CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 05-Nov-2009

Day Change Summary
	Previous	Current
	04-Nov-2009	05-Nov-2009	Change	Change %	Previous Week
Open	0.9376	0.9415	0.0039	0.4%	0.9504
High	0.9439	0.9429	-0.0010	-0.1%	0.9523
Low	0.9357	0.9362	0.0005	0.1%	0.9217
Close	0.9425	0.9392	-0.0033	-0.4%	0.9262
Range	0.0082	0.0067	-0.0015	-18.3%	0.0306
ATR	0.0136	0.0131	-0.0005	-3.6%	0.0000
Volume	87,069	89,684	2,615	3.0%	388,807

Daily Pivots for day following 05-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9595	0.9561	0.9429
R3	0.9528	0.9494	0.9410
R2	0.9461	0.9461	0.9404
R1	0.9427	0.9427	0.9398	0.9411
PP	0.9394	0.9394	0.9394	0.9386
S1	0.9360	0.9360	0.9386	0.9344
S2	0.9327	0.9327	0.9380
S3	0.9260	0.9293	0.9374
S4	0.9193	0.9226	0.9355

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	0.9439	0.9212	0.0227	2.4%	0.0123	1.3%	79%	False	False	89,366
10	0.9570	0.9212	0.0358	3.8%	0.0126	1.3%	50%	False	False	83,297
20	0.9798	0.9212	0.0586	6.2%	0.0134	1.4%	31%	False	False	76,371
40	0.9798	0.9094	0.0704	7.5%	0.0129	1.4%	42%	False	False	72,221
60	0.9798	0.8991	0.0807	8.6%	0.0126	1.3%	50%	False	False	49,671
80	0.9798	0.8942	0.0856	9.1%	0.0118	1.3%	53%	False	False	37,306
100	0.9798	0.8540	0.1258	13.4%	0.0109	1.2%	68%	False	False	29,858
120	0.9798	0.8540	0.1258	13.4%	0.0108	1.1%	68%	False	False	24,903

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 69 trading days

Fibonacci Retracements and Extensions
4.250	0.9714
2.618	0.9604
1.618	0.9537
1.000	0.9496
0.618	0.9470
HIGH	0.9429
0.618	0.9403
0.500	0.9396
0.382	0.9388
LOW	0.9362
0.618	0.9321
1.000	0.9295
1.618	0.9254
2.618	0.9187
4.250	0.9077

Fisher Pivots for day following 05-Nov-2009
Pivot	1 day	3 day
R1	0.9396	0.9370
PP	0.9394	0.9348
S1	0.9393	0.9326

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

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