CME Australian Dollar Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Dec-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Dec-2011 | 29-Dec-2011 | Change | Change % | Previous Week |  
                        | Open | 0.9930 | 0.9958 | 0.0028 | 0.3% | 0.9787 |  
                        | High | 0.9930 | 0.9958 | 0.0028 | 0.3% | 0.9994 |  
                        | Low | 0.9918 | 0.9958 | 0.0040 | 0.4% | 0.9744 |  
                        | Close | 0.9918 | 0.9958 | 0.0040 | 0.4% | 0.9994 |  
                        | Range | 0.0012 | 0.0000 | -0.0012 | -100.0% | 0.0250 |  
                        | ATR | 0.0076 | 0.0073 | -0.0003 | -3.4% | 0.0000 |  
                        | Volume | 2 | 2 | 0 | 0.0% | 50 |  | 
    
| 
        
            | Daily Pivots for day following 29-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9958 | 0.9958 | 0.9958 |  |  
                | R3 | 0.9958 | 0.9958 | 0.9958 |  |  
                | R2 | 0.9958 | 0.9958 | 0.9958 |  |  
                | R1 | 0.9958 | 0.9958 | 0.9958 | 0.9958 |  
                | PP | 0.9958 | 0.9958 | 0.9958 | 0.9958 |  
                | S1 | 0.9958 | 0.9958 | 0.9958 | 0.9958 |  
                | S2 | 0.9958 | 0.9958 | 0.9958 |  |  
                | S3 | 0.9958 | 0.9958 | 0.9958 |  |  
                | S4 | 0.9958 | 0.9958 | 0.9958 |  |  | 
        
            | Weekly Pivots for week ending 23-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.0661 | 1.0577 | 1.0132 |  |  
                | R3 | 1.0411 | 1.0327 | 1.0063 |  |  
                | R2 | 1.0161 | 1.0161 | 1.0040 |  |  
                | R1 | 1.0077 | 1.0077 | 1.0017 | 1.0119 |  
                | PP | 0.9911 | 0.9911 | 0.9911 | 0.9932 |  
                | S1 | 0.9827 | 0.9827 | 0.9971 | 0.9869 |  
                | S2 | 0.9661 | 0.9661 | 0.9948 |  |  
                | S3 | 0.9411 | 0.9577 | 0.9925 |  |  
                | S4 | 0.9161 | 0.9327 | 0.9857 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1.0001 | 0.9918 | 0.0083 | 0.8% | 0.0009 | 0.1% | 48% | False | False | 7 |  
                | 10 | 1.0001 | 0.9741 | 0.0260 | 2.6% | 0.0030 | 0.3% | 83% | False | False | 6 |  
                | 20 | 1.0086 | 0.9716 | 0.0370 | 3.7% | 0.0033 | 0.3% | 65% | False | False | 3 |  
                | 40 | 1.0172 | 0.9496 | 0.0676 | 6.8% | 0.0020 | 0.2% | 68% | False | False | 3 |  
                | 60 | 1.0454 | 0.9409 | 0.1045 | 10.5% | 0.0013 | 0.1% | 53% | False | False | 2 |  
                | 80 | 1.0454 | 0.9172 | 0.1282 | 12.9% | 0.0010 | 0.1% | 61% | False | False | 3 |  
                | 100 | 1.0454 | 0.9172 | 0.1282 | 12.9% | 0.0008 | 0.1% | 61% | False | False | 3 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 0.9958 |  
            | 2.618 | 0.9958 |  
            | 1.618 | 0.9958 |  
            | 1.000 | 0.9958 |  
            | 0.618 | 0.9958 |  
            | HIGH | 0.9958 |  
            | 0.618 | 0.9958 |  
            | 0.500 | 0.9958 |  
            | 0.382 | 0.9958 |  
            | LOW | 0.9958 |  
            | 0.618 | 0.9958 |  
            | 1.000 | 0.9958 |  
            | 1.618 | 0.9958 |  
            | 2.618 | 0.9958 |  
            | 4.250 | 0.9958 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Dec-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 0.9958 | 0.9960 |  
                                | PP | 0.9958 | 0.9959 |  
                                | S1 | 0.9958 | 0.9959 |  |