CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 25-Nov-2009

Day Change Summary
	Previous	Current
	24-Nov-2009	25-Nov-2009	Change	Change %	Previous Week
Open	0.9224	0.9188	-0.0036	-0.4%	0.9316
High	0.9239	0.9309	0.0070	0.8%	0.9382
Low	0.9114	0.9186	0.0072	0.8%	0.9041
Close	0.9185	0.9301	0.0116	1.3%	0.9121
Range	0.0125	0.0123	-0.0002	-1.6%	0.0341
ATR	0.0137	0.0136	-0.0001	-0.7%	0.0000
Volume	73,699	87,136	13,437	18.2%	444,053

Daily Pivots for day following 25-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9634	0.9591	0.9369
R3	0.9511	0.9468	0.9335
R2	0.9388	0.9388	0.9324
R1	0.9345	0.9345	0.9312	0.9367
PP	0.9265	0.9265	0.9265	0.9276
S1	0.9222	0.9222	0.9290	0.9244
S2	0.9142	0.9142	0.9278
S3	0.9019	0.9099	0.9267
S4	0.8896	0.8976	0.9233

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	0.9309	0.9041	0.0268	2.9%	0.0146	1.6%	97%	True	False	88,215
10	0.9382	0.9041	0.0341	3.7%	0.0131	1.4%	76%	False	False	90,195
20	0.9382	0.8882	0.0500	5.4%	0.0138	1.5%	84%	False	False	97,123
40	0.9382	0.8500	0.0882	9.5%	0.0140	1.5%	91%	False	False	90,115
60	0.9382	0.8256	0.1126	12.1%	0.0130	1.4%	93%	False	False	78,144
80	0.9382	0.8080	0.1302	14.0%	0.0126	1.4%	94%	False	False	59,014
100	0.9382	0.7615	0.1767	19.0%	0.0119	1.3%	95%	False	False	47,228

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9832
2.618	0.9631
1.618	0.9508
1.000	0.9432
0.618	0.9385
HIGH	0.9309
0.618	0.9262
0.500	0.9248
0.382	0.9233
LOW	0.9186
0.618	0.9110
1.000	0.9063
1.618	0.8987
2.618	0.8864
4.250	0.8663

Fisher Pivots for day following 25-Nov-2009
Pivot	1 day	3 day
R1	0.9283	0.9269
PP	0.9265	0.9237
S1	0.9248	0.9205

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

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