CME Australian Dollar Future March 2010

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Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary Previous Current 20-Nov-2009 23-Nov-2009 Change Change % Previous Week Open 0.9079 0.9038 -0.0041 -0.5% 0.9216 High 0.9107 0.9169 0.0062 0.7% 0.9288 Low 0.8975 0.9037 0.0062 0.7% 0.8975 Close 0.9035 0.9145 0.0110 1.2% 0.9035 Range 0.0132 0.0132 0.0000 0.0% 0.0313 ATR 0.0118 0.0119 0.0001 1.0% 0.0000 Volume 251 701 450 179.3% 2,345
Daily Pivots for day following 23-Nov-2009 Classic Woodie Camarilla DeMark R4 0.9513 0.9461 0.9218 R3 0.9381 0.9329 0.9181 R2 0.9249 0.9249 0.9169 R1 0.9197 0.9197 0.9157 0.9223 PP 0.9117 0.9117 0.9117 0.9130 S1 0.9065 0.9065 0.9133 0.9091 S2 0.8985 0.8985 0.9121 S3 0.8853 0.8933 0.9109 S4 0.8721 0.8801 0.9072	Weekly Pivots for week ending 20-Nov-2009 Classic Woodie Camarilla DeMark R4 1.0038 0.9850 0.9207 R3 0.9725 0.9537 0.9121 R2 0.9412 0.9412 0.9092 R1 0.9224 0.9224 0.9064 0.9162 PP 0.9099 0.9099 0.9099 0.9068 S1 0.8911 0.8911 0.9006 0.8849 S2 0.8786 0.8786 0.8978 S3 0.8473 0.8598 0.8949 S4 0.8160 0.8285 0.8863
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9235 0.8975 0.0260 2.8% 0.0116 1.3% 65% False False 548 10 0.9288 0.8975 0.0313 3.4% 0.0101 1.1% 54% False False 949 20 0.9288 0.8800 0.0488 5.3% 0.0124 1.4% 71% False False 546 40 0.9288 0.8448 0.0840 9.2% 0.0110 1.2% 83% False False 327
Crabel Price Patterns NR False NR4 False 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 0.0012	Fibonacci Retracements and Extensions 4.250 0.9730 2.618 0.9515 1.618 0.9383 1.000 0.9301 0.618 0.9251 HIGH 0.9169 0.618 0.9119 0.500 0.9103 0.382 0.9087 LOW 0.9037 0.618 0.8955 1.000 0.8905 1.618 0.8823 2.618 0.8691 4.250 0.8476
Fisher Pivots for day following 23-Nov-2009 Pivot 1 day 3 day R1 0.9131 0.9123 PP 0.9117 0.9101 S1 0.9103 0.9080

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