CME Australian Dollar Future March 2012

Trading Metrics calculated at close of trading on 26-Sep-2011

Day Change Summary
	Previous	Current
	23-Sep-2011	26-Sep-2011	Change	Change %	Previous Week
Open	0.9575	0.9590	0.0015	0.2%	1.0059
High	0.9651	0.9651	0.0000	0.0%	1.0131
Low	0.9531	0.9478	-0.0053	-0.6%	0.9523
Close	0.9547	0.9570	0.0023	0.2%	0.9547
Range	0.0120	0.0173	0.0053	44.2%	0.0608
ATR	0.0125	0.0128	0.0003	2.8%	0.0000
Volume	63	50	-13	-20.6%	176

Daily Pivots for day following 26-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0085	1.0001	0.9665
R3	0.9912	0.9828	0.9618
R2	0.9739	0.9739	0.9602
R1	0.9655	0.9655	0.9586	0.9611
PP	0.9566	0.9566	0.9566	0.9544
S1	0.9482	0.9482	0.9554	0.9438
S2	0.9393	0.9393	0.9538
S3	0.9220	0.9309	0.9522
S4	0.9047	0.9136	0.9475

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1558	1.1160	0.9881
R3	1.0950	1.0552	0.9714
R2	1.0342	1.0342	0.9658
R1	0.9944	0.9944	0.9603	0.9839
PP	0.9734	0.9734	0.9734	0.9681
S1	0.9336	0.9336	0.9491	0.9231
S2	0.9126	0.9126	0.9436
S3	0.8518	0.8728	0.9380
S4	0.7910	0.8120	0.9213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0131	0.9478	0.0653	6.8%	0.0181	1.9%	14%	False	True	44
10	1.0185	0.9478	0.0707	7.4%	0.0093	1.0%	13%	False	True	25
20	1.0511	0.9478	0.1033	10.8%	0.0047	0.5%	9%	False	True	14
40	1.0648	0.9478	0.1170	12.2%	0.0024	0.3%	8%	False	True	9
60	1.0696	0.9478	0.1218	12.7%	0.0016	0.2%	8%	False	True	6
80	1.0696	0.9478	0.1218	12.7%	0.0012	0.1%	8%	False	True	5
100	1.0696	0.9478	0.1218	12.7%	0.0010	0.1%	8%	False	True	4

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0386
2.618	1.0104
1.618	0.9931
1.000	0.9824
0.618	0.9758
HIGH	0.9651
0.618	0.9585
0.500	0.9565
0.382	0.9544
LOW	0.9478
0.618	0.9371
1.000	0.9305
1.618	0.9198
2.618	0.9025
4.250	0.8743

Fisher Pivots for day following 26-Sep-2011
Pivot	1 day	3 day
R1	0.9568	0.9673
PP	0.9566	0.9638
S1	0.9565	0.9604

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

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