CME Australian Dollar Future March 2013

Trading Metrics calculated at close of trading on 22-Oct-2012

Day Change Summary
	Previous	Current
	19-Oct-2012	22-Oct-2012	Change	Change %	Previous Week
Open	1.0250	1.0197	-0.0053	-0.5%	1.0101
High	1.0255	1.0212	-0.0043	-0.4%	1.0282
Low	1.0210	1.0183	-0.0027	-0.3%	1.0100
Close	1.0212	1.0185	-0.0027	-0.3%	1.0212
Range	0.0045	0.0029	-0.0016	-35.6%	0.0182
ATR	0.0060	0.0058	-0.0002	-3.7%	0.0000
Volume	190	45	-145	-76.3%	300

Daily Pivots for day following 22-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0280	1.0262	1.0201
R3	1.0251	1.0233	1.0193
R2	1.0222	1.0222	1.0190
R1	1.0204	1.0204	1.0188	1.0199
PP	1.0193	1.0193	1.0193	1.0191
S1	1.0175	1.0175	1.0182	1.0170
S2	1.0164	1.0164	1.0180
S3	1.0135	1.0146	1.0177
S4	1.0106	1.0117	1.0169

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0744	1.0660	1.0312
R3	1.0562	1.0478	1.0262
R2	1.0380	1.0380	1.0245
R1	1.0296	1.0296	1.0229	1.0338
PP	1.0198	1.0198	1.0198	1.0219
S1	1.0114	1.0114	1.0195	1.0156
S2	1.0016	1.0016	1.0179
S3	0.9834	0.9932	1.0162
S4	0.9652	0.9750	1.0112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0282	1.0127	0.0155	1.5%	0.0045	0.4%	37%	False	False	64
10	1.0282	1.0060	0.0222	2.2%	0.0045	0.4%	56%	False	False	41
20	1.0318	1.0025	0.0293	2.9%	0.0054	0.5%	55%	False	False	43
40	1.0470	1.0010	0.0460	4.5%	0.0041	0.4%	38%	False	False	34
60	1.0470	1.0010	0.0460	4.5%	0.0027	0.3%	38%	False	False	23
80	1.0470	0.9934	0.0536	5.3%	0.0020	0.2%	47%	False	False	17
100	1.0470	0.9492	0.0978	9.6%	0.0016	0.2%	71%	False	False	14

Crabel Price Patterns
NR	True
NR4	True
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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0335
2.618	1.0288
1.618	1.0259
1.000	1.0241
0.618	1.0230
HIGH	1.0212
0.618	1.0201
0.500	1.0198
0.382	1.0194
LOW	1.0183
0.618	1.0165
1.000	1.0154
1.618	1.0136
2.618	1.0107
4.250	1.0060

Fisher Pivots for day following 22-Oct-2012
Pivot	1 day	3 day
R1	1.0198	1.0233
PP	1.0193	1.0217
S1	1.0189	1.0201

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

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