CME Australian Dollar Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Oct-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Oct-2009 | 30-Oct-2009 | Change | Change % | Previous Week |  
                        | Open | 0.8867 | 0.9015 | 0.0148 | 1.7% | 0.9060 |  
                        | High | 0.9061 | 0.9015 | -0.0046 | -0.5% | 0.9140 |  
                        | Low | 0.8833 | 0.8855 | 0.0022 | 0.2% | 0.8833 |  
                        | Close | 0.9046 | 0.8880 | -0.0166 | -1.8% | 0.8880 |  
                        | Range | 0.0228 | 0.0160 | -0.0068 | -29.8% | 0.0307 |  
                        | ATR | 0.0119 | 0.0124 | 0.0005 | 4.3% | 0.0000 |  
                        | Volume | 519 | 87 | -432 | -83.2% | 876 |  | 
    
| 
        
            | Daily Pivots for day following 30-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9397 | 0.9298 | 0.8968 |  |  
                | R3 | 0.9237 | 0.9138 | 0.8924 |  |  
                | R2 | 0.9077 | 0.9077 | 0.8909 |  |  
                | R1 | 0.8978 | 0.8978 | 0.8895 | 0.8948 |  
                | PP | 0.8917 | 0.8917 | 0.8917 | 0.8901 |  
                | S1 | 0.8818 | 0.8818 | 0.8865 | 0.8788 |  
                | S2 | 0.8757 | 0.8757 | 0.8851 |  |  
                | S3 | 0.8597 | 0.8658 | 0.8836 |  |  
                | S4 | 0.8437 | 0.8498 | 0.8792 |  |  | 
        
            | Weekly Pivots for week ending 30-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9872 | 0.9683 | 0.9049 |  |  
                | R3 | 0.9565 | 0.9376 | 0.8964 |  |  
                | R2 | 0.9258 | 0.9258 | 0.8936 |  |  
                | R1 | 0.9069 | 0.9069 | 0.8908 | 0.9010 |  
                | PP | 0.8951 | 0.8951 | 0.8951 | 0.8922 |  
                | S1 | 0.8762 | 0.8762 | 0.8852 | 0.8703 |  
                | S2 | 0.8644 | 0.8644 | 0.8824 |  |  
                | S3 | 0.8337 | 0.8455 | 0.8796 |  |  
                | S4 | 0.8030 | 0.8148 | 0.8711 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 0.9695 |  
            | 2.618 | 0.9434 |  
            | 1.618 | 0.9274 |  
            | 1.000 | 0.9175 |  
            | 0.618 | 0.9114 |  
            | HIGH | 0.9015 |  
            | 0.618 | 0.8954 |  
            | 0.500 | 0.8935 |  
            | 0.382 | 0.8916 |  
            | LOW | 0.8855 |  
            | 0.618 | 0.8756 |  
            | 1.000 | 0.8695 |  
            | 1.618 | 0.8596 |  
            | 2.618 | 0.8436 |  
            | 4.250 | 0.8175 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Oct-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 0.8935 | 0.8950 |  
                                | PP | 0.8917 | 0.8926 |  
                                | S1 | 0.8898 | 0.8903 |  |