CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 02-Oct-2013

Day Change Summary
	Previous	Current
	01-Oct-2013	02-Oct-2013	Change	Change %	Previous Week
Open	0.9278	0.9349	0.0071	0.8%	0.9328
High	0.9389	0.9362	-0.0027	-0.3%	0.9406
Low	0.9242	0.9287	0.0045	0.5%	0.9250
Close	0.9341	0.9341	0.0000	0.0%	0.9272
Range	0.0147	0.0075	-0.0072	-49.0%	0.0156
ATR	0.0095	0.0094	-0.0001	-1.5%	0.0000
Volume	99,113	82,177	-16,936	-17.1%	310,590

Daily Pivots for day following 02-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9555	0.9523	0.9382
R3	0.9480	0.9448	0.9362
R2	0.9405	0.9405	0.9355
R1	0.9373	0.9373	0.9348	0.9352
PP	0.9330	0.9330	0.9330	0.9319
S1	0.9298	0.9298	0.9334	0.9277
S2	0.9255	0.9255	0.9327
S3	0.9180	0.9223	0.9320
S4	0.9105	0.9148	0.9300

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	0.9389	0.9235	0.0154	1.6%	0.0087	0.9%	69%	False	False	74,622
10	0.9471	0.9235	0.0236	2.5%	0.0082	0.9%	45%	False	False	74,641
20	0.9476	0.9057	0.0419	4.5%	0.0091	1.0%	68%	False	False	61,996
40	0.9476	0.8830	0.0646	6.9%	0.0095	1.0%	79%	False	False	32,029
60	0.9476	0.8769	0.0707	7.6%	0.0100	1.1%	81%	False	False	21,488
80	0.9502	0.8769	0.0733	7.8%	0.0102	1.1%	78%	False	False	16,145
100	0.9812	0.8769	0.1043	11.2%	0.0097	1.0%	55%	False	False	12,917
120	1.0199	0.8769	0.1430	15.3%	0.0085	0.9%	40%	False	False	10,765

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9681
2.618	0.9558
1.618	0.9483
1.000	0.9437
0.618	0.9408
HIGH	0.9362
0.618	0.9333
0.500	0.9325
0.382	0.9316
LOW	0.9287
0.618	0.9241
1.000	0.9212
1.618	0.9166
2.618	0.9091
4.250	0.8968

Fisher Pivots for day following 02-Oct-2013
Pivot	1 day	3 day
R1	0.9336	0.9331
PP	0.9330	0.9322
S1	0.9325	0.9312

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

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