CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 30-Nov-2009

Day Change Summary
	Previous	Current
	27-Nov-2009	30-Nov-2009	Change	Change %	Previous Week
Open	0.9518	0.9429	-0.0089	-0.9%	0.9335
High	0.9568	0.9495	-0.0073	-0.8%	0.9570
Low	0.9301	0.9410	0.0109	1.2%	0.9301
Close	0.9410	0.9460	0.0050	0.5%	0.9410
Range	0.0267	0.0085	-0.0182	-68.2%	0.0269
ATR	0.0134	0.0131	-0.0004	-2.6%	0.0000
Volume	83,307	117,731	34,424	41.3%	293,683

Daily Pivots for day following 30-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9710	0.9670	0.9507
R3	0.9625	0.9585	0.9483
R2	0.9540	0.9540	0.9476
R1	0.9500	0.9500	0.9468	0.9520
PP	0.9455	0.9455	0.9455	0.9465
S1	0.9415	0.9415	0.9452	0.9435
S2	0.9370	0.9370	0.9444
S3	0.9285	0.9330	0.9437
S4	0.9200	0.9245	0.9413

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0234	1.0091	0.9558
R3	0.9965	0.9822	0.9484
R2	0.9696	0.9696	0.9459
R1	0.9553	0.9553	0.9435	0.9625
PP	0.9427	0.9427	0.9427	0.9463
S1	0.9284	0.9284	0.9385	0.9356
S2	0.9158	0.9158	0.9361
S3	0.8889	0.9015	0.9336
S4	0.8620	0.8746	0.9262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9570	0.9301	0.0269	2.8%	0.0142	1.5%	59%	False	False	82,282
10	0.9591	0.9301	0.0290	3.1%	0.0130	1.4%	55%	False	False	78,596
20	0.9599	0.9212	0.0387	4.1%	0.0125	1.3%	64%	False	False	78,808
40	0.9798	0.9212	0.0586	6.2%	0.0130	1.4%	42%	False	False	75,349
60	0.9798	0.9094	0.0704	7.4%	0.0128	1.4%	52%	False	False	69,531
80	0.9798	0.8991	0.0807	8.5%	0.0126	1.3%	58%	False	False	52,369
100	0.9798	0.8591	0.1207	12.8%	0.0119	1.3%	72%	False	False	41,933
120	0.9798	0.8540	0.1258	13.3%	0.0111	1.2%	73%	False	False	34,956

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9856
2.618	0.9718
1.618	0.9633
1.000	0.9580
0.618	0.9548
HIGH	0.9495
0.618	0.9463
0.500	0.9453
0.382	0.9442
LOW	0.9410
0.618	0.9357
1.000	0.9325
1.618	0.9272
2.618	0.9187
4.250	0.9049

Fisher Pivots for day following 30-Nov-2009
Pivot	1 day	3 day
R1	0.9458	0.9452
PP	0.9455	0.9444
S1	0.9453	0.9436

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

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