CME Canadian Dollar Future September 2010

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Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary Previous Current 15-Dec-2009 16-Dec-2009 Change Change % Previous Week Open 0.9417 0.9402 -0.0015 -0.2% 0.9433 High 0.9417 0.9402 -0.0015 -0.2% 0.9537 Low 0.9417 0.9402 -0.0015 -0.2% 0.9369 Close 0.9417 0.9402 -0.0015 -0.2% 0.9426 Range ATR 0.0072 0.0068 -0.0004 -5.7% 0.0000 Volume 7 0 -7 -100.0% 232
Daily Pivots for day following 16-Dec-2009 Classic Woodie Camarilla DeMark R4 0.9402 0.9402 0.9402 R3 0.9402 0.9402 0.9402 R2 0.9402 0.9402 0.9402 R1 0.9402 0.9402 0.9402 0.9402 PP 0.9402 0.9402 0.9402 0.9402 S1 0.9402 0.9402 0.9402 0.9402 S2 0.9402 0.9402 0.9402 S3 0.9402 0.9402 0.9402 S4 0.9402 0.9402 0.9402	Weekly Pivots for week ending 11-Dec-2009 Classic Woodie Camarilla DeMark R4 0.9948 0.9855 0.9518 R3 0.9780 0.9687 0.9472 R2 0.9612 0.9612 0.9457 R1 0.9519 0.9519 0.9441 0.9482 PP 0.9444 0.9444 0.9444 0.9425 S1 0.9351 0.9351 0.9411 0.9314 S2 0.9276 0.9276 0.9395 S3 0.9108 0.9183 0.9380 S4 0.8940 0.9015 0.9334
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9524 0.9397 0.0127 1.4% 0.0001 0.0% 4% False False 14 10 0.9537 0.9369 0.0168 1.8% 0.0015 0.2% 20% False False 31 20 0.9576 0.9311 0.0265 2.8% 0.0020 0.2% 34% False False 20 40 0.9576 0.9255 0.0321 3.4% 0.0015 0.2% 46% False False 13 60 0.9710 0.9100 0.0610 6.5% 0.0014 0.1% 50% False False 11
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR True 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 0.9402 2.618 0.9402 1.618 0.9402 1.000 0.9402 0.618 0.9402 HIGH 0.9402 0.618 0.9402 0.500 0.9402 0.382 0.9402 LOW 0.9402 0.618 0.9402 1.000 0.9402 1.618 0.9402 2.618 0.9402 4.250 0.9402
Fisher Pivots for day following 16-Dec-2009 Pivot 1 day 3 day R1 0.9402 0.9407 PP 0.9402 0.9405 S1 0.9402 0.9404

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