CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	0.9681	0.9589	-0.0092	-1.0%	0.9686
High	0.9719	0.9611	-0.0108	-1.1%	0.9887
Low	0.9569	0.9435	-0.0134	-1.4%	0.9524
Close	0.9611	0.9483	-0.0128	-1.3%	0.9611
Range	0.0150	0.0176	0.0026	17.3%	0.0363
ATR	0.0179	0.0178	0.0000	-0.1%	0.0000
Volume	131,136	147,651	16,515	12.6%	705,762

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0038	0.9936	0.9580
R3	0.9862	0.9760	0.9531
R2	0.9686	0.9686	0.9515
R1	0.9584	0.9584	0.9499	0.9547
PP	0.9510	0.9510	0.9510	0.9491
S1	0.9408	0.9408	0.9467	0.9371
S2	0.9334	0.9334	0.9451
S3	0.9158	0.9232	0.9435
S4	0.8982	0.9056	0.9386

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	0.9435	0.0452	4.8%	0.0179	1.9%	11%	False	True	138,856
10	1.0202	0.9435	0.0767	8.1%	0.0216	2.3%	6%	False	True	157,036
20	1.0533	0.9435	0.1098	11.6%	0.0185	1.9%	4%	False	True	100,276
40	1.0630	0.9435	0.1195	12.6%	0.0161	1.7%	4%	False	True	50,294
60	1.0875	0.9435	0.1440	15.2%	0.0143	1.5%	3%	False	True	33,566
80	1.0875	0.9435	0.1440	15.2%	0.0126	1.3%	3%	False	True	25,194
100	1.0875	0.9435	0.1440	15.2%	0.0102	1.1%	3%	False	True	20,157
120	1.0875	0.9435	0.1440	15.2%	0.0086	0.9%	3%	False	True	16,798

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0053
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0359
2.618	1.0072
1.618	0.9896
1.000	0.9787
0.618	0.9720
HIGH	0.9611
0.618	0.9544
0.500	0.9523
0.382	0.9502
LOW	0.9435
0.618	0.9326
1.000	0.9259
1.618	0.9150
2.618	0.8974
4.250	0.8687

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	0.9523	0.9611
PP	0.9510	0.9568
S1	0.9496	0.9526

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

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