CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	0.9443	0.9470	0.0027	0.3%	0.9343
High	0.9493	0.9608	0.0115	1.2%	0.9568
Low	0.9423	0.9453	0.0030	0.3%	0.9305
Close	0.9460	0.9580	0.0120	1.3%	0.9411
Range	0.0070	0.0155	0.0085	121.4%	0.0263
ATR	0.0122	0.0124	0.0002	1.9%	0.0000
Volume	1,334	1,105	-229	-17.2%	3,098

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0012	0.9951	0.9665
R3	0.9857	0.9796	0.9623
R2	0.9702	0.9702	0.9608
R1	0.9641	0.9641	0.9594	0.9672
PP	0.9547	0.9547	0.9547	0.9562
S1	0.9486	0.9486	0.9566	0.9517
S2	0.9392	0.9392	0.9552
S3	0.9237	0.9331	0.9537
S4	0.9082	0.9176	0.9495

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0217	1.0077	0.9556
R3	0.9954	0.9814	0.9483
R2	0.9691	0.9691	0.9459
R1	0.9551	0.9551	0.9435	0.9621
PP	0.9428	0.9428	0.9428	0.9463
S1	0.9288	0.9288	0.9387	0.9358
S2	0.9165	0.9165	0.9363
S3	0.8902	0.9025	0.9339
S4	0.8639	0.8762	0.9266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9608	0.9305	0.0303	3.2%	0.0134	1.4%	91%	True	False	989
10	0.9608	0.9305	0.0303	3.2%	0.0128	1.3%	91%	True	False	985
20	0.9608	0.9217	0.0391	4.1%	0.0117	1.2%	93%	True	False	596
40	0.9792	0.9217	0.0575	6.0%	0.0117	1.2%	63%	False	False	440
60	0.9792	0.9100	0.0692	7.2%	0.0107	1.1%	69%	False	False	322

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0267
2.618	1.0014
1.618	0.9859
1.000	0.9763
0.618	0.9704
HIGH	0.9608
0.618	0.9549
0.500	0.9531
0.382	0.9512
LOW	0.9453
0.618	0.9357
1.000	0.9298
1.618	0.9202
2.618	0.9047
4.250	0.8794

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	0.9564	0.9539
PP	0.9547	0.9498
S1	0.9531	0.9457

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

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