CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 03-Oct-2013

Day Change Summary
	Previous	Current
	02-Oct-2013	03-Oct-2013	Change	Change %	Previous Week
Open	0.9349	0.9341	-0.0008	-0.1%	0.9328
High	0.9362	0.9372	0.0010	0.1%	0.9406
Low	0.9287	0.9323	0.0036	0.4%	0.9250
Close	0.9341	0.9358	0.0017	0.2%	0.9272
Range	0.0075	0.0049	-0.0026	-34.7%	0.0156
ATR	0.0094	0.0091	-0.0003	-3.4%	0.0000
Volume	82,177	65,488	-16,689	-20.3%	310,590

Daily Pivots for day following 03-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9498	0.9477	0.9385
R3	0.9449	0.9428	0.9371
R2	0.9400	0.9400	0.9367
R1	0.9379	0.9379	0.9362	0.9390
PP	0.9351	0.9351	0.9351	0.9356
S1	0.9330	0.9330	0.9354	0.9341
S2	0.9302	0.9302	0.9349
S3	0.9253	0.9281	0.9345
S4	0.9204	0.9232	0.9331

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%	0.0085	0.9%	80%	False	False	75,101
10	0.9406	0.9235	0.0171	1.8%	0.0077	0.8%	72%	False	False	71,262
20	0.9476	0.9058	0.0418	4.5%	0.0089	1.0%	72%	False	False	64,846
40	0.9476	0.8830	0.0646	6.9%	0.0094	1.0%	82%	False	False	33,647
60	0.9476	0.8769	0.0707	7.6%	0.0099	1.1%	83%	False	False	22,577
80	0.9502	0.8769	0.0733	7.8%	0.0101	1.1%	80%	False	False	16,963
100	0.9775	0.8769	0.1006	10.8%	0.0097	1.0%	59%	False	False	13,572
120	1.0199	0.8769	0.1430	15.3%	0.0085	0.9%	41%	False	False	11,311

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9580
2.618	0.9500
1.618	0.9451
1.000	0.9421
0.618	0.9402
HIGH	0.9372
0.618	0.9353
0.500	0.9348
0.382	0.9342
LOW	0.9323
0.618	0.9293
1.000	0.9274
1.618	0.9244
2.618	0.9195
4.250	0.9115

Fisher Pivots for day following 03-Oct-2013
Pivot	1 day	3 day
R1	0.9355	0.9344
PP	0.9351	0.9330
S1	0.9348	0.9316

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

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