False	False	28,092
120	0.9798	0.8540	0.1258	13.4%	0.0107	1.1%	66%	False	False	23,430

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0116
2.618	0.9835
1.618	0.9663
1.000	0.9557
0.618	0.9491
HIGH	0.9385
0.618	0.9319
0.500	0.9299
0.382	0.9279
LOW	0.9213
0.618	0.9107
1.000	0.9041
1.618	0.8935
2.618	0.8763
4.250	0.8482

Fisher Pivots for day following 03-Nov-2009
Pivot	1 day	3 day
R1	0.9344	0.9345
PP	0.9322	0.9322
S1	0.9299	0.9300

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

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