CME Australian Dollar Future March 2012

Trading Metrics calculated at close of trading on 27-Sep-2011

Day Change Summary
	Previous	Current
	26-Sep-2011	27-Sep-2011	Change	Change %	Previous Week
Open	0.9590	0.9680	0.0090	0.9%	1.0059
High	0.9651	0.9760	0.0109	1.1%	1.0131
Low	0.9478	0.9680	0.0202	2.1%	0.9523
Close	0.9570	0.9773	0.0203	2.1%	0.9547
Range	0.0173	0.0080	-0.0093	-53.8%	0.0608
ATR	0.0128	0.0133	0.0004	3.4%	0.0000
Volume	50	92	42	84.0%	176

Daily Pivots for day following 27-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9978	0.9955	0.9817
R3	0.9898	0.9875	0.9795
R2	0.9818	0.9818	0.9788
R1	0.9795	0.9795	0.9780	0.9807
PP	0.9738	0.9738	0.9738	0.9743
S1	0.9715	0.9715	0.9766	0.9727
S2	0.9658	0.9658	0.9758
S3	0.9578	0.9635	0.9751
S4	0.9498	0.9555	0.9729

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	1.0095	0.9478	0.0617	6.3%	0.0185	1.9%	48%	False	False	60
10	1.0185	0.9478	0.0707	7.2%	0.0101	1.0%	42%	False	False	34
20	1.0511	0.9478	0.1033	10.6%	0.0051	0.5%	29%	False	False	18
40	1.0515	0.9478	0.1037	10.6%	0.0026	0.3%	28%	False	False	12
60	1.0696	0.9478	0.1218	12.5%	0.0017	0.2%	24%	False	False	8
80	1.0696	0.9478	0.1218	12.5%	0.0013	0.1%	24%	False	False	6
100	1.0696	0.9478	0.1218	12.5%	0.0010	0.1%	24%	False	False	5

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0100
2.618	0.9969
1.618	0.9889
1.000	0.9840
0.618	0.9809
HIGH	0.9760
0.618	0.9729
0.500	0.9720
0.382	0.9711
LOW	0.9680
0.618	0.9631
1.000	0.9600
1.618	0.9551
2.618	0.9471
4.250	0.9340

Fisher Pivots for day following 27-Sep-2011
Pivot	1 day	3 day
R1	0.9755	0.9722
PP	0.9738	0.9670
S1	0.9720	0.9619

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

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