CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 13-Nov-2009

Day Change Summary
	Previous	Current
	12-Nov-2009	13-Nov-2009	Change	Change %	Previous Week
Open	0.9275	0.9210	-0.0065	-0.7%	0.9176
High	0.9344	0.9319	-0.0025	-0.3%	0.9344
Low	0.9183	0.9210	0.0027	0.3%	0.9165
Close	0.9198	0.9294	0.0096	1.0%	0.9294
Range	0.0161	0.0109	-0.0052	-32.3%	0.0179
ATR	0.0141	0.0139	-0.0001	-1.0%	0.0000
Volume	86,683	116,750	30,067	34.7%	445,604

Daily Pivots for day following 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9601	0.9557	0.9354
R3	0.9492	0.9448	0.9324
R2	0.9383	0.9383	0.9314
R1	0.9339	0.9339	0.9304	0.9361
PP	0.9274	0.9274	0.9274	0.9286
S1	0.9230	0.9230	0.9284	0.9252
S2	0.9165	0.9165	0.9274
S3	0.9056	0.9121	0.9264
S4	0.8947	0.9012	0.9234

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9805	0.9728	0.9392
R3	0.9626	0.9549	0.9343
R2	0.9447	0.9447	0.9327
R1	0.9370	0.9370	0.9310	0.9409
PP	0.9268	0.9268	0.9268	0.9287
S1	0.9191	0.9191	0.9278	0.9230
S2	0.9089	0.9089	0.9261
S3	0.8910	0.9012	0.9245
S4	0.8731	0.8833	0.9196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9344	0.9165	0.0179	1.9%	0.0105	1.1%	72%	False	False	89,120
10	0.9344	0.8882	0.0462	5.0%	0.0128	1.4%	89%	False	False	99,439
20	0.9382	0.8882	0.0500	5.4%	0.0151	1.6%	82%	False	False	97,528
40	0.9382	0.8500	0.0882	9.5%	0.0138	1.5%	90%	False	False	86,829
60	0.9382	0.8174	0.1208	13.0%	0.0128	1.4%	93%	False	False	66,999
80	0.9382	0.8046	0.1336	14.4%	0.0122	1.3%	93%	False	False	50,291
100	0.9382	0.7615	0.1767	19.0%	0.0113	1.2%	95%	False	False	40,244

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9782
2.618	0.9604
1.618	0.9495
1.000	0.9428
0.618	0.9386
HIGH	0.9319
0.618	0.9277
0.500	0.9265
0.382	0.9252
LOW	0.9210
0.618	0.9143
1.000	0.9101
1.618	0.9034
2.618	0.8925
4.250	0.8747

Fisher Pivots for day following 13-Nov-2009
Pivot	1 day	3 day
R1	0.9284	0.9284
PP	0.9274	0.9274
S1	0.9265	0.9264

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

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