CME Australian Dollar Future December 2011

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Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary Previous Current 11-May-2011 12-May-2011 Change Change % Previous Week Open 1.0374 1.0355 -0.0019 -0.2% 1.0638 High 1.0374 1.0355 -0.0019 -0.2% 1.0638 Low 1.0374 1.0355 -0.0019 -0.2% 1.0274 Close 1.0374 1.0355 -0.0019 -0.2% 1.0358 Range ATR 0.0073 0.0069 -0.0004 -5.3% 0.0000 Volume 12 12 0 0.0% 57
Daily Pivots for day following 12-May-2011 Classic Woodie Camarilla DeMark R4 1.0355 1.0355 1.0355 R3 1.0355 1.0355 1.0355 R2 1.0355 1.0355 1.0355 R1 1.0355 1.0355 1.0355 1.0355 PP 1.0355 1.0355 1.0355 1.0355 S1 1.0355 1.0355 1.0355 1.0355 S2 1.0355 1.0355 1.0355 S3 1.0355 1.0355 1.0355 S4 1.0355 1.0355 1.0355	Weekly Pivots for week ending 06-May-2011 Classic Woodie Camarilla DeMark R4 1.1515 1.1301 1.0558 R3 1.1151 1.0937 1.0458 R2 1.0787 1.0787 1.0425 R1 1.0573 1.0573 1.0391 1.0498 PP 1.0423 1.0423 1.0423 1.0386 S1 1.0209 1.0209 1.0325 1.0134 S2 1.0059 1.0059 1.0291 S3 0.9695 0.9845 1.0258 S4 0.9331 0.9481 1.0158
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0515 1.0355 0.0160 1.5% 0.0012 0.1% 0% False True 12 10 1.0651 1.0274 0.0377 3.6% 0.0008 0.1% 21% False False 10 20 1.0651 1.0190 0.0461 4.5% 0.0004 0.0% 36% False False 6 40 1.0651 0.9483 0.1168 11.3% 0.0003 0.0% 75% False False 4 60 1.0651 0.9483 0.1168 11.3% 0.0002 0.0% 75% False False 3
Crabel Price Patterns NR False 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 0.0002	Fibonacci Retracements and Extensions 4.250 1.0355 2.618 1.0355 1.618 1.0355 1.000 1.0355 0.618 1.0355 HIGH 1.0355 0.618 1.0355 0.500 1.0355 0.382 1.0355 LOW 1.0355 0.618 1.0355 1.000 1.0355 1.618 1.0355 2.618 1.0355 4.250 1.0355
Fisher Pivots for day following 12-May-2011 Pivot 1 day 3 day R1 1.0355 1.0435 PP 1.0355 1.0408 S1 1.0355 1.0382

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