CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 18-Nov-2009

Day Change Summary
	Previous	Current
	17-Nov-2009	18-Nov-2009	Change	Change %	Previous Week
Open	0.9336	0.9279	-0.0057	-0.6%	0.9176
High	0.9356	0.9315	-0.0041	-0.4%	0.9344
Low	0.9213	0.9242	0.0029	0.3%	0.9165
Close	0.9259	0.9248	-0.0011	-0.1%	0.9294
Range	0.0143	0.0073	-0.0070	-49.0%	0.0179
ATR	0.0137	0.0132	-0.0005	-3.3%	0.0000
Volume	77,509	93,599	16,090	20.8%	445,604

Daily Pivots for day following 18-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9487	0.9441	0.9288
R3	0.9414	0.9368	0.9268
R2	0.9341	0.9341	0.9261
R1	0.9295	0.9295	0.9255	0.9282
PP	0.9268	0.9268	0.9268	0.9262
S1	0.9222	0.9222	0.9241	0.9209
S2	0.9195	0.9195	0.9235
S3	0.9122	0.9149	0.9228
S4	0.9049	0.9076	0.9208

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	0.9382	0.9183	0.0199	2.2%	0.0115	1.2%	33%	False	False	92,175
10	0.9382	0.8993	0.0389	4.2%	0.0105	1.1%	66%	False	False	88,359
20	0.9382	0.8882	0.0500	5.4%	0.0143	1.6%	73%	False	False	98,335
40	0.9382	0.8500	0.0882	9.5%	0.0138	1.5%	85%	False	False	88,690
60	0.9382	0.8174	0.1208	13.1%	0.0129	1.4%	89%	False	False	71,261
80	0.9382	0.8080	0.1302	14.1%	0.0123	1.3%	90%	False	False	53,507
100	0.9382	0.7615	0.1767	19.1%	0.0114	1.2%	92%	False	False	42,818

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0025
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9625
2.618	0.9506
1.618	0.9433
1.000	0.9388
0.618	0.9360
HIGH	0.9315
0.618	0.9287
0.500	0.9279
0.382	0.9270
LOW	0.9242
0.618	0.9197
1.000	0.9169
1.618	0.9124
2.618	0.9051
4.250	0.8932

Fisher Pivots for day following 18-Nov-2009
Pivot	1 day	3 day
R1	0.9279	0.9298
PP	0.9268	0.9281
S1	0.9258	0.9265

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

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