CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 09-Dec-2009

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	0.9508	0.9406	-0.0102	-1.1%	0.9429
High	0.9536	0.9508	-0.0028	-0.3%	0.9609
Low	0.9370	0.9377	0.0007	0.1%	0.9410
Close	0.9371	0.9489	0.0118	1.3%	0.9441
Range	0.0166	0.0131	-0.0035	-21.1%	0.0199
ATR	0.0133	0.0133	0.0000	0.2%	0.0000
Volume	102,974	106,790	3,816	3.7%	469,375

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9851	0.9801	0.9561
R3	0.9720	0.9670	0.9525
R2	0.9589	0.9589	0.9513
R1	0.9539	0.9539	0.9501	0.9564
PP	0.9458	0.9458	0.9458	0.9471
S1	0.9408	0.9408	0.9477	0.9433
S2	0.9327	0.9327	0.9465
S3	0.9196	0.9277	0.9453
S4	0.9065	0.9146	0.9417

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	0.9584	0.9370	0.0214	2.3%	0.0142	1.5%	56%	False	False	101,317
10	0.9609	0.9301	0.0308	3.2%	0.0142	1.5%	61%	False	False	96,033
20	0.9609	0.9301	0.0308	3.2%	0.0127	1.3%	61%	False	False	83,623
40	0.9798	0.9212	0.0586	6.2%	0.0133	1.4%	47%	False	False	81,071
60	0.9798	0.9094	0.0704	7.4%	0.0130	1.4%	56%	False	False	76,366
80	0.9798	0.9001	0.0797	8.4%	0.0128	1.3%	61%	False	False	60,918
100	0.9798	0.8991	0.0807	8.5%	0.0122	1.3%	62%	False	False	48,787
120	0.9798	0.8540	0.1258	13.3%	0.0114	1.2%	75%	False	False	40,667

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0033
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0065
2.618	0.9851
1.618	0.9720
1.000	0.9639
0.618	0.9589
HIGH	0.9508
0.618	0.9458
0.500	0.9443
0.382	0.9427
LOW	0.9377
0.618	0.9296
1.000	0.9246
1.618	0.9165
2.618	0.9034
4.250	0.8820

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	0.9474	0.9478
PP	0.9458	0.9466
S1	0.9443	0.9455

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

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