CME Australian Dollar Future March 2012

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	0.9835	0.9733	-0.0102	-1.0%	1.0165
High	0.9856	0.9765	-0.0091	-0.9%	1.0193
Low	0.9685	0.9698	0.0013	0.1%	0.9850
Close	0.9706	0.9715	0.0009	0.1%	0.9875
Range	0.0171	0.0067	-0.0104	-60.8%	0.0343
ATR	0.0146	0.0140	-0.0006	-3.9%	0.0000
Volume	78	240	162	207.7%	1,150

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9927	0.9888	0.9752
R3	0.9860	0.9821	0.9733
R2	0.9793	0.9793	0.9727
R1	0.9754	0.9754	0.9721	0.9740
PP	0.9726	0.9726	0.9726	0.9719
S1	0.9687	0.9687	0.9709	0.9673
S2	0.9659	0.9659	0.9703
S3	0.9592	0.9620	0.9697
S4	0.9525	0.9553	0.9678

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	1.0022	0.9685	0.0337	3.5%	0.0109	1.1%	9%	False	False	241
10	1.0211	0.9685	0.0526	5.4%	0.0124	1.3%	6%	False	False	169
20	1.0569	0.9685	0.0884	9.1%	0.0134	1.4%	3%	False	False	164
40	1.0569	0.9233	0.1336	13.8%	0.0130	1.3%	36%	False	False	113
60	1.0569	0.9233	0.1336	13.8%	0.0104	1.1%	36%	False	False	82
80	1.0569	0.9233	0.1336	13.8%	0.0078	0.8%	36%	False	False	62
100	1.0696	0.9233	0.1463	15.1%	0.0062	0.6%	33%	False	False	50
120	1.0696	0.9233	0.1463	15.1%	0.0052	0.5%	33%	False	False	42

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0050
2.618	0.9940
1.618	0.9873
1.000	0.9832
0.618	0.9806
HIGH	0.9765
0.618	0.9739
0.500	0.9732
0.382	0.9724
LOW	0.9698
0.618	0.9657
1.000	0.9631
1.618	0.9590
2.618	0.9523
4.250	0.9413

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	0.9732	0.9818
PP	0.9726	0.9783
S1	0.9721	0.9749

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

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