CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 02-Dec-2009

Day Change Summary
	Previous	Current
	01-Dec-2009	02-Dec-2009	Change	Change %	Previous Week
Open	0.9471	0.9557	0.0086	0.9%	0.9335
High	0.9609	0.9587	-0.0022	-0.2%	0.9570
Low	0.9452	0.9508	0.0056	0.6%	0.9301
Close	0.9580	0.9512	-0.0068	-0.7%	0.9410
Range	0.0157	0.0079	-0.0078	-49.7%	0.0269
ATR	0.0133	0.0129	-0.0004	-2.9%	0.0000
Volume	87,501	91,900	4,399	5.0%	293,683

Daily Pivots for day following 02-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9773	0.9721	0.9555
R3	0.9694	0.9642	0.9534
R2	0.9615	0.9615	0.9526
R1	0.9563	0.9563	0.9519	0.9550
PP	0.9536	0.9536	0.9536	0.9529
S1	0.9484	0.9484	0.9505	0.9471
S2	0.9457	0.9457	0.9498
S3	0.9378	0.9405	0.9490
S4	0.9299	0.9326	0.9469

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	0.9609	0.9301	0.0308	3.2%	0.0142	1.5%	69%	False	False	90,749
10	0.9609	0.9301	0.0308	3.2%	0.0130	1.4%	69%	False	False	83,229
20	0.9609	0.9274	0.0335	3.5%	0.0122	1.3%	71%	False	False	78,233
40	0.9798	0.9212	0.0586	6.2%	0.0130	1.4%	51%	False	False	76,409
60	0.9798	0.9094	0.0704	7.4%	0.0127	1.3%	59%	False	False	72,353
80	0.9798	0.8991	0.0807	8.5%	0.0126	1.3%	65%	False	False	54,608
100	0.9798	0.8848	0.0950	10.0%	0.0119	1.3%	70%	False	False	43,726
120	0.9798	0.8540	0.1258	13.2%	0.0111	1.2%	77%	False	False	36,449

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	0.0021
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9923
2.618	0.9794
1.618	0.9715
1.000	0.9666
0.618	0.9636
HIGH	0.9587
0.618	0.9557
0.500	0.9548
0.382	0.9538
LOW	0.9508
0.618	0.9459
1.000	0.9429
1.618	0.9380
2.618	0.9301
4.250	0.9172

Fisher Pivots for day following 02-Dec-2009
Pivot	1 day	3 day
R1	0.9548	0.9511
PP	0.9536	0.9510
S1	0.9524	0.9510

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

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