CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 09-Nov-2009

Day Change Summary
	Previous	Current
	06-Nov-2009	09-Nov-2009	Change	Change %	Previous Week
Open	0.9379	0.9315	-0.0064	-0.7%	0.9217
High	0.9427	0.9486	0.0059	0.6%	0.9439
Low	0.9274	0.9303	0.0029	0.3%	0.9212
Close	0.9285	0.9485	0.0200	2.2%	0.9285
Range	0.0153	0.0183	0.0030	19.6%	0.0227
ATR	0.0133	0.0138	0.0005	3.7%	0.0000
Volume	64,103	89,249	25,146	39.2%	431,765

Daily Pivots for day following 09-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9974	0.9912	0.9586
R3	0.9791	0.9729	0.9535
R2	0.9608	0.9608	0.9519
R1	0.9546	0.9546	0.9502	0.9577
PP	0.9425	0.9425	0.9425	0.9440
S1	0.9363	0.9363	0.9468	0.9394
S2	0.9242	0.9242	0.9451
S3	0.9059	0.9180	0.9435
S4	0.8876	0.8997	0.9384

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9993	0.9866	0.9410
R3	0.9766	0.9639	0.9347
R2	0.9539	0.9539	0.9327
R1	0.9412	0.9412	0.9306	0.9476
PP	0.9312	0.9312	0.9312	0.9344
S1	0.9185	0.9185	0.9264	0.9249
S2	0.9085	0.9085	0.9243
S3	0.8858	0.8958	0.9223
S4	0.8631	0.8731	0.9160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9486	0.9213	0.0273	2.9%	0.0131	1.4%	100%	True	False	82,801
10	0.9486	0.9212	0.0274	2.9%	0.0133	1.4%	100%	True	False	85,362
20	0.9798	0.9212	0.0586	6.2%	0.0138	1.5%	47%	False	False	76,843
40	0.9798	0.9094	0.0704	7.4%	0.0132	1.4%	56%	False	False	72,695
60	0.9798	0.9001	0.0797	8.4%	0.0128	1.3%	61%	False	False	52,207
80	0.9798	0.8991	0.0807	8.5%	0.0121	1.3%	61%	False	False	39,221
100	0.9798	0.8540	0.1258	13.3%	0.0111	1.2%	75%	False	False	31,390
120	0.9798	0.8540	0.1258	13.3%	0.0109	1.1%	75%	False	False	26,179

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.0264
2.618	0.9965
1.618	0.9782
1.000	0.9669
0.618	0.9599
HIGH	0.9486
0.618	0.9416
0.500	0.9395
0.382	0.9373
LOW	0.9303
0.618	0.9190
1.000	0.9120
1.618	0.9007
2.618	0.8824
4.250	0.8525

Fisher Pivots for day following 09-Nov-2009
Pivot	1 day	3 day
R1	0.9455	0.9450
PP	0.9425	0.9415
S1	0.9395	0.9380

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

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