CME Australian Dollar Future March 2012

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

Day Change Summary
	Previous	Current
	20-Dec-2011	21-Dec-2011	Change	Change %	Previous Week
Open	0.9796	0.9968	0.0172	1.8%	1.0087
High	0.9995	1.0119	0.0124	1.2%	1.0100
Low	0.9796	0.9952	0.0156	1.6%	0.9761
Close	0.9965	0.9978	0.0013	0.1%	0.9858
Range	0.0199	0.0167	-0.0032	-16.1%	0.0339
ATR	0.0152	0.0153	0.0001	0.7%	0.0000
Volume	89,895	103,948	14,053	15.6%	259,643

Daily Pivots for day following 21-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0517	1.0415	1.0070
R3	1.0350	1.0248	1.0024
R2	1.0183	1.0183	1.0009
R1	1.0081	1.0081	0.9993	1.0132
PP	1.0016	1.0016	1.0016	1.0042
S1	0.9914	0.9914	0.9963	0.9965
S2	0.9849	0.9849	0.9947
S3	0.9682	0.9747	0.9932
S4	0.9515	0.9580	0.9886

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	1.0119	0.9761	0.0358	3.6%	0.0139	1.4%	61%	True	False	84,409
10	1.0268	0.9761	0.0507	5.1%	0.0160	1.6%	43%	False	False	54,728
20	1.0268	0.9548	0.0720	7.2%	0.0157	1.6%	60%	False	False	29,442
40	1.0569	0.9548	0.1021	10.2%	0.0145	1.5%	42%	False	False	14,803
60	1.0569	0.9233	0.1336	13.4%	0.0139	1.4%	56%	False	False	9,890
80	1.0569	0.9233	0.1336	13.4%	0.0117	1.2%	56%	False	False	7,422
100	1.0569	0.9233	0.1336	13.4%	0.0094	0.9%	56%	False	False	5,938
120	1.0696	0.9233	0.1463	14.7%	0.0078	0.8%	51%	False	False	4,949

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	0.0037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0829
2.618	1.0556
1.618	1.0389
1.000	1.0286
0.618	1.0222
HIGH	1.0119
0.618	1.0055
0.500	1.0036
0.382	1.0016
LOW	0.9952
0.618	0.9849
1.000	0.9785
1.618	0.9682
2.618	0.9515
4.250	0.9242

Fisher Pivots for day following 21-Dec-2011
Pivot	1 day	3 day
R1	1.0036	0.9969
PP	1.0016	0.9960
S1	0.9997	0.9951

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

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