CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 26-Oct-2009

Day Change Summary
	Previous	Current
	23-Oct-2009	26-Oct-2009	Change	Change %	Previous Week
Open	0.9222	0.9165	-0.0057	-0.6%	0.9104
High	0.9382	0.9234	-0.0148	-1.6%	0.9382
Low	0.9154	0.9081	-0.0073	-0.8%	0.9062
Close	0.9169	0.9096	-0.0073	-0.8%	0.9169
Range	0.0228	0.0153	-0.0075	-32.9%	0.0320
ATR	0.0133	0.0135	0.0001	1.0%	0.0000
Volume	81,735	85,397	3,662	4.5%	415,852

Daily Pivots for day following 26-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9596	0.9499	0.9180
R3	0.9443	0.9346	0.9138
R2	0.9290	0.9290	0.9124
R1	0.9193	0.9193	0.9110	0.9165
PP	0.9137	0.9137	0.9137	0.9123
S1	0.9040	0.9040	0.9082	0.9012
S2	0.8984	0.8984	0.9068
S3	0.8831	0.8887	0.9054
S4	0.8678	0.8734	0.9012

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0164	0.9987	0.9345
R3	0.9844	0.9667	0.9257
R2	0.9524	0.9524	0.9228
R1	0.9347	0.9347	0.9198	0.9436
PP	0.9204	0.9204	0.9204	0.9249
S1	0.9027	0.9027	0.9140	0.9116
S2	0.8884	0.8884	0.9110
S3	0.8564	0.8707	0.9081
S4	0.8244	0.8387	0.8993

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9382	0.9081	0.0301	3.3%	0.0152	1.7%	5%	False	True	80,885
10	0.9382	0.8981	0.0401	4.4%	0.0138	1.5%	29%	False	False	78,306
20	0.9382	0.8500	0.0882	9.7%	0.0136	1.5%	68%	False	False	79,894
40	0.9382	0.8174	0.1208	13.3%	0.0125	1.4%	76%	False	False	63,933
60	0.9382	0.8080	0.1302	14.3%	0.0119	1.3%	78%	False	False	42,891
80	0.9382	0.7615	0.1767	19.4%	0.0113	1.2%	84%	False	False	32,187

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	0.0044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9884
2.618	0.9635
1.618	0.9482
1.000	0.9387
0.618	0.9329
HIGH	0.9234
0.618	0.9176
0.500	0.9158
0.382	0.9139
LOW	0.9081
0.618	0.8986
1.000	0.8928
1.618	0.8833
2.618	0.8680
4.250	0.8431

Fisher Pivots for day following 26-Oct-2009
Pivot	1 day	3 day
R1	0.9158	0.9232
PP	0.9137	0.9186
S1	0.9117	0.9141

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

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