CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 08-Dec-2009

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	0.9465	0.9508	0.0043	0.5%	0.9429
High	0.9540	0.9536	-0.0004	0.0%	0.9609
Low	0.9389	0.9370	-0.0019	-0.2%	0.9410
Close	0.9496	0.9371	-0.0125	-1.3%	0.9441
Range	0.0151	0.0166	0.0015	9.9%	0.0199
ATR	0.0131	0.0133	0.0003	1.9%	0.0000
Volume	124,579	102,974	-21,605	-17.3%	469,375

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9924	0.9813	0.9462
R3	0.9758	0.9647	0.9417
R2	0.9592	0.9592	0.9401
R1	0.9481	0.9481	0.9386	0.9454
PP	0.9426	0.9426	0.9426	0.9412
S1	0.9315	0.9315	0.9356	0.9288
S2	0.9260	0.9260	0.9341
S3	0.9094	0.9149	0.9325
S4	0.8928	0.8983	0.9280

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0084	0.9961	0.9550
R3	0.9885	0.9762	0.9496
R2	0.9686	0.9686	0.9477
R1	0.9563	0.9563	0.9459	0.9625
PP	0.9487	0.9487	0.9487	0.9517
S1	0.9364	0.9364	0.9423	0.9426
S2	0.9288	0.9288	0.9405
S3	0.9089	0.9165	0.9386
S4	0.8890	0.8966	0.9332

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9587	0.9370	0.0217	2.3%	0.0131	1.4%	0%	False	True	98,339
10	0.9609	0.9301	0.0308	3.3%	0.0137	1.5%	23%	False	False	92,046
20	0.9609	0.9301	0.0308	3.3%	0.0126	1.3%	23%	False	False	81,717
40	0.9798	0.9212	0.0586	6.3%	0.0132	1.4%	27%	False	False	79,280
60	0.9798	0.9094	0.0704	7.5%	0.0130	1.4%	39%	False	False	75,702
80	0.9798	0.9001	0.0797	8.5%	0.0127	1.4%	46%	False	False	59,585
100	0.9798	0.8991	0.0807	8.6%	0.0122	1.3%	47%	False	False	47,721
120	0.9798	0.8540	0.1258	13.4%	0.0114	1.2%	66%	False	False	39,778

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	0.0031
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0242
2.618	0.9971
1.618	0.9805
1.000	0.9702
0.618	0.9639
HIGH	0.9536
0.618	0.9473
0.500	0.9453
0.382	0.9433
LOW	0.9370
0.618	0.9267
1.000	0.9204
1.618	0.9101
2.618	0.8935
4.250	0.8665

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	0.9453	0.9477
PP	0.9426	0.9442
S1	0.9398	0.9406

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

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