CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 28-Sep-2011

Day Change Summary
	Previous	Current
	27-Sep-2011	28-Sep-2011	Change	Change %	Previous Week
Open	0.9741	0.9808	0.0067	0.7%	1.0186
High	0.9887	0.9865	-0.0022	-0.2%	1.0205
Low	0.9679	0.9679	0.0000	0.0%	0.9570
Close	0.9865	0.9726	-0.0139	-1.4%	0.9635
Range	0.0208	0.0186	-0.0022	-10.6%	0.0635
ATR	0.0181	0.0181	0.0000	0.2%	0.0000
Volume	142,585	134,382	-8,203	-5.8%	827,681

Daily Pivots for day following 28-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0315	1.0206	0.9828
R3	1.0129	1.0020	0.9777
R2	0.9943	0.9943	0.9760
R1	0.9834	0.9834	0.9743	0.9796
PP	0.9757	0.9757	0.9757	0.9737
S1	0.9648	0.9648	0.9709	0.9610
S2	0.9571	0.9571	0.9692
S3	0.9385	0.9462	0.9675
S4	0.9199	0.9276	0.9624

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	1.0024	0.9524	0.0500	5.1%	0.0248	2.5%	40%	False	False	177,449
10	1.0285	0.9524	0.0761	7.8%	0.0208	2.1%	27%	False	False	144,383
20	1.0630	0.9524	0.1106	11.4%	0.0172	1.8%	18%	False	False	79,522
40	1.0630	0.9524	0.1106	11.4%	0.0161	1.7%	18%	False	False	39,876
60	1.0875	0.9524	0.1351	13.9%	0.0137	1.4%	15%	False	False	26,614
80	1.0875	0.9524	0.1351	13.9%	0.0120	1.2%	15%	False	False	19,978
100	1.0875	0.9524	0.1351	13.9%	0.0097	1.0%	15%	False	False	15,984
120	1.0875	0.9524	0.1351	13.9%	0.0081	0.8%	15%	False	False	13,321

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0055
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0656
2.618	1.0352
1.618	1.0166
1.000	1.0051
0.618	0.9980
HIGH	0.9865
0.618	0.9794
0.500	0.9772
0.382	0.9750
LOW	0.9679
0.618	0.9564
1.000	0.9493
1.618	0.9378
2.618	0.9192
4.250	0.8889

Fisher Pivots for day following 28-Sep-2011
Pivot	1 day	3 day
R1	0.9772	0.9719
PP	0.9757	0.9712
S1	0.9741	0.9706

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

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