CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 10-Dec-2009

Day Change Summary
	Previous	Current
	09-Dec-2009	10-Dec-2009	Change	Change %	Previous Week
Open	0.9406	0.9481	0.0075	0.8%	0.9429
High	0.9508	0.9543	0.0035	0.4%	0.9609
Low	0.9377	0.9448	0.0071	0.8%	0.9410
Close	0.9489	0.9522	0.0033	0.3%	0.9441
Range	0.0131	0.0095	-0.0036	-27.5%	0.0199
ATR	0.0133	0.0131	-0.0003	-2.1%	0.0000
Volume	106,790	97,716	-9,074	-8.5%	469,375

Daily Pivots for day following 10-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9789	0.9751	0.9574
R3	0.9694	0.9656	0.9548
R2	0.9599	0.9599	0.9539
R1	0.9561	0.9561	0.9531	0.9580
PP	0.9504	0.9504	0.9504	0.9514
S1	0.9466	0.9466	0.9513	0.9485
S2	0.9409	0.9409	0.9505
S3	0.9314	0.9371	0.9496
S4	0.9219	0.9276	0.9470

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	2.2%	0.0138	1.5%	71%	False	False	104,761
10	0.9609	0.9301	0.0308	3.2%	0.0139	1.5%	72%	False	False	98,474
20	0.9609	0.9301	0.0308	3.2%	0.0129	1.4%	72%	False	False	85,123
40	0.9798	0.9212	0.0586	6.2%	0.0133	1.4%	53%	False	False	81,834
60	0.9798	0.9094	0.0704	7.4%	0.0130	1.4%	61%	False	False	76,834
80	0.9798	0.9010	0.0788	8.3%	0.0128	1.3%	65%	False	False	62,134
100	0.9798	0.8991	0.0807	8.5%	0.0122	1.3%	66%	False	False	49,760
120	0.9798	0.8540	0.1258	13.2%	0.0115	1.2%	78%	False	False	41,481

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9947
2.618	0.9792
1.618	0.9697
1.000	0.9638
0.618	0.9602
HIGH	0.9543
0.618	0.9507
0.500	0.9496
0.382	0.9484
LOW	0.9448
0.618	0.9389
1.000	0.9353
1.618	0.9294
2.618	0.9199
4.250	0.9044

Fisher Pivots for day following 10-Dec-2009
Pivot	1 day	3 day
R1	0.9513	0.9500
PP	0.9504	0.9478
S1	0.9496	0.9457

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

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