CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 22-Oct-2009

Day Change Summary
	Previous	Current
	21-Oct-2009	22-Oct-2009	Change	Change %	Previous Week
Open	0.9189	0.9219	0.0030	0.3%	0.8991
High	0.9282	0.9254	-0.0028	-0.3%	0.9221
Low	0.9146	0.9140	-0.0006	-0.1%	0.8933
Close	0.9265	0.9221	-0.0044	-0.5%	0.9124
Range	0.0136	0.0114	-0.0022	-16.2%	0.0288
ATR	0.0126	0.0126	0.0000	-0.1%	0.0000
Volume	79,400	92,811	13,411	16.9%	347,999

Daily Pivots for day following 22-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9547	0.9498	0.9284
R3	0.9433	0.9384	0.9252
R2	0.9319	0.9319	0.9242
R1	0.9270	0.9270	0.9231	0.9295
PP	0.9205	0.9205	0.9205	0.9217
S1	0.9156	0.9156	0.9211	0.9181
S2	0.9091	0.9091	0.9200
S3	0.8977	0.9042	0.9190
S4	0.8863	0.8928	0.9158

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9957	0.9828	0.9282
R3	0.9669	0.9540	0.9203
R2	0.9381	0.9381	0.9177
R1	0.9252	0.9252	0.9150	0.9317
PP	0.9093	0.9093	0.9093	0.9125
S1	0.8964	0.8964	0.9098	0.9029
S2	0.8805	0.8805	0.9071
S3	0.8517	0.8676	0.9045
S4	0.8229	0.8388	0.8966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9282	0.9062	0.0220	2.4%	0.0143	1.5%	72%	False	False	82,002
10	0.9282	0.8933	0.0349	3.8%	0.0117	1.3%	83%	False	False	76,675
20	0.9282	0.8500	0.0782	8.5%	0.0130	1.4%	92%	False	False	80,523
40	0.9282	0.8174	0.1108	12.0%	0.0120	1.3%	94%	False	False	59,975
60	0.9282	0.8080	0.1202	13.0%	0.0116	1.3%	95%	False	False	40,107
80	0.9282	0.7615	0.1667	18.1%	0.0108	1.2%	96%	False	False	30,098

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0037
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9739
2.618	0.9552
1.618	0.9438
1.000	0.9368
0.618	0.9324
HIGH	0.9254
0.618	0.9210
0.500	0.9197
0.382	0.9184
LOW	0.9140
0.618	0.9070
1.000	0.9026
1.618	0.8956
2.618	0.8842
4.250	0.8656

Fisher Pivots for day following 22-Oct-2009
Pivot	1 day	3 day
R1	0.9213	0.9217
PP	0.9205	0.9212
S1	0.9197	0.9208

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

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