CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 29-Oct-2009

Day Change Summary
	Previous	Current
	28-Oct-2009	29-Oct-2009	Change	Change %	Previous Week
Open	0.9125	0.8945	-0.0180	-2.0%	0.9104
High	0.9164	0.9145	-0.0019	-0.2%	0.9382
Low	0.8922	0.8904	-0.0018	-0.2%	0.9062
Close	0.8947	0.9137	0.0190	2.1%	0.9169
Range	0.0242	0.0241	-0.0001	-0.4%	0.0320
ATR	0.0140	0.0147	0.0007	5.2%	0.0000
Volume	109,001	139,071	30,070	27.6%	415,852

Daily Pivots for day following 29-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9785	0.9702	0.9270
R3	0.9544	0.9461	0.9203
R2	0.9303	0.9303	0.9181
R1	0.9220	0.9220	0.9159	0.9262
PP	0.9062	0.9062	0.9062	0.9083
S1	0.8979	0.8979	0.9115	0.9021
S2	0.8821	0.8821	0.9093
S3	0.8580	0.8738	0.9071
S4	0.8339	0.8497	0.9004

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	0.8904	0.0478	5.2%	0.0192	2.1%	49%	False	True	102,318
10	0.9382	0.8904	0.0478	5.2%	0.0168	1.8%	49%	False	True	92,160
20	0.9382	0.8500	0.0882	9.7%	0.0144	1.6%	72%	False	False	85,036
40	0.9382	0.8312	0.1070	11.7%	0.0129	1.4%	77%	False	False	72,066
60	0.9382	0.8080	0.1302	14.2%	0.0125	1.4%	81%	False	False	48,626
80	0.9382	0.7615	0.1767	19.3%	0.0116	1.3%	86%	False	False	36,492

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	0.0048
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0169
2.618	0.9776
1.618	0.9535
1.000	0.9386
0.618	0.9294
HIGH	0.9145
0.618	0.9053
0.500	0.9025
0.382	0.8996
LOW	0.8904
0.618	0.8755
1.000	0.8663
1.618	0.8514
2.618	0.8273
4.250	0.7880

Fisher Pivots for day following 29-Oct-2009
Pivot	1 day	3 day
R1	0.9100	0.9105
PP	0.9062	0.9073
S1	0.9025	0.9041

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

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