CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	0.9589	0.9442	-0.0147	-1.5%	0.9686
High	0.9611	0.9510	-0.0101	-1.1%	0.9887
Low	0.9435	0.9302	-0.0133	-1.4%	0.9524
Close	0.9483	0.9322	-0.0161	-1.7%	0.9611
Range	0.0176	0.0208	0.0032	18.2%	0.0363
ATR	0.0178	0.0181	0.0002	1.2%	0.0000
Volume	147,651	222,372	74,721	50.6%	705,762

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0002	0.9870	0.9436
R3	0.9794	0.9662	0.9379
R2	0.9586	0.9586	0.9360
R1	0.9454	0.9454	0.9341	0.9416
PP	0.9378	0.9378	0.9378	0.9359
S1	0.9246	0.9246	0.9303	0.9208
S2	0.9170	0.9170	0.9284
S3	0.8962	0.9038	0.9265
S4	0.8754	0.8830	0.9208

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	0.9865	0.9302	0.0563	6.0%	0.0179	1.9%	4%	False	True	154,813
10	1.0183	0.9302	0.0881	9.5%	0.0221	2.4%	2%	False	True	167,503
20	1.0533	0.9302	0.1231	13.2%	0.0187	2.0%	2%	False	True	110,581
40	1.0630	0.9302	0.1328	14.2%	0.0160	1.7%	2%	False	True	55,841
60	1.0875	0.9302	0.1573	16.9%	0.0146	1.6%	1%	False	True	37,272
80	1.0875	0.9302	0.1573	16.9%	0.0129	1.4%	1%	False	True	27,974
100	1.0875	0.9302	0.1573	16.9%	0.0104	1.1%	1%	False	True	22,381
120	1.0875	0.9302	0.1573	16.9%	0.0087	0.9%	1%	False	True	18,652

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0394
2.618	1.0055
1.618	0.9847
1.000	0.9718
0.618	0.9639
HIGH	0.9510
0.618	0.9431
0.500	0.9406
0.382	0.9381
LOW	0.9302
0.618	0.9173
1.000	0.9094
1.618	0.8965
2.618	0.8757
4.250	0.8418

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	0.9406	0.9511
PP	0.9378	0.9448
S1	0.9350	0.9385

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

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