CME Australian Dollar Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Nov-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Nov-2011 | 14-Nov-2011 | Change | Change % | Previous Week |  
                        | Open | 1.0075 | 0.9955 | -0.0120 | -1.2% | 1.0155 |  
                        | High | 1.0075 | 0.9955 | -0.0120 | -1.2% | 1.0158 |  
                        | Low | 1.0075 | 0.9955 | -0.0120 | -1.2% | 0.9915 |  
                        | Close | 1.0075 | 0.9955 | -0.0120 | -1.2% | 1.0075 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.0090 | 0.0092 | 0.0002 | 2.4% | 0.0000 |  
                        | Volume | 12 | 12 | 0 | 0.0% | 36 |  | 
    
| 
        
            | Daily Pivots for day following 14-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9955 | 0.9955 | 0.9955 |  |  
                | R3 | 0.9955 | 0.9955 | 0.9955 |  |  
                | R2 | 0.9955 | 0.9955 | 0.9955 |  |  
                | R1 | 0.9955 | 0.9955 | 0.9955 | 0.9955 |  
                | PP | 0.9955 | 0.9955 | 0.9955 | 0.9955 |  
                | S1 | 0.9955 | 0.9955 | 0.9955 | 0.9955 |  
                | S2 | 0.9955 | 0.9955 | 0.9955 |  |  
                | S3 | 0.9955 | 0.9955 | 0.9955 |  |  
                | S4 | 0.9955 | 0.9955 | 0.9955 |  |  | 
        
            | Weekly Pivots for week ending 11-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.0778 | 1.0670 | 1.0209 |  |  
                | R3 | 1.0535 | 1.0427 | 1.0142 |  |  
                | R2 | 1.0292 | 1.0292 | 1.0120 |  |  
                | R1 | 1.0184 | 1.0184 | 1.0097 | 1.0117 |  
                | PP | 1.0049 | 1.0049 | 1.0049 | 1.0016 |  
                | S1 | 0.9941 | 0.9941 | 1.0053 | 0.9874 |  
                | S2 | 0.9806 | 0.9806 | 1.0030 |  |  
                | S3 | 0.9563 | 0.9698 | 1.0008 |  |  
                | S4 | 0.9320 | 0.9455 | 0.9941 |  |  | 
    
    | 
            
                | 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 | 2.4% | 0.0000 | 0.0% | 16% | False | False | 9 |  
                | 10 | 1.0172 | 0.9915 | 0.0257 | 2.6% | 0.0001 | 0.0% | 16% | False | False | 5 |  
                | 20 | 1.0454 | 0.9915 | 0.0539 | 5.4% | 0.0001 | 0.0% | 7% | False | False | 3 |  
                | 40 | 1.0454 | 0.9172 | 0.1282 | 12.9% | 0.0002 | 0.0% | 61% | False | False | 3 |  
                | 60 | 1.0454 | 0.9172 | 0.1282 | 12.9% | 0.0001 | 0.0% | 61% | False | False | 4 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 0.9955 |  
            | 2.618 | 0.9955 |  
            | 1.618 | 0.9955 |  
            | 1.000 | 0.9955 |  
            | 0.618 | 0.9955 |  
            | HIGH | 0.9955 |  
            | 0.618 | 0.9955 |  
            | 0.500 | 0.9955 |  
            | 0.382 | 0.9955 |  
            | LOW | 0.9955 |  
            | 0.618 | 0.9955 |  
            | 1.000 | 0.9955 |  
            | 1.618 | 0.9955 |  
            | 2.618 | 0.9955 |  
            | 4.250 | 0.9955 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Nov-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 0.9955 | 0.9995 |  
                                | PP | 0.9955 | 0.9982 |  
                                | S1 | 0.9955 | 0.9968 |  |