CME Australian Dollar Future March 2012

Trading Metrics calculated at close of trading on 21-Nov-2011

Day Change Summary
	Previous	Current
	18-Nov-2011	21-Nov-2011	Change	Change %	Previous Week
Open	0.9863	0.9835	-0.0028	-0.3%	1.0165
High	0.9950	0.9856	-0.0094	-0.9%	1.0193
Low	0.9859	0.9685	-0.0174	-1.8%	0.9850
Close	0.9875	0.9706	-0.0169	-1.7%	0.9875
Range	0.0091	0.0171	0.0080	87.9%	0.0343
ATR	0.0142	0.0146	0.0003	2.4%	0.0000
Volume	287	78	-209	-72.8%	1,150

Daily Pivots for day following 21-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0262	1.0155	0.9800
R3	1.0091	0.9984	0.9753
R2	0.9920	0.9920	0.9737
R1	0.9813	0.9813	0.9722	0.9781
PP	0.9749	0.9749	0.9749	0.9733
S1	0.9642	0.9642	0.9690	0.9610
S2	0.9578	0.9578	0.9675
S3	0.9407	0.9471	0.9659
S4	0.9236	0.9300	0.9612

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	1.0072	0.9685	0.0387	4.0%	0.0111	1.1%	5%	False	True	214
10	1.0250	0.9685	0.0565	5.8%	0.0126	1.3%	4%	False	True	158
20	1.0569	0.9685	0.0884	9.1%	0.0135	1.4%	2%	False	True	157
40	1.0569	0.9233	0.1336	13.8%	0.0130	1.3%	35%	False	False	110
60	1.0569	0.9233	0.1336	13.8%	0.0103	1.1%	35%	False	False	78
80	1.0648	0.9233	0.1415	14.6%	0.0077	0.8%	33%	False	False	59
100	1.0696	0.9233	0.1463	15.1%	0.0062	0.6%	32%	False	False	48
120	1.0696	0.9233	0.1463	15.1%	0.0051	0.5%	32%	False	False	40

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0583
2.618	1.0304
1.618	1.0133
1.000	1.0027
0.618	0.9962
HIGH	0.9856
0.618	0.9791
0.500	0.9771
0.382	0.9750
LOW	0.9685
0.618	0.9579
1.000	0.9514
1.618	0.9408
2.618	0.9237
4.250	0.8958

Fisher Pivots for day following 21-Nov-2011
Pivot	1 day	3 day
R1	0.9771	0.9833
PP	0.9749	0.9790
S1	0.9728	0.9748

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

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