CME Australian Dollar Future March 2012

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	1.0059	1.0087	0.0028	0.3%	1.0130
High	1.0115	1.0100	-0.0015	-0.1%	1.0268
Low	0.9945	0.9944	-0.0001	0.0%	0.9945
Close	1.0107	0.9957	-0.0150	-1.5%	1.0107
Range	0.0170	0.0156	-0.0014	-8.2%	0.0323
ATR	0.0155	0.0156	0.0001	0.4%	0.0000
Volume	10,960	17,729	6,769	61.8%	39,751

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0468	1.0369	1.0043
R3	1.0312	1.0213	1.0000
R2	1.0156	1.0156	0.9986
R1	1.0057	1.0057	0.9971	1.0029
PP	1.0000	1.0000	1.0000	0.9986
S1	0.9901	0.9901	0.9943	0.9873
S2	0.9844	0.9844	0.9928
S3	0.9688	0.9745	0.9914
S4	0.9532	0.9589	0.9871

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1076	1.0914	1.0285
R3	1.0753	1.0591	1.0196
R2	1.0430	1.0430	1.0166
R1	1.0268	1.0268	1.0137	1.0188
PP	1.0107	1.0107	1.0107	1.0066
S1	0.9945	0.9945	1.0077	0.9865
S2	0.9784	0.9784	1.0048
S3	0.9461	0.9622	1.0018
S4	0.9138	0.9299	0.9929

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0268	0.9944	0.0324	3.3%	0.0146	1.5%	4%	False	True	9,867
10	1.0268	0.9757	0.0511	5.1%	0.0164	1.6%	39%	False	False	7,907
20	1.0268	0.9548	0.0720	7.2%	0.0144	1.4%	57%	False	False	4,081
40	1.0569	0.9548	0.1021	10.3%	0.0143	1.4%	40%	False	False	2,097
60	1.0569	0.9233	0.1336	13.4%	0.0139	1.4%	54%	False	False	1,417
80	1.0569	0.9233	0.1336	13.4%	0.0104	1.0%	54%	False	False	1,063
100	1.0696	0.9233	0.1463	14.7%	0.0083	0.8%	49%	False	False	852
120	1.0696	0.9233	0.1463	14.7%	0.0069	0.7%	49%	False	False	710

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	0.0035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0763
2.618	1.0508
1.618	1.0352
1.000	1.0256
0.618	1.0196
HIGH	1.0100
0.618	1.0040
0.500	1.0022
0.382	1.0004
LOW	0.9944
0.618	0.9848
1.000	0.9788
1.618	0.9692
2.618	0.9536
4.250	0.9281

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	1.0022	1.0106
PP	1.0000	1.0056
S1	0.9979	1.0007

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

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