CME Australian Dollar Future March 2012

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	0.9570	0.9489	-0.0081	-0.8%	0.9590
High	0.9582	0.9511	-0.0071	-0.7%	0.9760
Low	0.9493	0.9349	-0.0144	-1.5%	0.9478
Close	0.9522	0.9398	-0.0124	-1.3%	0.9522
Range	0.0089	0.0162	0.0073	82.0%	0.0282
ATR	0.0129	0.0133	0.0003	2.4%	0.0000
Volume	23	43	20	87.0%	250

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9905	0.9814	0.9487
R3	0.9743	0.9652	0.9443
R2	0.9581	0.9581	0.9428
R1	0.9490	0.9490	0.9413	0.9455
PP	0.9419	0.9419	0.9419	0.9402
S1	0.9328	0.9328	0.9383	0.9293
S2	0.9257	0.9257	0.9368
S3	0.9095	0.9166	0.9353
S4	0.8933	0.9004	0.9309

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	0.9349	0.0411	4.4%	0.0105	1.1%	12%	False	True	48
10	1.0131	0.9349	0.0782	8.3%	0.0143	1.5%	6%	False	True	46
20	1.0419	0.9349	0.1070	11.4%	0.0073	0.8%	5%	False	True	25
40	1.0511	0.9349	0.1162	12.4%	0.0036	0.4%	4%	False	True	15
60	1.0696	0.9349	0.1347	14.3%	0.0025	0.3%	4%	False	True	10
80	1.0696	0.9349	0.1347	14.3%	0.0019	0.2%	4%	False	True	8
100	1.0696	0.9349	0.1347	14.3%	0.0015	0.2%	4%	False	True	7

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	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0200
2.618	0.9935
1.618	0.9773
1.000	0.9673
0.618	0.9611
HIGH	0.9511
0.618	0.9449
0.500	0.9430
0.382	0.9411
LOW	0.9349
0.618	0.9249
1.000	0.9187
1.618	0.9087
2.618	0.8925
4.250	0.8661

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	0.9430	0.9520
PP	0.9419	0.9479
S1	0.9409	0.9439

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

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