  Using a characterization of Mutual Complete Dependence copulas, we show that,
with respect to the Sobolev norm, the MCD copulas can be approximated
arbitrarily closed by shuffles of Min. This result is then used to obtain a
characterization of generalized shuffles of copulas introduced by Durante,
Sarkoci and Sempi in terms of MCD copulas and the $\star$-product discovered by
Darsow, Nguyen and Olsen. Since shuffles of a copula is the copula of the
corresponding shuffles of the two continuous random variables, we define a new
norm which is invariant under shuffling. This norm gives rise to a new measure
of dependence which shares many properties with the maximal correlation
coefficient, the only measure of dependence that satisfies all of R\'enyi's
postulates.
