CME Australian Dollar Future March 2012

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	0.9724	0.9581	-0.0143	-1.5%	0.9835
High	0.9724	0.9664	-0.0060	-0.6%	0.9856
Low	0.9560	0.9548	-0.0012	-0.1%	0.9548
Close	0.9561	0.9585	0.0024	0.3%	0.9585
Range	0.0164	0.0116	-0.0048	-29.3%	0.0308
ATR	0.0142	0.0140	-0.0002	-1.3%	0.0000
Volume	408	408	0	0.0%	1,134

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9947	0.9882	0.9649
R3	0.9831	0.9766	0.9617
R2	0.9715	0.9715	0.9606
R1	0.9650	0.9650	0.9596	0.9683
PP	0.9599	0.9599	0.9599	0.9615
S1	0.9534	0.9534	0.9574	0.9567
S2	0.9483	0.9483	0.9564
S3	0.9367	0.9418	0.9553
S4	0.9251	0.9302	0.9521

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0587	1.0394	0.9754
R3	1.0279	1.0086	0.9670
R2	0.9971	0.9971	0.9641
R1	0.9778	0.9778	0.9613	0.9721
PP	0.9663	0.9663	0.9663	0.9634
S1	0.9470	0.9470	0.9557	0.9413
S2	0.9355	0.9355	0.9529
S3	0.9047	0.9162	0.9500
S4	0.8739	0.8854	0.9416

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9950	0.9548	0.0402	4.2%	0.0122	1.3%	9%	False	True	284
10	1.0193	0.9548	0.0645	6.7%	0.0125	1.3%	6%	False	True	236
20	1.0556	0.9548	0.1008	10.5%	0.0129	1.4%	4%	False	True	194
40	1.0569	0.9233	0.1336	13.9%	0.0132	1.4%	26%	False	False	132
60	1.0569	0.9233	0.1336	13.9%	0.0108	1.1%	26%	False	False	95
80	1.0569	0.9233	0.1336	13.9%	0.0081	0.8%	26%	False	False	73
100	1.0696	0.9233	0.1463	15.3%	0.0065	0.7%	24%	False	False	58
120	1.0696	0.9233	0.1463	15.3%	0.0054	0.6%	24%	False	False	49

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0157
2.618	0.9968
1.618	0.9852
1.000	0.9780
0.618	0.9736
HIGH	0.9664
0.618	0.9620
0.500	0.9606
0.382	0.9592
LOW	0.9548
0.618	0.9476
1.000	0.9432
1.618	0.9360
2.618	0.9244
4.250	0.9055

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	0.9606	0.9657
PP	0.9599	0.9633
S1	0.9592	0.9609

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

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