CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 23-Sep-2011

Day Change Summary
	Previous	Current
	22-Sep-2011	23-Sep-2011	Change	Change %	Previous Week
Open	0.9946	0.9645	-0.0301	-3.0%	1.0186
High	1.0024	0.9767	-0.0257	-2.6%	1.0205
Low	0.9590	0.9570	-0.0020	-0.2%	0.9570
Close	0.9615	0.9635	0.0020	0.2%	0.9635
Range	0.0434	0.0197	-0.0237	-54.6%	0.0635
ATR	0.0172	0.0174	0.0002	1.0%	0.0000
Volume	237,366	213,783	-23,583	-9.9%	827,681

Daily Pivots for day following 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0248	1.0139	0.9743
R3	1.0051	0.9942	0.9689
R2	0.9854	0.9854	0.9671
R1	0.9745	0.9745	0.9653	0.9701
PP	0.9657	0.9657	0.9657	0.9636
S1	0.9548	0.9548	0.9617	0.9504
S2	0.9460	0.9460	0.9599
S3	0.9263	0.9351	0.9581
S4	0.9066	0.9154	0.9527

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1708	1.1307	0.9984
R3	1.1073	1.0672	0.9810
R2	1.0438	1.0438	0.9751
R1	1.0037	1.0037	0.9693	0.9920
PP	0.9803	0.9803	0.9803	0.9745
S1	0.9402	0.9402	0.9577	0.9285
S2	0.9168	0.9168	0.9519
S3	0.8533	0.8767	0.9460
S4	0.7898	0.8132	0.9286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0205	0.9570	0.0635	6.6%	0.0240	2.5%	10%	False	True	165,536
10	1.0319	0.9570	0.0749	7.8%	0.0195	2.0%	9%	False	True	110,272
20	1.0630	0.9570	0.1060	11.0%	0.0159	1.7%	6%	False	True	57,772
40	1.0866	0.9570	0.1296	13.5%	0.0156	1.6%	5%	False	True	28,985
60	1.0875	0.9570	0.1305	13.5%	0.0132	1.4%	5%	False	True	19,354
80	1.0875	0.9570	0.1305	13.5%	0.0114	1.2%	5%	False	True	14,527
100	1.0875	0.9570	0.1305	13.5%	0.0091	0.9%	5%	False	True	11,624
120	1.0875	0.9570	0.1305	13.5%	0.0076	0.8%	5%	False	True	9,687

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0048
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0604
2.618	1.0283
1.618	1.0086
1.000	0.9964
0.618	0.9889
HIGH	0.9767
0.618	0.9692
0.500	0.9669
0.382	0.9645
LOW	0.9570
0.618	0.9448
1.000	0.9373
1.618	0.9251
2.618	0.9054
4.250	0.8733

Fisher Pivots for day following 23-Sep-2011
Pivot	1 day	3 day
R1	0.9669	0.9877
PP	0.9657	0.9796
S1	0.9646	0.9716

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These figures are updated between 7pm and 10pm EST after a trading day.

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