CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	0.9423	0.9440	0.0017	0.2%	0.9465
High	0.9464	0.9476	0.0012	0.1%	0.9545
Low	0.9378	0.9386	0.0008	0.1%	0.9369
Close	0.9437	0.9421	-0.0016	-0.2%	0.9428
Range	0.0086	0.0090	0.0004	4.7%	0.0176
ATR	0.0123	0.0120	-0.0002	-1.9%	0.0000
Volume	90,072	68,429	-21,643	-24.0%	154,672

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9698	0.9649	0.9471
R3	0.9608	0.9559	0.9446
R2	0.9518	0.9518	0.9438
R1	0.9469	0.9469	0.9429	0.9449
PP	0.9428	0.9428	0.9428	0.9417
S1	0.9379	0.9379	0.9413	0.9359
S2	0.9338	0.9338	0.9405
S3	0.9248	0.9289	0.9396
S4	0.9158	0.9199	0.9372

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	0.9377	0.0168	1.8%	0.0106	1.1%	26%	False	False	57,672
10	0.9583	0.9369	0.0214	2.3%	0.0118	1.2%	24%	False	False	32,052
20	0.9608	0.9305	0.0303	3.2%	0.0123	1.3%	38%	False	False	16,518
40	0.9740	0.9217	0.0523	5.6%	0.0121	1.3%	39%	False	False	8,396
60	0.9792	0.9100	0.0692	7.3%	0.0116	1.2%	46%	False	False	5,649
80	0.9792	0.9010	0.0782	8.3%	0.0101	1.1%	53%	False	False	4,253

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9859
2.618	0.9712
1.618	0.9622
1.000	0.9566
0.618	0.9532
HIGH	0.9476
0.618	0.9442
0.500	0.9431
0.382	0.9420
LOW	0.9386
0.618	0.9330
1.000	0.9296
1.618	0.9240
2.618	0.9150
4.250	0.9004

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	0.9431	0.9459
PP	0.9428	0.9446
S1	0.9424	0.9434

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

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