CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 30-Nov-2009

Day Change Summary
	Previous	Current
	27-Nov-2009	30-Nov-2009	Change	Change %	Previous Week
Open	0.9204	0.9101	-0.0103	-1.1%	0.9104
High	0.9307	0.9183	-0.0124	-1.3%	0.9309
Low	0.8933	0.9083	0.0150	1.7%	0.8933
Close	0.9052	0.9130	0.0078	0.9%	0.9052
Range	0.0374	0.0100	-0.0274	-73.3%	0.0376
ATR	0.0153	0.0151	-0.0002	-1.0%	0.0000
Volume	83,853	174,371	90,518	107.9%	338,321

Daily Pivots for day following 30-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9432	0.9381	0.9185
R3	0.9332	0.9281	0.9158
R2	0.9232	0.9232	0.9148
R1	0.9181	0.9181	0.9139	0.9207
PP	0.9132	0.9132	0.9132	0.9145
S1	0.9081	0.9081	0.9121	0.9107
S2	0.9032	0.9032	0.9112
S3	0.8932	0.8981	0.9103
S4	0.8832	0.8881	0.9075

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0226	1.0015	0.9259
R3	0.9850	0.9639	0.9155
R2	0.9474	0.9474	0.9121
R1	0.9263	0.9263	0.9086	0.9181
PP	0.9098	0.9098	0.9098	0.9057
S1	0.8887	0.8887	0.9018	0.8805
S2	0.8722	0.8722	0.8983
S3	0.8346	0.8511	0.8949
S4	0.7970	0.8135	0.8845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9309	0.8933	0.0376	4.1%	0.0177	1.9%	52%	False	False	102,538
10	0.9382	0.8933	0.0449	4.9%	0.0151	1.7%	44%	False	False	95,674
20	0.9382	0.8882	0.0500	5.5%	0.0140	1.5%	50%	False	False	97,556
40	0.9382	0.8597	0.0785	8.6%	0.0143	1.6%	68%	False	False	91,667
60	0.9382	0.8444	0.0938	10.3%	0.0133	1.5%	73%	False	False	82,378
80	0.9382	0.8080	0.1302	14.3%	0.0130	1.4%	81%	False	False	62,239
100	0.9382	0.7615	0.1767	19.4%	0.0122	1.3%	86%	False	False	49,810

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9608
2.618	0.9445
1.618	0.9345
1.000	0.9283
0.618	0.9245
HIGH	0.9183
0.618	0.9145
0.500	0.9133
0.382	0.9121
LOW	0.9083
0.618	0.9021
1.000	0.8983
1.618	0.8921
2.618	0.8821
4.250	0.8658

Fisher Pivots for day following 30-Nov-2009
Pivot	1 day	3 day
R1	0.9133	0.9127
PP	0.9132	0.9124
S1	0.9131	0.9121

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

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