CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 20-Nov-2009

Day Change Summary
	Previous	Current
	19-Nov-2009	20-Nov-2009	Change	Change %	Previous Week
Open	0.9270	0.9175	-0.0095	-1.0%	0.9316
High	0.9277	0.9196	-0.0081	-0.9%	0.9382
Low	0.9111	0.9041	-0.0070	-0.8%	0.9041
Close	0.9169	0.9121	-0.0048	-0.5%	0.9121
Range	0.0166	0.0155	-0.0011	-6.6%	0.0341
ATR	0.0134	0.0136	0.0001	1.1%	0.0000
Volume	75,227	111,381	36,154	48.1%	444,053

Daily Pivots for day following 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9584	0.9508	0.9206
R3	0.9429	0.9353	0.9164
R2	0.9274	0.9274	0.9149
R1	0.9198	0.9198	0.9135	0.9159
PP	0.9119	0.9119	0.9119	0.9100
S1	0.9043	0.9043	0.9107	0.9004
S2	0.8964	0.8964	0.9093
S3	0.8809	0.8888	0.9078
S4	0.8654	0.8733	0.9036

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0204	1.0004	0.9309
R3	0.9863	0.9663	0.9215
R2	0.9522	0.9522	0.9184
R1	0.9322	0.9322	0.9152	0.9252
PP	0.9181	0.9181	0.9181	0.9146
S1	0.8981	0.8981	0.9090	0.8911
S2	0.8840	0.8840	0.9058
S3	0.8499	0.8640	0.9027
S4	0.8158	0.8299	0.8933

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9382	0.9041	0.0341	3.7%	0.0126	1.4%	23%	False	True	88,810
10	0.9382	0.9041	0.0341	3.7%	0.0115	1.3%	23%	False	True	88,965
20	0.9382	0.8882	0.0500	5.5%	0.0142	1.6%	48%	False	False	98,938
40	0.9382	0.8500	0.0882	9.7%	0.0139	1.5%	70%	False	False	89,489
60	0.9382	0.8174	0.1208	13.2%	0.0130	1.4%	78%	False	False	74,266
80	0.9382	0.8080	0.1302	14.3%	0.0124	1.4%	80%	False	False	55,836
100	0.9382	0.7615	0.1767	19.4%	0.0117	1.3%	85%	False	False	44,684

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9855
2.618	0.9602
1.618	0.9447
1.000	0.9351
0.618	0.9292
HIGH	0.9196
0.618	0.9137
0.500	0.9119
0.382	0.9100
LOW	0.9041
0.618	0.8945
1.000	0.8886
1.618	0.8790
2.618	0.8635
4.250	0.8382

Fisher Pivots for day following 20-Nov-2009
Pivot	1 day	3 day
R1	0.9120	0.9178
PP	0.9119	0.9159
S1	0.9119	0.9140

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

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