CME Australian Dollar Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Dec-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Nov-2011 | 01-Dec-2011 | Change | Change % | Previous Week |  
                        | Open | 1.0060 | 1.0040 | -0.0020 | -0.2% | 0.9642 |  
                        | High | 1.0060 | 1.0040 | -0.0020 | -0.2% | 0.9646 |  
                        | Low | 1.0060 | 1.0040 | -0.0020 | -0.2% | 0.9496 |  
                        | Close | 1.0060 | 1.0040 | -0.0020 | -0.2% | 0.9521 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.0103 | 0.0097 | -0.0006 | -5.8% | 0.0000 |  
                        | Volume |  |  |  |  |  |  | 
    
| 
        
            | Daily Pivots for day following 01-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.0040 | 1.0040 | 1.0040 |  |  
                | R3 | 1.0040 | 1.0040 | 1.0040 |  |  
                | R2 | 1.0040 | 1.0040 | 1.0040 |  |  
                | R1 | 1.0040 | 1.0040 | 1.0040 | 1.0040 |  
                | PP | 1.0040 | 1.0040 | 1.0040 | 1.0040 |  
                | S1 | 1.0040 | 1.0040 | 1.0040 | 1.0040 |  
                | S2 | 1.0040 | 1.0040 | 1.0040 |  |  
                | S3 | 1.0040 | 1.0040 | 1.0040 |  |  
                | S4 | 1.0040 | 1.0040 | 1.0040 |  |  | 
        
            | Weekly Pivots for week ending 25-Nov-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.0004 | 0.9913 | 0.9604 |  |  
                | R3 | 0.9854 | 0.9763 | 0.9562 |  |  
                | R2 | 0.9704 | 0.9704 | 0.9549 |  |  
                | R1 | 0.9613 | 0.9613 | 0.9535 | 0.9584 |  
                | PP | 0.9554 | 0.9554 | 0.9554 | 0.9540 |  
                | S1 | 0.9463 | 0.9463 | 0.9507 | 0.9434 |  
                | S2 | 0.9404 | 0.9404 | 0.9494 |  |  
                | S3 | 0.9254 | 0.9313 | 0.9480 |  |  
                | S4 | 0.9104 | 0.9163 | 0.9439 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1.0060 | 0.9521 | 0.0539 | 5.4% | 0.0020 | 0.2% | 96% | False | False |  |  
                | 10 | 1.0060 | 0.9496 | 0.0564 | 5.6% | 0.0011 | 0.1% | 96% | False | False |  |  
                | 20 | 1.0172 | 0.9496 | 0.0676 | 6.7% | 0.0006 | 0.1% | 80% | False | False | 3 |  
                | 40 | 1.0454 | 0.9496 | 0.0958 | 9.5% | 0.0003 | 0.0% | 57% | False | False | 2 |  
                | 60 | 1.0454 | 0.9172 | 0.1282 | 12.8% | 0.0003 | 0.0% | 68% | False | False | 3 |  
                | 80 | 1.0454 | 0.9172 | 0.1282 | 12.8% | 0.0002 | 0.0% | 68% | False | False | 3 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.0040 |  
            | 2.618 | 1.0040 |  
            | 1.618 | 1.0040 |  
            | 1.000 | 1.0040 |  
            | 0.618 | 1.0040 |  
            | HIGH | 1.0040 |  
            | 0.618 | 1.0040 |  
            | 0.500 | 1.0040 |  
            | 0.382 | 1.0040 |  
            | LOW | 1.0040 |  
            | 0.618 | 1.0040 |  
            | 1.000 | 1.0040 |  
            | 1.618 | 1.0040 |  
            | 2.618 | 1.0040 |  
            | 4.250 | 1.0040 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Dec-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.0040 | 1.0009 |  
                                | PP | 1.0040 | 0.9978 |  
                                | S1 | 1.0040 | 0.9947 |  |