CME Australian Dollar Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Nov-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Nov-2011 | 10-Nov-2011 | Change | Change % | Previous Week |  
                        | Open | 0.9928 | 0.9915 | -0.0013 | -0.1% | 1.0331 |  
                        | High | 0.9928 | 0.9915 | -0.0013 | -0.1% | 1.0331 |  
                        | Low | 0.9928 | 0.9915 | -0.0013 | -0.1% | 1.0093 |  
                        | Close | 0.9928 | 0.9915 | -0.0013 | -0.1% | 1.0155 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.0090 | 0.0085 | -0.0006 | -6.1% | 0.0000 |  
                        | Volume | 12 | 12 | 0 | 0.0% | 4 |  | 
    
| 
        
            | Daily Pivots for day following 10-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9915 | 0.9915 | 0.9915 |  |  
                | R3 | 0.9915 | 0.9915 | 0.9915 |  |  
                | R2 | 0.9915 | 0.9915 | 0.9915 |  |  
                | R1 | 0.9915 | 0.9915 | 0.9915 | 0.9915 |  
                | PP | 0.9915 | 0.9915 | 0.9915 | 0.9915 |  
                | S1 | 0.9915 | 0.9915 | 0.9915 | 0.9915 |  
                | S2 | 0.9915 | 0.9915 | 0.9915 |  |  
                | S3 | 0.9915 | 0.9915 | 0.9915 |  |  
                | S4 | 0.9915 | 0.9915 | 0.9915 |  |  | 
        
            | Weekly Pivots for week ending 04-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.0907 | 1.0769 | 1.0286 |  |  
                | R3 | 1.0669 | 1.0531 | 1.0220 |  |  
                | R2 | 1.0431 | 1.0431 | 1.0199 |  |  
                | R1 | 1.0293 | 1.0293 | 1.0177 | 1.0243 |  
                | PP | 1.0193 | 1.0193 | 1.0193 | 1.0168 |  
                | S1 | 1.0055 | 1.0055 | 1.0133 | 1.0005 |  
                | S2 | 0.9955 | 0.9955 | 1.0111 |  |  
                | S3 | 0.9717 | 0.9817 | 1.0090 |  |  
                | S4 | 0.9479 | 0.9579 | 1.0024 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1.0158 | 0.9915 | 0.0243 | 2.5% | 0.0003 | 0.0% | 0% | False | True | 4 |  
                | 10 | 1.0451 | 0.9915 | 0.0536 | 5.4% | 0.0001 | 0.0% | 0% | False | True | 2 |  
                | 20 | 1.0454 | 0.9915 | 0.0539 | 5.4% | 0.0001 | 0.0% | 0% | False | True | 2 |  
                | 40 | 1.0454 | 0.9172 | 0.1282 | 12.9% | 0.0002 | 0.0% | 58% | False | False | 3 |  
                | 60 | 1.0454 | 0.9172 | 0.1282 | 12.9% | 0.0001 | 0.0% | 58% | False | False | 3 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 0.9915 |  
            | 2.618 | 0.9915 |  
            | 1.618 | 0.9915 |  
            | 1.000 | 0.9915 |  
            | 0.618 | 0.9915 |  
            | HIGH | 0.9915 |  
            | 0.618 | 0.9915 |  
            | 0.500 | 0.9915 |  
            | 0.382 | 0.9915 |  
            | LOW | 0.9915 |  
            | 0.618 | 0.9915 |  
            | 1.000 | 0.9915 |  
            | 1.618 | 0.9915 |  
            | 2.618 | 0.9915 |  
            | 4.250 | 0.9915 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Nov-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 0.9915 | 1.0037 |  
                                | PP | 0.9915 | 0.9996 |  
                                | S1 | 0.9915 | 0.9956 |  |