CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 05-Nov-2009

Day Change Summary
	Previous	Current
	04-Nov-2009	05-Nov-2009	Change	Change %	Previous Week
Open	0.8993	0.9066	0.0073	0.8%	0.9165
High	0.9111	0.9105	-0.0006	-0.1%	0.9234
Low	0.8922	0.8993	0.0071	0.8%	0.8904
Close	0.9105	0.9071	-0.0034	-0.4%	0.8969
Range	0.0189	0.0112	-0.0077	-40.7%	0.0330
ATR	0.0157	0.0154	-0.0003	-2.1%	0.0000
Volume	120,181	100,910	-19,271	-16.0%	540,333

Daily Pivots for day following 05-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9392	0.9344	0.9133
R3	0.9280	0.9232	0.9102
R2	0.9168	0.9168	0.9092
R1	0.9120	0.9120	0.9081	0.9144
PP	0.9056	0.9056	0.9056	0.9069
S1	0.9008	0.9008	0.9061	0.9032
S2	0.8944	0.8944	0.9050
S3	0.8832	0.8896	0.9040
S4	0.8720	0.8784	0.9009

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%	0.0171	1.9%	72%	False	False	115,925
10	0.9382	0.8882	0.0500	5.5%	0.0182	2.0%	38%	False	False	109,121
20	0.9382	0.8882	0.0500	5.5%	0.0150	1.6%	38%	False	False	92,898
40	0.9382	0.8481	0.0901	9.9%	0.0136	1.5%	65%	False	False	84,374
60	0.9382	0.8080	0.1302	14.4%	0.0130	1.4%	76%	False	False	58,271
80	0.9382	0.7888	0.1494	16.5%	0.0121	1.3%	79%	False	False	43,732
100	0.9382	0.7615	0.1767	19.5%	0.0111	1.2%	82%	False	False	34,993

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0044
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9581
2.618	0.9398
1.618	0.9286
1.000	0.9217
0.618	0.9174
HIGH	0.9105
0.618	0.9062
0.500	0.9049
0.382	0.9036
LOW	0.8993
0.618	0.8924
1.000	0.8881
1.618	0.8812
2.618	0.8700
4.250	0.8517

Fisher Pivots for day following 05-Nov-2009
Pivot	1 day	3 day
R1	0.9064	0.9046
PP	0.9056	0.9021
S1	0.9049	0.8997

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

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