CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 16-Nov-2009

Day Change Summary
	Previous	Current
	13-Nov-2009	16-Nov-2009	Change	Change %	Previous Week
Open	0.9210	0.9316	0.0106	1.2%	0.9176
High	0.9319	0.9382	0.0063	0.7%	0.9344
Low	0.9210	0.9291	0.0081	0.9%	0.9165
Close	0.9294	0.9354	0.0060	0.6%	0.9294
Range	0.0109	0.0091	-0.0018	-16.5%	0.0179
ATR	0.0139	0.0136	-0.0003	-2.5%	0.0000
Volume	116,750	86,337	-30,413	-26.0%	445,604

Daily Pivots for day following 16-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9615	0.9576	0.9404
R3	0.9524	0.9485	0.9379
R2	0.9433	0.9433	0.9371
R1	0.9394	0.9394	0.9362	0.9414
PP	0.9342	0.9342	0.9342	0.9352
S1	0.9303	0.9303	0.9346	0.9323
S2	0.9251	0.9251	0.9337
S3	0.9160	0.9212	0.9329
S4	0.9069	0.9121	0.9304

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9805	0.9728	0.9392
R3	0.9626	0.9549	0.9343
R2	0.9447	0.9447	0.9327
R1	0.9370	0.9370	0.9310	0.9409
PP	0.9268	0.9268	0.9268	0.9287
S1	0.9191	0.9191	0.9278	0.9230
S2	0.9089	0.9089	0.9261
S3	0.8910	0.9012	0.9245
S4	0.8731	0.8833	0.9196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9382	0.9183	0.0199	2.1%	0.0100	1.1%	86%	True	False	84,662
10	0.9382	0.8882	0.0500	5.3%	0.0120	1.3%	94%	True	False	95,088
20	0.9382	0.8882	0.0500	5.3%	0.0146	1.6%	94%	True	False	97,004
40	0.9382	0.8500	0.0882	9.4%	0.0138	1.5%	97%	True	False	87,495
60	0.9382	0.8174	0.1208	12.9%	0.0129	1.4%	98%	True	False	68,421
80	0.9382	0.8046	0.1336	14.3%	0.0123	1.3%	98%	True	False	51,370
100	0.9382	0.7615	0.1767	18.9%	0.0113	1.2%	98%	True	False	41,107

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9769
2.618	0.9620
1.618	0.9529
1.000	0.9473
0.618	0.9438
HIGH	0.9382
0.618	0.9347
0.500	0.9337
0.382	0.9326
LOW	0.9291
0.618	0.9235
1.000	0.9200
1.618	0.9144
2.618	0.9053
4.250	0.8904

Fisher Pivots for day following 16-Nov-2009
Pivot	1 day	3 day
R1	0.9348	0.9330
PP	0.9342	0.9306
S1	0.9337	0.9283

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

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