CME Australian Dollar Future March 2012

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	0.9570	0.9570	0.0000	0.0%	0.9590
High	0.9690	0.9582	-0.0108	-1.1%	0.9760
Low	0.9570	0.9493	-0.0077	-0.8%	0.9478
Close	0.9544	0.9522	-0.0022	-0.2%	0.9522
Range	0.0120	0.0089	-0.0031	-25.8%	0.0282
ATR	0.0133	0.0129	-0.0003	-2.3%	0.0000
Volume	74	23	-51	-68.9%	250

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9799	0.9750	0.9571
R3	0.9710	0.9661	0.9546
R2	0.9621	0.9621	0.9538
R1	0.9572	0.9572	0.9530	0.9552
PP	0.9532	0.9532	0.9532	0.9523
S1	0.9483	0.9483	0.9514	0.9463
S2	0.9443	0.9443	0.9506
S3	0.9354	0.9394	0.9498
S4	0.9265	0.9305	0.9473

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0433	1.0259	0.9677
R3	1.0151	0.9977	0.9600
R2	0.9869	0.9869	0.9574
R1	0.9695	0.9695	0.9548	0.9641
PP	0.9587	0.9587	0.9587	0.9560
S1	0.9413	0.9413	0.9496	0.9359
S2	0.9305	0.9305	0.9470
S3	0.9023	0.9131	0.9444
S4	0.8741	0.8849	0.9367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9760	0.9478	0.0282	3.0%	0.0107	1.1%	16%	False	False	50
10	1.0131	0.9478	0.0653	6.9%	0.0129	1.4%	7%	False	False	42
20	1.0419	0.9478	0.0941	9.9%	0.0065	0.7%	5%	False	False	23
40	1.0511	0.9478	0.1033	10.8%	0.0032	0.3%	4%	False	False	14
60	1.0696	0.9478	0.1218	12.8%	0.0022	0.2%	4%	False	False	10
80	1.0696	0.9478	0.1218	12.8%	0.0016	0.2%	4%	False	False	8
100	1.0696	0.9478	0.1218	12.8%	0.0013	0.1%	4%	False	False	6

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9960
2.618	0.9815
1.618	0.9726
1.000	0.9671
0.618	0.9637
HIGH	0.9582
0.618	0.9548
0.500	0.9538
0.382	0.9527
LOW	0.9493
0.618	0.9438
1.000	0.9404
1.618	0.9349
2.618	0.9260
4.250	0.9115

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	0.9538	0.9597
PP	0.9532	0.9572
S1	0.9527	0.9547

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

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