CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 10-Oct-2013

Day Change Summary
	Previous	Current
	09-Oct-2013	10-Oct-2013	Change	Change %	Previous Week
Open	0.9376	0.9408	0.0032	0.3%	0.9263
High	0.9423	0.9434	0.0011	0.1%	0.9415
Low	0.9371	0.9350	-0.0021	-0.2%	0.9235
Close	0.9406	0.9419	0.0013	0.1%	0.9388
Range	0.0052	0.0084	0.0032	61.5%	0.0180
ATR	0.0084	0.0084	0.0000	0.0%	0.0000
Volume	69,611	86,904	17,293	24.8%	384,108

Daily Pivots for day following 10-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9653	0.9620	0.9465
R3	0.9569	0.9536	0.9442
R2	0.9485	0.9485	0.9434
R1	0.9452	0.9452	0.9427	0.9469
PP	0.9401	0.9401	0.9401	0.9409
S1	0.9368	0.9368	0.9411	0.9385
S2	0.9317	0.9317	0.9404
S3	0.9233	0.9284	0.9396
S4	0.9149	0.9200	0.9373

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	0.9345	0.0096	1.0%	0.0068	0.7%	77%	False	False	68,753
10	0.9441	0.9235	0.0206	2.2%	0.0076	0.8%	89%	False	False	71,927
20	0.9476	0.9167	0.0309	3.3%	0.0083	0.9%	82%	False	False	73,628
40	0.9476	0.8830	0.0646	6.9%	0.0090	1.0%	91%	False	False	42,171
60	0.9476	0.8769	0.0707	7.5%	0.0093	1.0%	92%	False	False	28,290
80	0.9476	0.8769	0.0707	7.5%	0.0100	1.1%	92%	False	False	21,259
100	0.9673	0.8769	0.0904	9.6%	0.0098	1.0%	72%	False	False	17,010
120	1.0197	0.8769	0.1428	15.2%	0.0088	0.9%	46%	False	False	14,176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9791
2.618	0.9654
1.618	0.9570
1.000	0.9518
0.618	0.9486
HIGH	0.9434
0.618	0.9402
0.500	0.9392
0.382	0.9382
LOW	0.9350
0.618	0.9298
1.000	0.9266
1.618	0.9214
2.618	0.9130
4.250	0.8993

Fisher Pivots for day following 10-Oct-2013
Pivot	1 day	3 day
R1	0.9410	0.9411
PP	0.9401	0.9403
S1	0.9392	0.9396

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

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