I have watched a pair of Merlins over the last couple of weeks in my local ravine (at first I thought it was just the one), and have now seen them mate twice. They were sitting on adjacent trees, when the female started a medium-lowish kek-kek-kek. The male answered with a higher pitched call, and then launched into the air. He circled the female a couple of times and the usual fast beat of his wings seemed a little faster and more exaggerated. Then he closed and mounted the female briefly, before going back to his perch. After some smoothing of feathers on both sides, he took off in one direction, while she went directly to a large spruce nearby, perhaps where she has a nest prepared.
I have now seen this performance twice, both times about 8 o'clock in the morning.
The location is in Bramalea in what is known as South Maitland Park, in the ravine between Maitland Street and William's Parkway.
This seems like a pretty urban area for these birds to be nesting in. Or have I just never noticed them before?