CME Australian Dollar Future March 2012

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Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary Previous Current 01-Aug-2011 02-Aug-2011 Change Change % Previous Week Open 1.0648 1.0515 -0.0133 -1.2% 1.0552 High 1.0648 1.0515 -0.0133 -1.2% 1.0696 Low 1.0648 1.0515 -0.0133 -1.2% 1.0552 Close 1.0648 1.0515 -0.0133 -1.2% 1.0692 Range ATR 0.0050 0.0056 0.0006 11.9% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 02-Aug-2011 Classic Woodie Camarilla DeMark R4 1.0515 1.0515 1.0515 R3 1.0515 1.0515 1.0515 R2 1.0515 1.0515 1.0515 R1 1.0515 1.0515 1.0515 1.0515 PP 1.0515 1.0515 1.0515 1.0515 S1 1.0515 1.0515 1.0515 1.0515 S2 1.0515 1.0515 1.0515 S3 1.0515 1.0515 1.0515 S4 1.0515 1.0515 1.0515	Weekly Pivots for week ending 29-Jul-2011 Classic Woodie Camarilla DeMark R4 1.1079 1.1029 1.0771 R3 1.0935 1.0885 1.0732 R2 1.0791 1.0791 1.0718 R1 1.0741 1.0741 1.0705 1.0766 PP 1.0647 1.0647 1.0647 1.0659 S1 1.0597 1.0597 1.0679 1.0622 S2 1.0503 1.0503 1.0666 S3 1.0359 1.0453 1.0652 S4 1.0215 1.0309 1.0613
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0696 1.0515 0.0181 1.7% 0.0000 0.0% 0% False True 2 10 1.0696 1.0434 0.0262 2.5% 0.0000 0.0% 31% False False 1 20 1.0696 1.0302 0.0394 3.7% 0.0000 0.0% 54% False False 1 40 1.0696 1.0100 0.0596 5.7% 0.0000 0.0% 70% False False 1 60 1.0696 1.0100 0.0596 5.7% 0.0000 0.0% 70% 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 1.0515 2.618 1.0515 1.618 1.0515 1.000 1.0515 0.618 1.0515 HIGH 1.0515 0.618 1.0515 0.500 1.0515 0.382 1.0515 LOW 1.0515 0.618 1.0515 1.000 1.0515 1.618 1.0515 2.618 1.0515 4.250 1.0515
Fisher Pivots for day following 02-Aug-2011 Pivot 1 day 3 day R1 1.0515 1.0604 PP 1.0515 1.0574 S1 1.0515 1.0545

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