CME Australian Dollar Future March 2012

Trading Metrics calculated at close of trading on 18-Nov-2011

Day Change Summary
	Previous	Current
	17-Nov-2011	18-Nov-2011	Change	Change %	Previous Week
Open	0.9936	0.9863	-0.0073	-0.7%	1.0165
High	0.9980	0.9950	-0.0030	-0.3%	1.0193
Low	0.9850	0.9859	0.0009	0.1%	0.9850
Close	0.9853	0.9875	0.0022	0.2%	0.9875
Range	0.0130	0.0091	-0.0039	-30.0%	0.0343
ATR	0.0146	0.0142	-0.0003	-2.4%	0.0000
Volume	451	287	-164	-36.4%	1,150

Daily Pivots for day following 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0168	1.0112	0.9925
R3	1.0077	1.0021	0.9900
R2	0.9986	0.9986	0.9892
R1	0.9930	0.9930	0.9883	0.9958
PP	0.9895	0.9895	0.9895	0.9909
S1	0.9839	0.9839	0.9867	0.9867
S2	0.9804	0.9804	0.9858
S3	0.9713	0.9748	0.9850
S4	0.9622	0.9657	0.9825

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1002	1.0781	1.0064
R3	1.0659	1.0438	0.9969
R2	1.0316	1.0316	0.9938
R1	1.0095	1.0095	0.9906	1.0034
PP	0.9973	0.9973	0.9973	0.9942
S1	0.9752	0.9752	0.9844	0.9691
S2	0.9630	0.9630	0.9812
S3	0.9287	0.9409	0.9781
S4	0.8944	0.9066	0.9686

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0193	0.9850	0.0343	3.5%	0.0110	1.1%	7%	False	False	230
10	1.0250	0.9850	0.0400	4.1%	0.0119	1.2%	6%	False	False	151
20	1.0569	0.9850	0.0719	7.3%	0.0135	1.4%	3%	False	False	155
40	1.0569	0.9233	0.1336	13.5%	0.0131	1.3%	48%	False	False	109
60	1.0569	0.9233	0.1336	13.5%	0.0100	1.0%	48%	False	False	76
80	1.0692	0.9233	0.1459	14.8%	0.0075	0.8%	44%	False	False	59
100	1.0696	0.9233	0.1463	14.8%	0.0060	0.6%	44%	False	False	47
120	1.0696	0.9233	0.1463	14.8%	0.0050	0.5%	44%	False	False	39

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0337
2.618	1.0188
1.618	1.0097
1.000	1.0041
0.618	1.0006
HIGH	0.9950
0.618	0.9915
0.500	0.9905
0.382	0.9894
LOW	0.9859
0.618	0.9803
1.000	0.9768
1.618	0.9712
2.618	0.9621
4.250	0.9472

Fisher Pivots for day following 18-Nov-2011
Pivot	1 day	3 day
R1	0.9905	0.9936
PP	0.9895	0.9916
S1	0.9885	0.9895

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

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