CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	0.9123	0.8913	-0.0210	-2.3%	0.9165
High	0.9145	0.9087	-0.0058	-0.6%	0.9234
Low	0.8942	0.8913	-0.0029	-0.3%	0.8904
Close	0.8969	0.8979	0.0010	0.1%	0.8969
Range	0.0203	0.0174	-0.0029	-14.3%	0.0330
ATR	0.0151	0.0153	0.0002	1.1%	0.0000
Volume	110,478	129,844	19,366	17.5%	540,333

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9515	0.9421	0.9075
R3	0.9341	0.9247	0.9027
R2	0.9167	0.9167	0.9011
R1	0.9073	0.9073	0.8995	0.9120
PP	0.8993	0.8993	0.8993	0.9017
S1	0.8899	0.8899	0.8963	0.8946
S2	0.8819	0.8819	0.8947
S3	0.8645	0.8725	0.8931
S4	0.8471	0.8551	0.8883

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0026	0.9827	0.9151
R3	0.9696	0.9497	0.9060
R2	0.9366	0.9366	0.9030
R1	0.9167	0.9167	0.8999	0.9102
PP	0.9036	0.9036	0.9036	0.9003
S1	0.8837	0.8837	0.8939	0.8772
S2	0.8706	0.8706	0.8909
S3	0.8376	0.8507	0.8878
S4	0.8046	0.8177	0.8788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9177	0.8904	0.0273	3.0%	0.0192	2.1%	27%	False	False	116,956
10	0.9382	0.8904	0.0478	5.3%	0.0172	1.9%	16%	False	False	98,920
20	0.9382	0.8703	0.0679	7.6%	0.0148	1.6%	41%	False	False	86,319
40	0.9382	0.8444	0.0938	10.4%	0.0133	1.5%	57%	False	False	77,996
60	0.9382	0.8080	0.1302	14.5%	0.0128	1.4%	69%	False	False	52,627
80	0.9382	0.7757	0.1625	18.1%	0.0118	1.3%	75%	False	False	39,495

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	0.0039
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9827
2.618	0.9543
1.618	0.9369
1.000	0.9261
0.618	0.9195
HIGH	0.9087
0.618	0.9021
0.500	0.9000
0.382	0.8979
LOW	0.8913
0.618	0.8805
1.000	0.8739
1.618	0.8631
2.618	0.8457
4.250	0.8174

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	0.9000	0.9025
PP	0.8993	0.9009
S1	0.8986	0.8994

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

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