CME Australian Dollar Future March 2012

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Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary Previous Current 22-Aug-2011 23-Aug-2011 Change Change % Previous Week Open 1.0196 1.0274 0.0078 0.8% 1.0267 High 1.0196 1.0274 0.0078 0.8% 1.0319 Low 1.0196 1.0274 0.0078 0.8% 1.0143 Close 1.0196 1.0274 0.0078 0.8% 1.0161 Range ATR 0.0084 0.0084 0.0000 -0.5% 0.0000 Volume 3 3 0 0.0% 30
Daily Pivots for day following 23-Aug-2011 Classic Woodie Camarilla DeMark R4 1.0274 1.0274 1.0274 R3 1.0274 1.0274 1.0274 R2 1.0274 1.0274 1.0274 R1 1.0274 1.0274 1.0274 1.0274 PP 1.0274 1.0274 1.0274 1.0274 S1 1.0274 1.0274 1.0274 1.0274 S2 1.0274 1.0274 1.0274 S3 1.0274 1.0274 1.0274 S4 1.0274 1.0274 1.0274	Weekly Pivots for week ending 19-Aug-2011 Classic Woodie Camarilla DeMark R4 1.0736 1.0624 1.0258 R3 1.0560 1.0448 1.0209 R2 1.0384 1.0384 1.0193 R1 1.0272 1.0272 1.0177 1.0240 PP 1.0208 1.0208 1.0208 1.0192 S1 1.0096 1.0096 1.0145 1.0064 S2 1.0032 1.0032 1.0129 S3 0.9856 0.9920 1.0113 S4 0.9680 0.9744 1.0064
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0319 1.0143 0.0176 1.7% 0.0000 0.0% 74% False False 4 10 1.0319 1.0025 0.0294 2.9% 0.0000 0.0% 85% False False 6 20 1.0696 0.9853 0.0843 8.2% 0.0001 0.0% 50% False False 5 40 1.0696 0.9853 0.0843 8.2% 0.0001 0.0% 50% False False 3 60 1.0696 0.9853 0.0843 8.2% 0.0000 0.0% 50% 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 1.0274 2.618 1.0274 1.618 1.0274 1.000 1.0274 0.618 1.0274 HIGH 1.0274 0.618 1.0274 0.500 1.0274 0.382 1.0274 LOW 1.0274 0.618 1.0274 1.000 1.0274 1.618 1.0274 2.618 1.0274 4.250 1.0274
Fisher Pivots for day following 23-Aug-2011 Pivot 1 day 3 day R1 1.0274 1.0255 PP 1.0274 1.0236 S1 1.0274 1.0218

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