CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 23-Dec-2009

Day Change Summary
	Previous	Current
	22-Dec-2009	23-Dec-2009	Change	Change %	Previous Week
Open	0.9407	0.9461	0.0054	0.6%	0.9423
High	0.9488	0.9556	0.0068	0.7%	0.9476
Low	0.9402	0.9453	0.0051	0.5%	0.9303
Close	0.9473	0.9543	0.0070	0.7%	0.9382
Range	0.0086	0.0103	0.0017	19.8%	0.0173
ATR	0.0114	0.0113	-0.0001	-0.7%	0.0000
Volume	69,075	55,808	-13,267	-19.2%	387,512

Daily Pivots for day following 23-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9826	0.9788	0.9600
R3	0.9723	0.9685	0.9571
R2	0.9620	0.9620	0.9562
R1	0.9582	0.9582	0.9552	0.9601
PP	0.9517	0.9517	0.9517	0.9527
S1	0.9479	0.9479	0.9534	0.9498
S2	0.9414	0.9414	0.9524
S3	0.9311	0.9376	0.9515
S4	0.9208	0.9273	0.9486

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9906	0.9817	0.9477
R3	0.9733	0.9644	0.9430
R2	0.9560	0.9560	0.9414
R1	0.9471	0.9471	0.9398	0.9429
PP	0.9387	0.9387	0.9387	0.9366
S1	0.9298	0.9298	0.9366	0.9256
S2	0.9214	0.9214	0.9350
S3	0.9041	0.9125	0.9334
S4	0.8868	0.8952	0.9287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9556	0.9303	0.0253	2.7%	0.0093	1.0%	95%	True	False	70,778
10	0.9556	0.9303	0.0253	2.7%	0.0100	1.0%	95%	True	False	64,225
20	0.9608	0.9303	0.0305	3.2%	0.0116	1.2%	79%	False	False	33,968
40	0.9608	0.9217	0.0391	4.1%	0.0115	1.2%	83%	False	False	17,196
60	0.9792	0.9148	0.0644	6.7%	0.0113	1.2%	61%	False	False	11,540
80	0.9792	0.9010	0.0782	8.2%	0.0103	1.1%	68%	False	False	8,675

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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9994
2.618	0.9826
1.618	0.9723
1.000	0.9659
0.618	0.9620
HIGH	0.9556
0.618	0.9517
0.500	0.9505
0.382	0.9492
LOW	0.9453
0.618	0.9389
1.000	0.9350
1.618	0.9286
2.618	0.9183
4.250	0.9015

Fisher Pivots for day following 23-Dec-2009
Pivot	1 day	3 day
R1	0.9530	0.9508
PP	0.9517	0.9474
S1	0.9505	0.9439

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

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