CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 13-Nov-2009

Day Change Summary
	Previous	Current
	12-Nov-2009	13-Nov-2009	Change	Change %	Previous Week
Open	0.9575	0.9472	-0.0103	-1.1%	0.9315
High	0.9599	0.9549	-0.0050	-0.5%	0.9599
Low	0.9455	0.9463	0.0008	0.1%	0.9303
Close	0.9480	0.9508	0.0028	0.3%	0.9508
Range	0.0144	0.0086	-0.0058	-40.3%	0.0296
ATR	0.0132	0.0129	-0.0003	-2.5%	0.0000
Volume	56,367	76,439	20,072	35.6%	358,442

Daily Pivots for day following 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9765	0.9722	0.9555
R3	0.9679	0.9636	0.9532
R2	0.9593	0.9593	0.9524
R1	0.9550	0.9550	0.9516	0.9572
PP	0.9507	0.9507	0.9507	0.9517
S1	0.9464	0.9464	0.9500	0.9486
S2	0.9421	0.9421	0.9492
S3	0.9335	0.9378	0.9484
S4	0.9249	0.9292	0.9461

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0358	1.0229	0.9671
R3	1.0062	0.9933	0.9589
R2	0.9766	0.9766	0.9562
R1	0.9637	0.9637	0.9535	0.9702
PP	0.9470	0.9470	0.9470	0.9502
S1	0.9341	0.9341	0.9481	0.9406
S2	0.9174	0.9174	0.9454
S3	0.8878	0.9045	0.9427
S4	0.8582	0.8749	0.9345

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9599	0.9303	0.0296	3.1%	0.0118	1.2%	69%	False	False	71,688
10	0.9599	0.9212	0.0387	4.1%	0.0119	1.2%	76%	False	False	79,020
20	0.9741	0.9212	0.0529	5.6%	0.0134	1.4%	56%	False	False	78,129
40	0.9798	0.9094	0.0704	7.4%	0.0132	1.4%	59%	False	False	72,960
60	0.9798	0.9010	0.0788	8.3%	0.0127	1.3%	63%	False	False	56,676
80	0.9798	0.8991	0.0807	8.5%	0.0121	1.3%	64%	False	False	42,574
100	0.9798	0.8540	0.1258	13.2%	0.0113	1.2%	77%	False	False	34,079
120	0.9798	0.8540	0.1258	13.2%	0.0109	1.2%	77%	False	False	28,418

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9915
2.618	0.9774
1.618	0.9688
1.000	0.9635
0.618	0.9602
HIGH	0.9549
0.618	0.9516
0.500	0.9506
0.382	0.9496
LOW	0.9463
0.618	0.9410
1.000	0.9377
1.618	0.9324
2.618	0.9238
4.250	0.9098

Fisher Pivots for day following 13-Nov-2009
Pivot	1 day	3 day
R1	0.9507	0.9527
PP	0.9507	0.9521
S1	0.9506	0.9514

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

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