CME Australian Dollar Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Nov-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Nov-2011 | 02-Nov-2011 | Change | Change % | Previous Week |  
                        | Open | 1.0098 | 1.0093 | -0.0005 | 0.0% | 1.0218 |  
                        | High | 1.0098 | 1.0093 | -0.0005 | 0.0% | 1.0454 |  
                        | Low | 1.0098 | 1.0093 | -0.0005 | 0.0% | 1.0136 |  
                        | Close | 1.0098 | 1.0093 | -0.0005 | 0.0% | 1.0446 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.0104 | 0.0096 | -0.0007 | -6.8% | 0.0000 |  
                        | Volume | 2 | 0 | -2 | -100.0% | 5 |  | 
    
| 
        
            | Daily Pivots for day following 02-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.0093 | 1.0093 | 1.0093 |  |  
                | R3 | 1.0093 | 1.0093 | 1.0093 |  |  
                | R2 | 1.0093 | 1.0093 | 1.0093 |  |  
                | R1 | 1.0093 | 1.0093 | 1.0093 | 1.0093 |  
                | PP | 1.0093 | 1.0093 | 1.0093 | 1.0093 |  
                | S1 | 1.0093 | 1.0093 | 1.0093 | 1.0093 |  
                | S2 | 1.0093 | 1.0093 | 1.0093 |  |  
                | S3 | 1.0093 | 1.0093 | 1.0093 |  |  
                | S4 | 1.0093 | 1.0093 | 1.0093 |  |  | 
        
            | Weekly Pivots for week ending 28-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.1299 | 1.1191 | 1.0621 |  |  
                | R3 | 1.0981 | 1.0873 | 1.0533 |  |  
                | R2 | 1.0663 | 1.0663 | 1.0504 |  |  
                | R1 | 1.0555 | 1.0555 | 1.0475 | 1.0609 |  
                | PP | 1.0345 | 1.0345 | 1.0345 | 1.0373 |  
                | S1 | 1.0237 | 1.0237 | 1.0417 | 1.0291 |  
                | S2 | 1.0027 | 1.0027 | 1.0388 |  |  
                | S3 | 0.9709 | 0.9919 | 1.0359 |  |  
                | S4 | 0.9391 | 0.9601 | 1.0271 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1.0454 | 1.0093 | 0.0361 | 3.6% | 0.0000 | 0.0% | 0% | False | True | 1 |  
                | 10 | 1.0454 | 0.9995 | 0.0459 | 4.5% | 0.0000 | 0.0% | 21% | False | False | 1 |  
                | 20 | 1.0454 | 0.9512 | 0.0942 | 9.3% | 0.0000 | 0.0% | 62% | False | False | 1 |  
                | 40 | 1.0454 | 0.9172 | 0.1282 | 12.7% | 0.0001 | 0.0% | 72% | False | False | 3 |  
                | 60 | 1.0454 | 0.9172 | 0.1282 | 12.7% | 0.0001 | 0.0% | 72% | False | False | 3 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.0093 |  
            | 2.618 | 1.0093 |  
            | 1.618 | 1.0093 |  
            | 1.000 | 1.0093 |  
            | 0.618 | 1.0093 |  
            | HIGH | 1.0093 |  
            | 0.618 | 1.0093 |  
            | 0.500 | 1.0093 |  
            | 0.382 | 1.0093 |  
            | LOW | 1.0093 |  
            | 0.618 | 1.0093 |  
            | 1.000 | 1.0093 |  
            | 1.618 | 1.0093 |  
            | 2.618 | 1.0093 |  
            | 4.250 | 1.0093 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Nov-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.0093 | 1.0212 |  
                                | PP | 1.0093 | 1.0172 |  
                                | S1 | 1.0093 | 1.0133 |  |