CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 09-Nov-2009

Day Change Summary
	Previous	Current
	06-Nov-2009	09-Nov-2009	Change	Change %	Previous Week
Open	0.9065	0.9176	0.0111	1.2%	0.8913
High	0.9168	0.9279	0.0111	1.2%	0.9168
Low	0.9062	0.9165	0.0103	1.1%	0.8882
Close	0.9129	0.9271	0.0142	1.6%	0.9129
Range	0.0106	0.0114	0.0008	7.5%	0.0286
ATR	0.0150	0.0150	0.0000	0.0%	0.0000
Volume	79,637	108,631	28,994	36.4%	548,787

Daily Pivots for day following 09-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9580	0.9540	0.9334
R3	0.9466	0.9426	0.9302
R2	0.9352	0.9352	0.9292
R1	0.9312	0.9312	0.9281	0.9332
PP	0.9238	0.9238	0.9238	0.9249
S1	0.9198	0.9198	0.9261	0.9218
S2	0.9124	0.9124	0.9250
S3	0.9010	0.9084	0.9240
S4	0.8896	0.8970	0.9208

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9918	0.9809	0.9286
R3	0.9632	0.9523	0.9208
R2	0.9346	0.9346	0.9181
R1	0.9237	0.9237	0.9155	0.9292
PP	0.9060	0.9060	0.9060	0.9087
S1	0.8951	0.8951	0.9103	0.9006
S2	0.8774	0.8774	0.9077
S3	0.8488	0.8665	0.9050
S4	0.8202	0.8379	0.8972

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9279	0.8882	0.0397	4.3%	0.0140	1.5%	98%	True	False	105,514
10	0.9279	0.8882	0.0397	4.3%	0.0166	1.8%	98%	True	False	111,235
20	0.9382	0.8882	0.0500	5.4%	0.0152	1.6%	78%	False	False	94,771
40	0.9382	0.8500	0.0882	9.5%	0.0137	1.5%	87%	False	False	85,465
60	0.9382	0.8102	0.1280	13.8%	0.0128	1.4%	91%	False	False	61,402
80	0.9382	0.8010	0.1372	14.8%	0.0121	1.3%	92%	False	False	46,084
100	0.9382	0.7615	0.1767	19.1%	0.0112	1.2%	94%	False	False	36,875

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	0.0032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9764
2.618	0.9577
1.618	0.9463
1.000	0.9393
0.618	0.9349
HIGH	0.9279
0.618	0.9235
0.500	0.9222
0.382	0.9209
LOW	0.9165
0.618	0.9095
1.000	0.9051
1.618	0.8981
2.618	0.8867
4.250	0.8681

Fisher Pivots for day following 09-Nov-2009
Pivot	1 day	3 day
R1	0.9255	0.9226
PP	0.9238	0.9181
S1	0.9222	0.9136

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

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