CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	0.9509	0.9422	-0.0087	-0.9%	0.9465
High	0.9538	0.9462	-0.0076	-0.8%	0.9543
Low	0.9413	0.9378	-0.0035	-0.4%	0.9370
Close	0.9428	0.9437	0.0009	0.1%	0.9428
Range	0.0125	0.0084	-0.0041	-32.8%	0.0173
ATR	0.0130	0.0127	-0.0003	-2.5%	0.0000
Volume	61,613	21,849	-39,764	-64.5%	493,672

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9678	0.9641	0.9483
R3	0.9594	0.9557	0.9460
R2	0.9510	0.9510	0.9452
R1	0.9473	0.9473	0.9445	0.9492
PP	0.9426	0.9426	0.9426	0.9435
S1	0.9389	0.9389	0.9429	0.9408
S2	0.9342	0.9342	0.9422
S3	0.9258	0.9305	0.9414
S4	0.9174	0.9221	0.9391

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9966	0.9870	0.9523
R3	0.9793	0.9697	0.9476
R2	0.9620	0.9620	0.9460
R1	0.9524	0.9524	0.9444	0.9486
PP	0.9447	0.9447	0.9447	0.9428
S1	0.9351	0.9351	0.9412	0.9313
S2	0.9274	0.9274	0.9396
S3	0.9101	0.9178	0.9380
S4	0.8928	0.9005	0.9333

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9543	0.9370	0.0173	1.8%	0.0120	1.3%	39%	False	False	78,188
10	0.9609	0.9370	0.0239	2.5%	0.0125	1.3%	28%	False	False	86,716
20	0.9609	0.9301	0.0308	3.3%	0.0128	1.4%	44%	False	False	82,656
40	0.9741	0.9212	0.0529	5.6%	0.0131	1.4%	43%	False	False	80,392
60	0.9798	0.9094	0.0704	7.5%	0.0131	1.4%	49%	False	False	76,192
80	0.9798	0.9010	0.0788	8.4%	0.0127	1.3%	54%	False	False	63,171
100	0.9798	0.8991	0.0807	8.6%	0.0122	1.3%	55%	False	False	50,591
120	0.9798	0.8540	0.1258	13.3%	0.0115	1.2%	71%	False	False	42,175

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

Fibonacci Retracements and Extensions
4.250	0.9819
2.618	0.9682
1.618	0.9598
1.000	0.9546
0.618	0.9514
HIGH	0.9462
0.618	0.9430
0.500	0.9420
0.382	0.9410
LOW	0.9378
0.618	0.9326
1.000	0.9294
1.618	0.9242
2.618	0.9158
4.250	0.9021

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	0.9431	0.9461
PP	0.9426	0.9453
S1	0.9420	0.9445

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

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