CME Australian Dollar Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Nov-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Nov-2011 | 22-Nov-2011 | Change | Change % | Previous Week |  
                        | Open | 0.9642 | 0.9646 | 0.0004 | 0.0% | 0.9955 |  
                        | High | 0.9642 | 0.9646 | 0.0004 | 0.0% | 0.9978 |  
                        | Low | 0.9642 | 0.9646 | 0.0004 | 0.0% | 0.9785 |  
                        | Close | 0.9642 | 0.9646 | 0.0004 | 0.0% | 0.9805 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.0090 | 0.0083 | -0.0006 | -6.8% | 0.0000 |  
                        | Volume |  |  |  |  |  |  | 
    
| 
        
            | Daily Pivots for day following 22-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9646 | 0.9646 | 0.9646 |  |  
                | R3 | 0.9646 | 0.9646 | 0.9646 |  |  
                | R2 | 0.9646 | 0.9646 | 0.9646 |  |  
                | R1 | 0.9646 | 0.9646 | 0.9646 | 0.9646 |  
                | PP | 0.9646 | 0.9646 | 0.9646 | 0.9646 |  
                | S1 | 0.9646 | 0.9646 | 0.9646 | 0.9646 |  
                | S2 | 0.9646 | 0.9646 | 0.9646 |  |  
                | S3 | 0.9646 | 0.9646 | 0.9646 |  |  
                | S4 | 0.9646 | 0.9646 | 0.9646 |  |  | 
        
            | Weekly Pivots for week ending 18-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.0435 | 1.0313 | 0.9911 |  |  
                | R3 | 1.0242 | 1.0120 | 0.9858 |  |  
                | R2 | 1.0049 | 1.0049 | 0.9840 |  |  
                | R1 | 0.9927 | 0.9927 | 0.9823 | 0.9892 |  
                | PP | 0.9856 | 0.9856 | 0.9856 | 0.9838 |  
                | S1 | 0.9734 | 0.9734 | 0.9787 | 0.9699 |  
                | S2 | 0.9663 | 0.9663 | 0.9770 |  |  
                | S3 | 0.9470 | 0.9541 | 0.9752 |  |  
                | S4 | 0.9277 | 0.9348 | 0.9699 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 0.9943 | 0.9642 | 0.0301 | 3.1% | 0.0000 | 0.0% | 1% | False | False |  |  
                | 10 | 1.0075 | 0.9642 | 0.0433 | 4.5% | 0.0000 | 0.0% | 1% | False | False | 6 |  
                | 20 | 1.0454 | 0.9642 | 0.0812 | 8.4% | 0.0001 | 0.0% | 0% | False | False | 3 |  
                | 40 | 1.0454 | 0.9172 | 0.1282 | 13.3% | 0.0000 | 0.0% | 37% | False | False | 2 |  
                | 60 | 1.0454 | 0.9172 | 0.1282 | 13.3% | 0.0001 | 0.0% | 37% | False | False | 3 |  
                | 80 | 1.0454 | 0.9172 | 0.1282 | 13.3% | 0.0002 | 0.0% | 37% | False | False | 4 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 0.9646 |  
            | 2.618 | 0.9646 |  
            | 1.618 | 0.9646 |  
            | 1.000 | 0.9646 |  
            | 0.618 | 0.9646 |  
            | HIGH | 0.9646 |  
            | 0.618 | 0.9646 |  
            | 0.500 | 0.9646 |  
            | 0.382 | 0.9646 |  
            | LOW | 0.9646 |  
            | 0.618 | 0.9646 |  
            | 1.000 | 0.9646 |  
            | 1.618 | 0.9646 |  
            | 2.618 | 0.9646 |  
            | 4.250 | 0.9646 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Nov-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 0.9646 | 0.9724 |  
                                | PP | 0.9646 | 0.9698 |  
                                | S1 | 0.9646 | 0.9672 |  |