CME Canadian Dollar Future March 2010

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

Day Change Summary
	Previous	Current
	09-Nov-2009	10-Nov-2009	Change	Change %	Previous Week
Open	0.9313	0.9459	0.0146	1.6%	0.9241
High	0.9486	0.9536	0.0050	0.5%	0.9434
Low	0.9313	0.9433	0.0120	1.3%	0.9217
Close	0.9485	0.9531	0.0046	0.5%	0.9286
Range	0.0173	0.0103	-0.0070	-40.5%	0.0217
ATR	0.0122	0.0121	-0.0001	-1.1%	0.0000
Volume	220	186	-34	-15.5%	1,366

Daily Pivots for day following 10-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9809	0.9773	0.9588
R3	0.9706	0.9670	0.9559
R2	0.9603	0.9603	0.9550
R1	0.9567	0.9567	0.9540	0.9585
PP	0.9500	0.9500	0.9500	0.9509
S1	0.9464	0.9464	0.9522	0.9482
S2	0.9397	0.9397	0.9512
S3	0.9294	0.9361	0.9503
S4	0.9191	0.9258	0.9474

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9963	0.9842	0.9405
R3	0.9746	0.9625	0.9346
R2	0.9529	0.9529	0.9326
R1	0.9408	0.9408	0.9306	0.9469
PP	0.9312	0.9312	0.9312	0.9343
S1	0.9191	0.9191	0.9266	0.9252
S2	0.9095	0.9095	0.9246
S3	0.8878	0.8974	0.9226
S4	0.8661	0.8757	0.9167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9536	0.9280	0.0256	2.7%	0.0104	1.1%	98%	True	False	211
10	0.9536	0.9217	0.0319	3.3%	0.0121	1.3%	98%	True	False	247
20	0.9792	0.9217	0.0575	6.0%	0.0122	1.3%	55%	False	False	309
40	0.9792	0.9100	0.0692	7.3%	0.0109	1.1%	62%	False	False	200

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9974
2.618	0.9806
1.618	0.9703
1.000	0.9639
0.618	0.9600
HIGH	0.9536
0.618	0.9497
0.500	0.9485
0.382	0.9472
LOW	0.9433
0.618	0.9369
1.000	0.9330
1.618	0.9266
2.618	0.9163
4.250	0.8995

Fisher Pivots for day following 10-Nov-2009
Pivot	1 day	3 day
R1	0.9516	0.9490
PP	0.9500	0.9449
S1	0.9485	0.9408

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

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