CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 14-Oct-2009

Day Change Summary
	Previous	Current
	13-Oct-2009	14-Oct-2009	Change	Change %	Previous Week
Open	0.9019	0.9040	0.0021	0.2%	0.8609
High	0.9077	0.9108	0.0031	0.3%	0.9039
Low	0.8981	0.8995	0.0014	0.2%	0.8597
Close	0.8995	0.9090	0.0095	1.1%	0.8985
Range	0.0096	0.0113	0.0017	17.7%	0.0442
ATR	0.0121	0.0121	-0.0001	-0.5%	0.0000
Volume	36,970	85,631	48,661	131.6%	411,396

Daily Pivots for day following 14-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9403	0.9360	0.9152
R3	0.9290	0.9247	0.9121
R2	0.9177	0.9177	0.9111
R1	0.9134	0.9134	0.9100	0.9156
PP	0.9064	0.9064	0.9064	0.9075
S1	0.9021	0.9021	0.9080	0.9043
S2	0.8951	0.8951	0.9069
S3	0.8838	0.8908	0.9059
S4	0.8725	0.8795	0.9028

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0200	1.0034	0.9228
R3	0.9758	0.9592	0.9107
R2	0.9316	0.9316	0.9066
R1	0.9150	0.9150	0.9026	0.9233
PP	0.8874	0.8874	0.8874	0.8915
S1	0.8708	0.8708	0.8944	0.8791
S2	0.8432	0.8432	0.8904
S3	0.7990	0.8266	0.8863
S4	0.7548	0.7824	0.8742

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9108	0.8850	0.0258	2.8%	0.0114	1.2%	93%	True	False	68,000
10	0.9108	0.8500	0.0608	6.7%	0.0131	1.4%	97%	True	False	79,630
20	0.9108	0.8500	0.0608	6.7%	0.0122	1.3%	97%	True	False	75,520
40	0.9108	0.8145	0.0963	10.6%	0.0117	1.3%	98%	True	False	47,762
60	0.9108	0.8023	0.1085	11.9%	0.0111	1.2%	98%	True	False	31,895
80	0.9108	0.7615	0.1493	16.4%	0.0101	1.1%	99%	True	False	23,933

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0028
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9588
2.618	0.9404
1.618	0.9291
1.000	0.9221
0.618	0.9178
HIGH	0.9108
0.618	0.9065
0.500	0.9052
0.382	0.9038
LOW	0.8995
0.618	0.8925
1.000	0.8882
1.618	0.8812
2.618	0.8699
4.250	0.8515

Fisher Pivots for day following 14-Oct-2009
Pivot	1 day	3 day
R1	0.9077	0.9067
PP	0.9064	0.9044
S1	0.9052	0.9021

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

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