CME Australian Dollar Future March 2012

Trading Metrics calculated at close of trading on 19-Dec-2011

Day Change Summary
	Previous	Current
	16-Dec-2011	19-Dec-2011	Change	Change %	Previous Week
Open	0.9828	0.9859	0.0031	0.3%	1.0087
High	0.9928	0.9877	-0.0051	-0.5%	1.0100
Low	0.9820	0.9783	-0.0037	-0.4%	0.9761
Close	0.9858	0.9819	-0.0039	-0.4%	0.9858
Range	0.0108	0.0094	-0.0014	-13.0%	0.0339
ATR	0.0153	0.0148	-0.0004	-2.7%	0.0000
Volume	99,253	72,943	-26,310	-26.5%	259,643

Daily Pivots for day following 19-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0108	1.0058	0.9871
R3	1.0014	0.9964	0.9845
R2	0.9920	0.9920	0.9836
R1	0.9870	0.9870	0.9828	0.9848
PP	0.9826	0.9826	0.9826	0.9816
S1	0.9776	0.9776	0.9810	0.9754
S2	0.9732	0.9732	0.9802
S3	0.9638	0.9682	0.9793
S4	0.9544	0.9588	0.9767

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0923	1.0730	1.0044
R3	1.0584	1.0391	0.9951
R2	1.0245	1.0245	0.9920
R1	1.0052	1.0052	0.9889	0.9979
PP	0.9906	0.9906	0.9906	0.9870
S1	0.9713	0.9713	0.9827	0.9640
S2	0.9567	0.9567	0.9796
S3	0.9228	0.9374	0.9765
S4	0.8889	0.9035	0.9672

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0057	0.9761	0.0296	3.0%	0.0134	1.4%	20%	False	False	62,971
10	1.0268	0.9761	0.0507	5.2%	0.0140	1.4%	11%	False	False	36,419
20	1.0268	0.9548	0.0720	7.3%	0.0150	1.5%	38%	False	False	19,766
40	1.0569	0.9548	0.1021	10.4%	0.0142	1.4%	27%	False	False	9,960
60	1.0569	0.9233	0.1336	13.6%	0.0137	1.4%	44%	False	False	6,661
80	1.0569	0.9233	0.1336	13.6%	0.0112	1.1%	44%	False	False	4,999
100	1.0692	0.9233	0.1459	14.9%	0.0090	0.9%	40%	False	False	4,000
120	1.0696	0.9233	0.1463	14.9%	0.0075	0.8%	40%	False	False	3,333

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0037
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0277
2.618	1.0123
1.618	1.0029
1.000	0.9971
0.618	0.9935
HIGH	0.9877
0.618	0.9841
0.500	0.9830
0.382	0.9819
LOW	0.9783
0.618	0.9725
1.000	0.9689
1.618	0.9631
2.618	0.9537
4.250	0.9384

Fisher Pivots for day following 19-Dec-2011
Pivot	1 day	3 day
R1	0.9830	0.9845
PP	0.9826	0.9836
S1	0.9823	0.9828

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

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