CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 01-Nov-2010

Day Change Summary
	Previous	Current
	29-Oct-2010	01-Nov-2010	Change	Change %	Previous Week
Open	0.9732	0.9801	0.0069	0.7%	0.9793
High	0.9790	0.9866	0.0076	0.8%	0.9916
Low	0.9628	0.9742	0.0114	1.2%	0.9595
Close	0.9742	0.9803	0.0061	0.6%	0.9742
Range	0.0162	0.0124	-0.0038	-23.5%	0.0321
ATR	0.0141	0.0140	-0.0001	-0.9%	0.0000
Volume	85,999	72,419	-13,580	-15.8%	462,246

Daily Pivots for day following 01-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0176	1.0113	0.9871
R3	1.0052	0.9989	0.9837
R2	0.9928	0.9928	0.9826
R1	0.9865	0.9865	0.9814	0.9897
PP	0.9804	0.9804	0.9804	0.9819
S1	0.9741	0.9741	0.9792	0.9773
S2	0.9680	0.9680	0.9780
S3	0.9556	0.9617	0.9769
S4	0.9432	0.9493	0.9735

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0714	1.0549	0.9919
R3	1.0393	1.0228	0.9830
R2	1.0072	1.0072	0.9801
R1	0.9907	0.9907	0.9771	0.9829
PP	0.9751	0.9751	0.9751	0.9712
S1	0.9586	0.9586	0.9713	0.9508
S2	0.9430	0.9430	0.9683
S3	0.9109	0.9265	0.9654
S4	0.8788	0.8944	0.9565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9869	0.9595	0.0274	2.8%	0.0142	1.5%	76%	False	False	90,651
10	0.9916	0.9595	0.0321	3.3%	0.0164	1.7%	65%	False	False	100,793
20	0.9936	0.9464	0.0472	4.8%	0.0146	1.5%	72%	False	False	95,418
40	0.9936	0.8988	0.0948	9.7%	0.0124	1.3%	86%	False	False	82,224
60	0.9936	0.8655	0.1281	13.1%	0.0119	1.2%	90%	False	False	55,246
80	0.9936	0.8489	0.1447	14.8%	0.0113	1.1%	91%	False	False	41,492
100	0.9936	0.8162	0.1774	18.1%	0.0111	1.1%	93%	False	False	33,209
120	0.9936	0.7950	0.1986	20.3%	0.0096	1.0%	93%	False	False	27,682

Crabel Price Patterns
NR	True
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	0.0034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0393
2.618	1.0191
1.618	1.0067
1.000	0.9990
0.618	0.9943
HIGH	0.9866
0.618	0.9819
0.500	0.9804
0.382	0.9789
LOW	0.9742
0.618	0.9665
1.000	0.9618
1.618	0.9541
2.618	0.9417
4.250	0.9215

Fisher Pivots for day following 01-Nov-2010
Pivot	1 day	3 day
R1	0.9804	0.9784
PP	0.9804	0.9766
S1	0.9803	0.9747

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

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