CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 09-Oct-2013

Day Change Summary
	Previous	Current
	08-Oct-2013	09-Oct-2013	Change	Change %	Previous Week
Open	0.9381	0.9376	-0.0005	-0.1%	0.9263
High	0.9441	0.9423	-0.0018	-0.2%	0.9415
Low	0.9369	0.9371	0.0002	0.0%	0.9235
Close	0.9384	0.9406	0.0022	0.2%	0.9388
Range	0.0072	0.0052	-0.0020	-27.8%	0.0180
ATR	0.0086	0.0084	-0.0002	-2.8%	0.0000
Volume	69,262	69,611	349	0.5%	384,108

Daily Pivots for day following 09-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9556	0.9533	0.9435
R3	0.9504	0.9481	0.9420
R2	0.9452	0.9452	0.9416
R1	0.9429	0.9429	0.9411	0.9441
PP	0.9400	0.9400	0.9400	0.9406
S1	0.9377	0.9377	0.9401	0.9389
S2	0.9348	0.9348	0.9396
S3	0.9296	0.9325	0.9392
S4	0.9244	0.9273	0.9377

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9886	0.9817	0.9487
R3	0.9706	0.9637	0.9438
R2	0.9526	0.9526	0.9421
R1	0.9457	0.9457	0.9405	0.9492
PP	0.9346	0.9346	0.9346	0.9363
S1	0.9277	0.9277	0.9372	0.9312
S2	0.9166	0.9166	0.9355
S3	0.8986	0.9097	0.9339
S4	0.8806	0.8917	0.9289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9441	0.9323	0.0118	1.3%	0.0061	0.6%	70%	False	False	64,470
10	0.9441	0.9235	0.0206	2.2%	0.0074	0.8%	83%	False	False	69,546
20	0.9476	0.9167	0.0309	3.3%	0.0086	0.9%	77%	False	False	72,255
40	0.9476	0.8830	0.0646	6.9%	0.0089	0.9%	89%	False	False	40,007
60	0.9476	0.8769	0.0707	7.5%	0.0093	1.0%	90%	False	False	26,846
80	0.9476	0.8769	0.0707	7.5%	0.0100	1.1%	90%	False	False	20,173
100	0.9679	0.8769	0.0910	9.7%	0.0098	1.0%	70%	False	False	16,141
120	1.0197	0.8769	0.1428	15.2%	0.0087	0.9%	45%	False	False	13,451

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

Fibonacci Retracements and Extensions
4.250	0.9644
2.618	0.9559
1.618	0.9507
1.000	0.9475
0.618	0.9455
HIGH	0.9423
0.618	0.9403
0.500	0.9397
0.382	0.9391
LOW	0.9371
0.618	0.9339
1.000	0.9319
1.618	0.9287
2.618	0.9235
4.250	0.9150

Fisher Pivots for day following 09-Oct-2013
Pivot	1 day	3 day
R1	0.9403	0.9402
PP	0.9400	0.9397
S1	0.9397	0.9393

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

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