CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	0.9663	0.9681	0.0018	0.2%	0.9686
High	0.9787	0.9719	-0.0068	-0.7%	0.9887
Low	0.9611	0.9569	-0.0042	-0.4%	0.9524
Close	0.9633	0.9611	-0.0022	-0.2%	0.9611
Range	0.0176	0.0150	-0.0026	-14.8%	0.0363
ATR	0.0181	0.0179	-0.0002	-1.2%	0.0000
Volume	138,528	131,136	-7,392	-5.3%	705,762

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0083	0.9997	0.9694
R3	0.9933	0.9847	0.9652
R2	0.9783	0.9783	0.9639
R1	0.9697	0.9697	0.9625	0.9665
PP	0.9633	0.9633	0.9633	0.9617
S1	0.9547	0.9547	0.9597	0.9515
S2	0.9483	0.9483	0.9584
S3	0.9333	0.9397	0.9570
S4	0.9183	0.9247	0.9529

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0763	1.0550	0.9811
R3	1.0400	1.0187	0.9711
R2	1.0037	1.0037	0.9678
R1	0.9824	0.9824	0.9644	0.9749
PP	0.9674	0.9674	0.9674	0.9637
S1	0.9461	0.9461	0.9578	0.9386
S2	0.9311	0.9311	0.9544
S3	0.8948	0.9098	0.9511
S4	0.8585	0.8735	0.9411

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9887	0.9524	0.0363	3.8%	0.0187	1.9%	24%	False	False	141,152
10	1.0205	0.9524	0.0681	7.1%	0.0213	2.2%	13%	False	False	153,344
20	1.0608	0.9524	0.1084	11.3%	0.0181	1.9%	8%	False	False	92,937
40	1.0630	0.9524	0.1106	11.5%	0.0160	1.7%	8%	False	False	46,607
60	1.0875	0.9524	0.1351	14.1%	0.0141	1.5%	6%	False	False	31,106
80	1.0875	0.9524	0.1351	14.1%	0.0124	1.3%	6%	False	False	23,349
100	1.0875	0.9524	0.1351	14.1%	0.0100	1.0%	6%	False	False	18,681
120	1.0875	0.9524	0.1351	14.1%	0.0084	0.9%	6%	False	False	15,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0052
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0357
2.618	1.0112
1.618	0.9962
1.000	0.9869
0.618	0.9812
HIGH	0.9719
0.618	0.9662
0.500	0.9644
0.382	0.9626
LOW	0.9569
0.618	0.9476
1.000	0.9419
1.618	0.9326
2.618	0.9176
4.250	0.8932

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	0.9644	0.9717
PP	0.9633	0.9682
S1	0.9622	0.9646

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

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