CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 30-Sep-2013

Day Change Summary
	Previous	Current
	27-Sep-2013	30-Sep-2013	Change	Change %	Previous Week
Open	0.9317	0.9263	-0.0054	-0.6%	0.9328
High	0.9328	0.9309	-0.0019	-0.2%	0.9406
Low	0.9250	0.9235	-0.0015	-0.2%	0.9250
Close	0.9272	0.9279	0.0007	0.1%	0.9272
Range	0.0078	0.0074	-0.0004	-5.1%	0.0156
ATR	0.0092	0.0091	-0.0001	-1.4%	0.0000
Volume	56,843	71,886	15,043	26.5%	310,590

Daily Pivots for day following 30-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9496	0.9462	0.9320
R3	0.9422	0.9388	0.9299
R2	0.9348	0.9348	0.9293
R1	0.9314	0.9314	0.9286	0.9331
PP	0.9274	0.9274	0.9274	0.9283
S1	0.9240	0.9240	0.9272	0.9257
S2	0.9200	0.9200	0.9265
S3	0.9126	0.9166	0.9259
S4	0.9052	0.9092	0.9238

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9777	0.9681	0.9358
R3	0.9621	0.9525	0.9315
R2	0.9465	0.9465	0.9301
R1	0.9369	0.9369	0.9286	0.9339
PP	0.9309	0.9309	0.9309	0.9295
S1	0.9213	0.9213	0.9258	0.9183
S2	0.9153	0.9153	0.9243
S3	0.8997	0.9057	0.9229
S4	0.8841	0.8901	0.9186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9377	0.9235	0.0142	1.5%	0.0066	0.7%	31%	False	True	64,506
10	0.9476	0.9231	0.0245	2.6%	0.0087	0.9%	20%	False	False	73,187
20	0.9476	0.8864	0.0612	6.6%	0.0094	1.0%	68%	False	False	53,821
40	0.9476	0.8769	0.0707	7.6%	0.0094	1.0%	72%	False	False	27,517
60	0.9476	0.8769	0.0707	7.6%	0.0099	1.1%	72%	False	False	18,472
80	0.9502	0.8769	0.0733	7.9%	0.0102	1.1%	70%	False	False	13,879
100	1.0000	0.8769	0.1231	13.3%	0.0096	1.0%	41%	False	False	11,104
120	1.0359	0.8769	0.1590	17.1%	0.0083	0.9%	32%	False	False	9,254

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9624
2.618	0.9503
1.618	0.9429
1.000	0.9383
0.618	0.9355
HIGH	0.9309
0.618	0.9281
0.500	0.9272
0.382	0.9263
LOW	0.9235
0.618	0.9189
1.000	0.9161
1.618	0.9115
2.618	0.9041
4.250	0.8921

Fisher Pivots for day following 30-Sep-2013
Pivot	1 day	3 day
R1	0.9277	0.9295
PP	0.9274	0.9289
S1	0.9272	0.9284

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

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