CME Australian Dollar Future December 2009

Trading Metrics calculated at close of trading on 09-Dec-2009

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	0.9138	0.9038	-0.0100	-1.1%	0.9101
High	0.9160	0.9110	-0.0050	-0.5%	0.9315
Low	0.9014	0.9009	-0.0005	-0.1%	0.9083
Close	0.9018	0.9060	0.0042	0.5%	0.9103
Range	0.0146	0.0101	-0.0045	-30.8%	0.0232
ATR	0.0146	0.0143	-0.0003	-2.2%	0.0000
Volume	103,313	131,692	28,379	27.5%	567,076

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9363	0.9312	0.9116
R3	0.9262	0.9211	0.9088
R2	0.9161	0.9161	0.9079
R1	0.9110	0.9110	0.9069	0.9136
PP	0.9060	0.9060	0.9060	0.9072
S1	0.9009	0.9009	0.9051	0.9035
S2	0.8959	0.8959	0.9041
S3	0.8858	0.8908	0.9032
S4	0.8757	0.8807	0.9004

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9863	0.9715	0.9231
R3	0.9631	0.9483	0.9167
R2	0.9399	0.9399	0.9146
R1	0.9251	0.9251	0.9124	0.9325
PP	0.9167	0.9167	0.9167	0.9204
S1	0.9019	0.9019	0.9082	0.9093
S2	0.8935	0.8935	0.9060
S3	0.8703	0.8787	0.9039
S4	0.8471	0.8555	0.8975

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9315	0.9009	0.0306	3.4%	0.0136	1.5%	17%	False	True	112,789
10	0.9315	0.8933	0.0382	4.2%	0.0151	1.7%	33%	False	False	112,111
20	0.9382	0.8933	0.0449	5.0%	0.0138	1.5%	28%	False	False	100,327
40	0.9382	0.8882	0.0500	5.5%	0.0144	1.6%	36%	False	False	98,198
60	0.9382	0.8500	0.0882	9.7%	0.0137	1.5%	63%	False	False	90,370
80	0.9382	0.8102	0.1280	14.1%	0.0131	1.4%	75%	False	False	71,916
100	0.9382	0.8020	0.1362	15.0%	0.0124	1.4%	76%	False	False	57,561
120	0.9382	0.7615	0.1767	19.5%	0.0116	1.3%	82%	False	False	47,974

Crabel Price Patterns
NR	True
NR4	True
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	0.0037
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9539
2.618	0.9374
1.618	0.9273
1.000	0.9211
0.618	0.9172
HIGH	0.9110
0.618	0.9071
0.500	0.9060
0.382	0.9048
LOW	0.9009
0.618	0.8947
1.000	0.8908
1.618	0.8846
2.618	0.8745
4.250	0.8580

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	0.9060	0.9096
PP	0.9060	0.9084
S1	0.9060	0.9072

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

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