CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	0.9104	0.9224	0.0120	1.3%	0.9316
High	0.9263	0.9239	-0.0024	-0.3%	0.9382
Low	0.9101	0.9114	0.0013	0.1%	0.9041
Close	0.9231	0.9185	-0.0046	-0.5%	0.9121
Range	0.0162	0.0125	-0.0037	-22.8%	0.0341
ATR	0.0138	0.0137	-0.0001	-0.7%	0.0000
Volume	93,633	73,699	-19,934	-21.3%	444,053

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9554	0.9495	0.9254
R3	0.9429	0.9370	0.9219
R2	0.9304	0.9304	0.9208
R1	0.9245	0.9245	0.9196	0.9212
PP	0.9179	0.9179	0.9179	0.9163
S1	0.9120	0.9120	0.9174	0.9087
S2	0.9054	0.9054	0.9162
S3	0.8929	0.8995	0.9151
S4	0.8804	0.8870	0.9116

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	0.9315	0.9041	0.0274	3.0%	0.0136	1.5%	53%	False	False	89,507
10	0.9382	0.9041	0.0341	3.7%	0.0126	1.4%	42%	False	False	88,543
20	0.9382	0.8882	0.0500	5.4%	0.0144	1.6%	61%	False	False	98,216
40	0.9382	0.8500	0.0882	9.6%	0.0140	1.5%	78%	False	False	89,693
60	0.9382	0.8174	0.1208	13.2%	0.0130	1.4%	84%	False	False	76,785
80	0.9382	0.8080	0.1302	14.2%	0.0126	1.4%	85%	False	False	57,926
100	0.9382	0.7615	0.1767	19.2%	0.0119	1.3%	89%	False	False	46,357

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9770
2.618	0.9566
1.618	0.9441
1.000	0.9364
0.618	0.9316
HIGH	0.9239
0.618	0.9191
0.500	0.9177
0.382	0.9162
LOW	0.9114
0.618	0.9037
1.000	0.8989
1.618	0.8912
2.618	0.8787
4.250	0.8583

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	0.9182	0.9174
PP	0.9179	0.9163
S1	0.9177	0.9152

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

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