CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 04-Nov-2009

Day Change Summary
	Previous	Current
	03-Nov-2009	04-Nov-2009	Change	Change %	Previous Week
Open	0.9012	0.8993	-0.0019	-0.2%	0.9165
High	0.9060	0.9111	0.0051	0.6%	0.9234
Low	0.8882	0.8922	0.0040	0.5%	0.8904
Close	0.8974	0.9105	0.0131	1.5%	0.8969
Range	0.0178	0.0189	0.0011	6.2%	0.0330
ATR	0.0155	0.0157	0.0002	1.6%	0.0000
Volume	118,215	120,181	1,966	1.7%	540,333

Daily Pivots for day following 04-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9613	0.9548	0.9209
R3	0.9424	0.9359	0.9157
R2	0.9235	0.9235	0.9140
R1	0.9170	0.9170	0.9122	0.9203
PP	0.9046	0.9046	0.9046	0.9062
S1	0.8981	0.8981	0.9088	0.9014
S2	0.8857	0.8857	0.9070
S3	0.8668	0.8792	0.9053
S4	0.8479	0.8603	0.9001

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	0.9145	0.8882	0.0263	2.9%	0.0197	2.2%	85%	False	False	123,557
10	0.9382	0.8882	0.0500	5.5%	0.0182	2.0%	45%	False	False	108,311
20	0.9382	0.8850	0.0532	5.8%	0.0153	1.7%	48%	False	False	91,182
40	0.9382	0.8481	0.0901	9.9%	0.0136	1.5%	69%	False	False	82,996
60	0.9382	0.8080	0.1302	14.3%	0.0130	1.4%	79%	False	False	56,594
80	0.9382	0.7878	0.1504	16.5%	0.0120	1.3%	82%	False	False	42,472
100	0.9382	0.7615	0.1767	19.4%	0.0110	1.2%	84%	False	False	33,984

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9914
2.618	0.9606
1.618	0.9417
1.000	0.9300
0.618	0.9228
HIGH	0.9111
0.618	0.9039
0.500	0.9017
0.382	0.8994
LOW	0.8922
0.618	0.8805
1.000	0.8733
1.618	0.8616
2.618	0.8427
4.250	0.8119

Fisher Pivots for day following 04-Nov-2009
Pivot	1 day	3 day
R1	0.9076	0.9069
PP	0.9046	0.9033
S1	0.9017	0.8997

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

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