CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 19-Nov-2010

Day Change Summary
	Previous	Current
	18-Nov-2010	19-Nov-2010	Change	Change %	Previous Week
Open	0.9778	0.9871	0.0093	1.0%	0.9840
High	0.9878	0.9885	0.0007	0.1%	0.9886
Low	0.9769	0.9785	0.0016	0.2%	0.9691
Close	0.9866	0.9830	-0.0036	-0.4%	0.9830
Range	0.0109	0.0100	-0.0009	-8.3%	0.0195
ATR	0.0139	0.0136	-0.0003	-2.0%	0.0000
Volume	73,930	83,514	9,584	13.0%	479,061

Daily Pivots for day following 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0133	1.0082	0.9885
R3	1.0033	0.9982	0.9858
R2	0.9933	0.9933	0.9848
R1	0.9882	0.9882	0.9839	0.9858
PP	0.9833	0.9833	0.9833	0.9821
S1	0.9782	0.9782	0.9821	0.9758
S2	0.9733	0.9733	0.9812
S3	0.9633	0.9682	0.9803
S4	0.9533	0.9582	0.9775

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0387	1.0304	0.9937
R3	1.0192	1.0109	0.9884
R2	0.9997	0.9997	0.9866
R1	0.9914	0.9914	0.9848	0.9858
PP	0.9802	0.9802	0.9802	0.9775
S1	0.9719	0.9719	0.9812	0.9663
S2	0.9607	0.9607	0.9794
S3	0.9412	0.9524	0.9776
S4	0.9217	0.9329	0.9723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9886	0.9691	0.0195	2.0%	0.0119	1.2%	71%	False	False	95,812
10	1.0133	0.9691	0.0442	4.5%	0.0130	1.3%	31%	False	False	101,551
20	1.0137	0.9595	0.0542	5.5%	0.0139	1.4%	43%	False	False	96,113
40	1.0137	0.9464	0.0673	6.8%	0.0135	1.4%	54%	False	False	94,318
60	1.0137	0.8752	0.1385	14.1%	0.0125	1.3%	78%	False	False	78,264
80	1.0137	0.8655	0.1482	15.1%	0.0118	1.2%	79%	False	False	58,801
100	1.0137	0.8180	0.1957	19.9%	0.0117	1.2%	84%	False	False	47,076
120	1.0137	0.7968	0.2169	22.1%	0.0109	1.1%	86%	False	False	39,238

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0038
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0310
2.618	1.0147
1.618	1.0047
1.000	0.9985
0.618	0.9947
HIGH	0.9885
0.618	0.9847
0.500	0.9835
0.382	0.9823
LOW	0.9785
0.618	0.9723
1.000	0.9685
1.618	0.9623
2.618	0.9523
4.250	0.9360

Fisher Pivots for day following 19-Nov-2010
Pivot	1 day	3 day
R1	0.9835	0.9817
PP	0.9833	0.9803
S1	0.9832	0.9790

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

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