CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	23-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	0.9812	0.9688	-0.0124	-1.3%	0.9964
High	0.9826	0.9760	-0.0066	-0.7%	0.9965
Low	0.9633	0.9642	0.0009	0.1%	0.9633
Close	0.9652	0.9677	0.0025	0.3%	0.9677
Range	0.0193	0.0118	-0.0075	-38.9%	0.0332
ATR	0.0172	0.0168	-0.0004	-2.2%	0.0000
Volume	134,357	0	-134,357	-100.0%	364,139

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0047	0.9980	0.9742
R3	0.9929	0.9862	0.9709
R2	0.9811	0.9811	0.9699
R1	0.9744	0.9744	0.9688	0.9719
PP	0.9693	0.9693	0.9693	0.9680
S1	0.9626	0.9626	0.9666	0.9601
S2	0.9575	0.9575	0.9655
S3	0.9457	0.9508	0.9645
S4	0.9339	0.9390	0.9612

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0754	1.0548	0.9860
R3	1.0422	1.0216	0.9768
R2	1.0090	1.0090	0.9738
R1	0.9884	0.9884	0.9707	0.9821
PP	0.9758	0.9758	0.9758	0.9727
S1	0.9552	0.9552	0.9647	0.9489
S2	0.9426	0.9426	0.9616
S3	0.9094	0.9220	0.9586
S4	0.8762	0.8888	0.9494

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0073	0.9633	0.0440	4.5%	0.0146	1.5%	10%	False	False	95,508
10	1.0299	0.9633	0.0666	6.9%	0.0149	1.5%	7%	False	False	98,781
20	1.0667	0.9633	0.1034	10.7%	0.0164	1.7%	4%	False	False	114,988
40	1.0687	0.9302	0.1385	14.3%	0.0177	1.8%	27%	False	False	131,957
60	1.0687	0.9302	0.1385	14.3%	0.0178	1.8%	27%	False	False	116,781
80	1.0687	0.9302	0.1385	14.3%	0.0170	1.8%	27%	False	False	87,644
100	1.0875	0.9302	0.1573	16.3%	0.0155	1.6%	24%	False	False	70,135
120	1.0875	0.9302	0.1573	16.3%	0.0141	1.5%	24%	False	False	58,459

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0262
2.618	1.0069
1.618	0.9951
1.000	0.9878
0.618	0.9833
HIGH	0.9760
0.618	0.9715
0.500	0.9701
0.382	0.9687
LOW	0.9642
0.618	0.9569
1.000	0.9524
1.618	0.9451
2.618	0.9333
4.250	0.9141

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	0.9701	0.9751
PP	0.9693	0.9726
S1	0.9685	0.9702

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

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