CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 13-Nov-2009

Day Change Summary
	Previous	Current
	12-Nov-2009	13-Nov-2009	Change	Change %	Previous Week
Open	0.9577	0.9462	-0.0115	-1.2%	0.9313
High	0.9595	0.9555	-0.0040	-0.4%	0.9595
Low	0.9460	0.9462	0.0002	0.0%	0.9313
Close	0.9480	0.9508	0.0028	0.3%	0.9508
Range	0.0135	0.0093	-0.0042	-31.1%	0.0282
ATR	0.0118	0.0116	-0.0002	-1.5%	0.0000
Volume	233	158	-75	-32.2%	996

Daily Pivots for day following 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9787	0.9741	0.9559
R3	0.9694	0.9648	0.9534
R2	0.9601	0.9601	0.9525
R1	0.9555	0.9555	0.9517	0.9578
PP	0.9508	0.9508	0.9508	0.9520
S1	0.9462	0.9462	0.9499	0.9485
S2	0.9415	0.9415	0.9491
S3	0.9322	0.9369	0.9482
S4	0.9229	0.9276	0.9457

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0318	1.0195	0.9663
R3	1.0036	0.9913	0.9586
R2	0.9754	0.9754	0.9560
R1	0.9631	0.9631	0.9534	0.9693
PP	0.9472	0.9472	0.9472	0.9503
S1	0.9349	0.9349	0.9482	0.9411
S2	0.9190	0.9190	0.9456
S3	0.8908	0.9067	0.9430
S4	0.8626	0.8785	0.9353

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9595	0.9313	0.0282	3.0%	0.0113	1.2%	69%	False	False	199
10	0.9595	0.9217	0.0378	4.0%	0.0107	1.1%	77%	False	False	236
20	0.9740	0.9217	0.0523	5.5%	0.0120	1.3%	56%	False	False	277
40	0.9792	0.9100	0.0692	7.3%	0.0111	1.2%	59%	False	False	211
60	0.9792	0.9010	0.0782	8.2%	0.0092	1.0%	64%	False	False	162

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9950
2.618	0.9798
1.618	0.9705
1.000	0.9648
0.618	0.9612
HIGH	0.9555
0.618	0.9519
0.500	0.9509
0.382	0.9498
LOW	0.9462
0.618	0.9405
1.000	0.9369
1.618	0.9312
2.618	0.9219
4.250	0.9067

Fisher Pivots for day following 13-Nov-2009
Pivot	1 day	3 day
R1	0.9509	0.9528
PP	0.9508	0.9521
S1	0.9508	0.9515

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

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