CME Australian Dollar Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Dec-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Dec-2011 | 07-Dec-2011 | Change | Change % | Previous Week |  
                        | Open | 1.0023 | 1.0086 | 0.0063 | 0.6% | 0.9600 |  
                        | High | 1.0067 | 1.0086 | 0.0019 | 0.2% | 1.0060 |  
                        | Low | 1.0023 | 1.0086 | 0.0063 | 0.6% | 0.9600 |  
                        | Close | 1.0067 | 1.0086 | 0.0019 | 0.2% | 1.0034 |  
                        | Range | 0.0044 | 0.0000 | -0.0044 | -100.0% | 0.0460 |  
                        | ATR | 0.0087 | 0.0082 | -0.0005 | -5.6% | 0.0000 |  
                        | Volume | 0 | 2 | 2 |  | 2 |  | 
    
| 
        
            | Daily Pivots for day following 07-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.0086 | 1.0086 | 1.0086 |  |  
                | R3 | 1.0086 | 1.0086 | 1.0086 |  |  
                | R2 | 1.0086 | 1.0086 | 1.0086 |  |  
                | R1 | 1.0086 | 1.0086 | 1.0086 | 1.0086 |  
                | PP | 1.0086 | 1.0086 | 1.0086 | 1.0086 |  
                | S1 | 1.0086 | 1.0086 | 1.0086 | 1.0086 |  
                | S2 | 1.0086 | 1.0086 | 1.0086 |  |  
                | S3 | 1.0086 | 1.0086 | 1.0086 |  |  
                | S4 | 1.0086 | 1.0086 | 1.0086 |  |  | 
        
            | Weekly Pivots for week ending 02-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.1278 | 1.1116 | 1.0287 |  |  
                | R3 | 1.0818 | 1.0656 | 1.0161 |  |  
                | R2 | 1.0358 | 1.0358 | 1.0118 |  |  
                | R1 | 1.0196 | 1.0196 | 1.0076 | 1.0277 |  
                | PP | 0.9898 | 0.9898 | 0.9898 | 0.9939 |  
                | S1 | 0.9736 | 0.9736 | 0.9992 | 0.9817 |  
                | S2 | 0.9438 | 0.9438 | 0.9950 |  |  
                | S3 | 0.8978 | 0.9276 | 0.9908 |  |  
                | S4 | 0.8518 | 0.8816 | 0.9781 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1.0086 | 1.0023 | 0.0063 | 0.6% | 0.0013 | 0.1% | 100% | True | False | 1 |  
                | 10 | 1.0086 | 0.9496 | 0.0590 | 5.8% | 0.0018 | 0.2% | 100% | True | False |  |  
                | 20 | 1.0086 | 0.9496 | 0.0590 | 5.8% | 0.0009 | 0.1% | 100% | True | False | 3 |  
                | 40 | 1.0454 | 0.9496 | 0.0958 | 9.5% | 0.0005 | 0.0% | 62% | False | False | 2 |  
                | 60 | 1.0454 | 0.9172 | 0.1282 | 12.7% | 0.0004 | 0.0% | 71% | False | False | 3 |  
                | 80 | 1.0454 | 0.9172 | 0.1282 | 12.7% | 0.0003 | 0.0% | 71% | False | False | 3 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.0086 |  
            | 2.618 | 1.0086 |  
            | 1.618 | 1.0086 |  
            | 1.000 | 1.0086 |  
            | 0.618 | 1.0086 |  
            | HIGH | 1.0086 |  
            | 0.618 | 1.0086 |  
            | 0.500 | 1.0086 |  
            | 0.382 | 1.0086 |  
            | LOW | 1.0086 |  
            | 0.618 | 1.0086 |  
            | 1.000 | 1.0086 |  
            | 1.618 | 1.0086 |  
            | 2.618 | 1.0086 |  
            | 4.250 | 1.0086 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Dec-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.0086 | 1.0076 |  
                                | PP | 1.0086 | 1.0065 |  
                                | S1 | 1.0086 | 1.0055 |  |