CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	0.9335	0.9466	0.0131	1.4%	0.9496
High	0.9488	0.9475	-0.0013	-0.1%	0.9591
Low	0.9334	0.9394	0.0060	0.6%	0.9317
Close	0.9475	0.9455	-0.0020	-0.2%	0.9334
Range	0.0154	0.0081	-0.0073	-47.4%	0.0274
ATR	0.0128	0.0124	-0.0003	-2.6%	0.0000
Volume	70,150	66,916	-3,234	-4.6%	374,555

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9684	0.9651	0.9500
R3	0.9603	0.9570	0.9477
R2	0.9522	0.9522	0.9470
R1	0.9489	0.9489	0.9462	0.9465
PP	0.9441	0.9441	0.9441	0.9430
S1	0.9408	0.9408	0.9448	0.9384
S2	0.9360	0.9360	0.9440
S3	0.9279	0.9327	0.9433
S4	0.9198	0.9246	0.9410

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0236	1.0059	0.9485
R3	0.9962	0.9785	0.9409
R2	0.9688	0.9688	0.9384
R1	0.9511	0.9511	0.9359	0.9463
PP	0.9414	0.9414	0.9414	0.9390
S1	0.9237	0.9237	0.9309	0.9189
S2	0.9140	0.9140	0.9284
S3	0.8866	0.8963	0.9259
S4	0.8592	0.8689	0.9183

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9569	0.9317	0.0252	2.7%	0.0118	1.2%	55%	False	False	75,709
10	0.9599	0.9317	0.0282	3.0%	0.0112	1.2%	49%	False	False	71,213
20	0.9599	0.9212	0.0387	4.1%	0.0124	1.3%	63%	False	False	77,658
40	0.9798	0.9124	0.0674	7.1%	0.0130	1.4%	49%	False	False	74,529
60	0.9798	0.9010	0.0788	8.3%	0.0126	1.3%	56%	False	False	65,092
80	0.9798	0.8991	0.0807	8.5%	0.0123	1.3%	57%	False	False	48,950
100	0.9798	0.8540	0.1258	13.3%	0.0116	1.2%	73%	False	False	39,191
120	0.9798	0.8540	0.1258	13.3%	0.0109	1.2%	73%	False	False	32,673

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9819
2.618	0.9687
1.618	0.9606
1.000	0.9556
0.618	0.9525
HIGH	0.9475
0.618	0.9444
0.500	0.9435
0.382	0.9425
LOW	0.9394
0.618	0.9344
1.000	0.9313
1.618	0.9263
2.618	0.9182
4.250	0.9050

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	0.9448	0.9438
PP	0.9441	0.9420
S1	0.9435	0.9403

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

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