CME Australian Dollar Future March 2012

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Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary Previous Current 13-Jul-2011 14-Jul-2011 Change Change % Previous Week Open 1.0441 1.0400 -0.0041 -0.4% 1.0357 High 1.0441 1.0400 -0.0041 -0.4% 1.0443 Low 1.0441 1.0400 -0.0041 -0.4% 1.0353 Close 1.0441 1.0400 -0.0041 -0.4% 1.0415 Range ATR 0.0063 0.0061 -0.0002 -2.5% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 14-Jul-2011 Classic Woodie Camarilla DeMark R4 1.0400 1.0400 1.0400 R3 1.0400 1.0400 1.0400 R2 1.0400 1.0400 1.0400 R1 1.0400 1.0400 1.0400 1.0400 PP 1.0400 1.0400 1.0400 1.0400 S1 1.0400 1.0400 1.0400 1.0400 S2 1.0400 1.0400 1.0400 S3 1.0400 1.0400 1.0400 S4 1.0400 1.0400 1.0400	Weekly Pivots for week ending 08-Jul-2011 Classic Woodie Camarilla DeMark R4 1.0674 1.0634 1.0465 R3 1.0584 1.0544 1.0440 R2 1.0494 1.0494 1.0432 R1 1.0454 1.0454 1.0423 1.0474 PP 1.0404 1.0404 1.0404 1.0414 S1 1.0364 1.0364 1.0407 1.0384 S2 1.0314 1.0314 1.0399 S3 1.0224 1.0274 1.0390 S4 1.0134 1.0184 1.0366
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0441 1.0318 0.0123 1.2% 0.0000 0.0% 67% False False 1 10 1.0443 1.0318 0.0125 1.2% 0.0000 0.0% 66% False False 1 20 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 87% False False 1 40 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 87% False False 1
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 0.0000	Fibonacci Retracements and Extensions 4.250 1.0400 2.618 1.0400 1.618 1.0400 1.000 1.0400 0.618 1.0400 HIGH 1.0400 0.618 1.0400 0.500 1.0400 0.382 1.0400 LOW 1.0400 0.618 1.0400 1.000 1.0400 1.618 1.0400 2.618 1.0400 4.250 1.0400
Fisher Pivots for day following 14-Jul-2011 Pivot 1 day 3 day R1 1.0400 1.0393 PP 1.0400 1.0386 S1 1.0400 1.0380

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