CME Australian Dollar Future March 2012

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Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary Previous Current 15-Aug-2011 16-Aug-2011 Change Change % Previous Week Open 1.0267 1.0224 -0.0043 -0.4% 0.9975 High 1.0267 1.0224 -0.0043 -0.4% 1.0126 Low 1.0267 1.0224 -0.0043 -0.4% 0.9853 Close 1.0267 1.0224 -0.0043 -0.4% 1.0126 Range ATR 0.0090 0.0087 -0.0003 -3.7% 0.0000 Volume 8 8 0 0.0% 40
Daily Pivots for day following 16-Aug-2011 Classic Woodie Camarilla DeMark R4 1.0224 1.0224 1.0224 R3 1.0224 1.0224 1.0224 R2 1.0224 1.0224 1.0224 R1 1.0224 1.0224 1.0224 1.0224 PP 1.0224 1.0224 1.0224 1.0224 S1 1.0224 1.0224 1.0224 1.0224 S2 1.0224 1.0224 1.0224 S3 1.0224 1.0224 1.0224 S4 1.0224 1.0224 1.0224	Weekly Pivots for week ending 12-Aug-2011 Classic Woodie Camarilla DeMark R4 1.0854 1.0763 1.0276 R3 1.0581 1.0490 1.0201 R2 1.0308 1.0308 1.0176 R1 1.0217 1.0217 1.0151 1.0263 PP 1.0035 1.0035 1.0035 1.0058 S1 0.9944 0.9944 1.0101 0.9990 S2 0.9762 0.9762 1.0076 S3 0.9489 0.9671 1.0051 S4 0.9216 0.9398 0.9976
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0267 1.0025 0.0242 2.4% 0.0000 0.0% 82% False False 8 10 1.0382 0.9853 0.0529 5.2% 0.0003 0.0% 70% False False 7 20 1.0696 0.9853 0.0843 8.2% 0.0001 0.0% 44% False False 4 40 1.0696 0.9853 0.0843 8.2% 0.0001 0.0% 44% False False 2 60 1.0696 0.9853 0.0843 8.2% 0.0000 0.0% 44% False False 2
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 1.0224 2.618 1.0224 1.618 1.0224 1.000 1.0224 0.618 1.0224 HIGH 1.0224 0.618 1.0224 0.500 1.0224 0.382 1.0224 LOW 1.0224 0.618 1.0224 1.000 1.0224 1.618 1.0224 2.618 1.0224 4.250 1.0224
Fisher Pivots for day following 16-Aug-2011 Pivot 1 day 3 day R1 1.0224 1.0215 PP 1.0224 1.0206 S1 1.0224 1.0197

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