CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 27-Oct-2009

Day Change Summary
	Previous	Current
	26-Oct-2009	27-Oct-2009	Change	Change %	Previous Week
Open	0.9165	0.9124	-0.0041	-0.4%	0.9104
High	0.9234	0.9177	-0.0057	-0.6%	0.9382
Low	0.9081	0.9079	-0.0002	0.0%	0.9062
Close	0.9096	0.9128	0.0032	0.4%	0.9169
Range	0.0153	0.0098	-0.0055	-35.9%	0.0320
ATR	0.0135	0.0132	-0.0003	-1.9%	0.0000
Volume	85,397	96,386	10,989	12.9%	415,852

Daily Pivots for day following 27-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9422	0.9373	0.9182
R3	0.9324	0.9275	0.9155
R2	0.9226	0.9226	0.9146
R1	0.9177	0.9177	0.9137	0.9202
PP	0.9128	0.9128	0.9128	0.9140
S1	0.9079	0.9079	0.9119	0.9104
S2	0.9030	0.9030	0.9110
S3	0.8932	0.8981	0.9101
S4	0.8834	0.8883	0.9074

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	0.9079	0.0303	3.3%	0.0146	1.6%	16%	False	True	87,145
10	0.9382	0.8995	0.0387	4.2%	0.0139	1.5%	34%	False	False	84,248
20	0.9382	0.8500	0.0882	9.7%	0.0136	1.5%	71%	False	False	81,170
40	0.9382	0.8174	0.1208	13.2%	0.0122	1.3%	79%	False	False	66,069
60	0.9382	0.8080	0.1302	14.3%	0.0120	1.3%	80%	False	False	44,496
80	0.9382	0.7615	0.1767	19.4%	0.0113	1.2%	86%	False	False	33,392

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	0.0045
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9594
2.618	0.9434
1.618	0.9336
1.000	0.9275
0.618	0.9238
HIGH	0.9177
0.618	0.9140
0.500	0.9128
0.382	0.9116
LOW	0.9079
0.618	0.9018
1.000	0.8981
1.618	0.8920
2.618	0.8822
4.250	0.8663

Fisher Pivots for day following 27-Oct-2009
Pivot	1 day	3 day
R1	0.9128	0.9231
PP	0.9128	0.9196
S1	0.9128	0.9162

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

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