CME Canadian Dollar Future March 2010

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	0.9510	0.9423	-0.0087	-0.9%	0.9465
High	0.9540	0.9464	-0.0076	-0.8%	0.9545
Low	0.9413	0.9378	-0.0035	-0.4%	0.9369
Close	0.9428	0.9437	0.0009	0.1%	0.9428
Range	0.0127	0.0086	-0.0041	-32.3%	0.0176
ATR	0.0125	0.0123	-0.0003	-2.2%	0.0000
Volume	69,222	90,072	20,850	30.1%	154,672

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9684	0.9647	0.9484
R3	0.9598	0.9561	0.9461
R2	0.9512	0.9512	0.9453
R1	0.9475	0.9475	0.9445	0.9494
PP	0.9426	0.9426	0.9426	0.9436
S1	0.9389	0.9389	0.9429	0.9408
S2	0.9340	0.9340	0.9421
S3	0.9254	0.9303	0.9413
S4	0.9168	0.9217	0.9390

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9975	0.9878	0.9525
R3	0.9799	0.9702	0.9476
R2	0.9623	0.9623	0.9460
R1	0.9526	0.9526	0.9444	0.9487
PP	0.9447	0.9447	0.9447	0.9428
S1	0.9350	0.9350	0.9412	0.9311
S2	0.9271	0.9271	0.9396
S3	0.9095	0.9174	0.9380
S4	0.8919	0.8998	0.9331

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9545	0.9369	0.0176	1.9%	0.0122	1.3%	39%	False	False	47,381
10	0.9608	0.9369	0.0239	2.5%	0.0124	1.3%	28%	False	False	25,320
20	0.9608	0.9305	0.0303	3.2%	0.0123	1.3%	44%	False	False	13,106
40	0.9740	0.9217	0.0523	5.5%	0.0121	1.3%	42%	False	False	6,692
60	0.9792	0.9100	0.0692	7.3%	0.0115	1.2%	49%	False	False	4,509
80	0.9792	0.9010	0.0782	8.3%	0.0100	1.1%	55%	False	False	3,398

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	0.9830
2.618	0.9689
1.618	0.9603
1.000	0.9550
0.618	0.9517
HIGH	0.9464
0.618	0.9431
0.500	0.9421
0.382	0.9411
LOW	0.9378
0.618	0.9325
1.000	0.9292
1.618	0.9239
2.618	0.9153
4.250	0.9013

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	0.9432	0.9462
PP	0.9426	0.9453
S1	0.9421	0.9445

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

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