CME Australian Dollar Future December 2011

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	0.9470	0.9574	0.0104	1.1%	0.9686
High	0.9579	0.9684	0.0105	1.1%	0.9887
Low	0.9322	0.9539	0.0217	2.3%	0.9524
Close	0.9566	0.9675	0.0109	1.1%	0.9611
Range	0.0257	0.0145	-0.0112	-43.6%	0.0363
ATR	0.0186	0.0183	-0.0003	-1.6%	0.0000
Volume	156,740	187,797	31,057	19.8%	705,762

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0068	1.0016	0.9755
R3	0.9923	0.9871	0.9715
R2	0.9778	0.9778	0.9702
R1	0.9726	0.9726	0.9688	0.9752
PP	0.9633	0.9633	0.9633	0.9646
S1	0.9581	0.9581	0.9662	0.9607
S2	0.9488	0.9488	0.9648
S3	0.9343	0.9436	0.9635
S4	0.9198	0.9291	0.9595

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	0.9719	0.9302	0.0417	4.3%	0.0187	1.9%	89%	False	False	169,139
10	0.9887	0.9302	0.0585	6.0%	0.0192	2.0%	64%	False	False	163,410
20	1.0508	0.9302	0.1206	12.5%	0.0194	2.0%	31%	False	False	126,998
40	1.0630	0.9302	0.1328	13.7%	0.0155	1.6%	28%	False	False	64,430
60	1.0875	0.9302	0.1573	16.3%	0.0149	1.5%	24%	False	False	43,013
80	1.0875	0.9302	0.1573	16.3%	0.0132	1.4%	24%	False	False	32,281
100	1.0875	0.9302	0.1573	16.3%	0.0108	1.1%	24%	False	False	25,826
120	1.0875	0.9302	0.1573	16.3%	0.0091	0.9%	24%	False	False	21,523

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	0.0057
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.0300
2.618	1.0064
1.618	0.9919
1.000	0.9829
0.618	0.9774
HIGH	0.9684
0.618	0.9629
0.500	0.9612
0.382	0.9594
LOW	0.9539
0.618	0.9449
1.000	0.9394
1.618	0.9304
2.618	0.9159
4.250	0.8923

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	0.9654	0.9614
PP	0.9633	0.9554
S1	0.9612	0.9493

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

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