CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 07-Oct-2009

Day Change Summary
	Previous	Current
	06-Oct-2009	07-Oct-2009	Change	Change %	Previous Week
Open	0.8731	0.8855	0.0124	1.4%	0.8609
High	0.8867	0.8898	0.0031	0.3%	0.8808
Low	0.8703	0.8813	0.0110	1.3%	0.8500
Close	0.8840	0.8835	-0.0005	-0.1%	0.8602
Range	0.0164	0.0085	-0.0079	-48.2%	0.0308
ATR	0.0127	0.0124	-0.0003	-2.3%	0.0000
Volume	61,443	79,691	18,248	29.7%	425,537

Daily Pivots for day following 07-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9104	0.9054	0.8882
R3	0.9019	0.8969	0.8858
R2	0.8934	0.8934	0.8851
R1	0.8884	0.8884	0.8843	0.8867
PP	0.8849	0.8849	0.8849	0.8840
S1	0.8799	0.8799	0.8827	0.8782
S2	0.8764	0.8764	0.8819
S3	0.8679	0.8714	0.8812
S4	0.8594	0.8629	0.8788

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9561	0.9389	0.8771
R3	0.9253	0.9081	0.8687
R2	0.8945	0.8945	0.8658
R1	0.8773	0.8773	0.8630	0.8705
PP	0.8637	0.8637	0.8637	0.8603
S1	0.8465	0.8465	0.8574	0.8397
S2	0.8329	0.8329	0.8546
S3	0.8021	0.8157	0.8517
S4	0.7713	0.7849	0.8433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8898	0.8500	0.0398	4.5%	0.0149	1.7%	84%	True	False	91,260
10	0.8898	0.8500	0.0398	4.5%	0.0140	1.6%	84%	True	False	84,037
20	0.8898	0.8481	0.0417	4.7%	0.0118	1.3%	85%	True	False	74,811
40	0.8898	0.8080	0.0818	9.3%	0.0118	1.3%	92%	True	False	39,300
60	0.8898	0.7878	0.1020	11.5%	0.0109	1.2%	94%	True	False	26,236
80	0.8898	0.7615	0.1283	14.5%	0.0100	1.1%	95%	True	False	19,684

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0034
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9259
2.618	0.9121
1.618	0.9036
1.000	0.8983
0.618	0.8951
HIGH	0.8898
0.618	0.8866
0.500	0.8856
0.382	0.8845
LOW	0.8813
0.618	0.8760
1.000	0.8728
1.618	0.8675
2.618	0.8590
4.250	0.8452

Fisher Pivots for day following 07-Oct-2009
Pivot	1 day	3 day
R1	0.8856	0.8806
PP	0.8849	0.8777
S1	0.8842	0.8748

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

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