CME Australian Dollar Future March 2012

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Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary Previous Current 16-Aug-2011 17-Aug-2011 Change Change % Previous Week Open 1.0224 1.0319 0.0095 0.9% 0.9975 High 1.0224 1.0319 0.0095 0.9% 1.0126 Low 1.0224 1.0319 0.0095 0.9% 0.9853 Close 1.0224 1.0319 0.0095 0.9% 1.0126 Range ATR 0.0087 0.0087 0.0001 0.7% 0.0000 Volume 8 8 0 0.0% 40
Daily Pivots for day following 17-Aug-2011 Classic Woodie Camarilla DeMark R4 1.0319 1.0319 1.0319 R3 1.0319 1.0319 1.0319 R2 1.0319 1.0319 1.0319 R1 1.0319 1.0319 1.0319 1.0319 PP 1.0319 1.0319 1.0319 1.0319 S1 1.0319 1.0319 1.0319 1.0319 S2 1.0319 1.0319 1.0319 S3 1.0319 1.0319 1.0319 S4 1.0319 1.0319 1.0319	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 1.0319 1.0075 0.0244 2.4% 0.0000 0.0% 100% True False 8 10 1.0319 0.9853 0.0466 4.5% 0.0000 0.0% 100% True False 8 20 1.0696 0.9853 0.0843 8.2% 0.0001 0.0% 55% False False 4 40 1.0696 0.9853 0.0843 8.2% 0.0001 0.0% 55% False False 3 60 1.0696 0.9853 0.0843 8.2% 0.0000 0.0% 55% 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 1.0319 2.618 1.0319 1.618 1.0319 1.000 1.0319 0.618 1.0319 HIGH 1.0319 0.618 1.0319 0.500 1.0319 0.382 1.0319 LOW 1.0319 0.618 1.0319 1.000 1.0319 1.618 1.0319 2.618 1.0319 4.250 1.0319
Fisher Pivots for day following 17-Aug-2011 Pivot 1 day 3 day R1 1.0319 1.0303 PP 1.0319 1.0287 S1 1.0319 1.0272

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