CME Australian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary Previous Current 26-Oct-2011 27-Oct-2011 Change Change % Previous Week Open 1.0136 1.0454 0.0318 3.1% 1.0069 High 1.0136 1.0454 0.0318 3.1% 1.0073 Low 1.0136 1.0454 0.0318 3.1% 0.9958 Close 1.0136 1.0454 0.0318 3.1% 1.0073 Range ATR 0.0082 0.0099 0.0017 20.6% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Oct-2011 Classic Woodie Camarilla DeMark R4 1.0454 1.0454 1.0454 R3 1.0454 1.0454 1.0454 R2 1.0454 1.0454 1.0454 R1 1.0454 1.0454 1.0454 1.0454 PP 1.0454 1.0454 1.0454 1.0454 S1 1.0454 1.0454 1.0454 1.0454 S2 1.0454 1.0454 1.0454 S3 1.0454 1.0454 1.0454 S4 1.0454 1.0454 1.0454	Weekly Pivots for week ending 21-Oct-2011 Classic Woodie Camarilla DeMark R4 1.0380 1.0341 1.0136 R3 1.0265 1.0226 1.0105 R2 1.0150 1.0150 1.0094 R1 1.0111 1.0111 1.0084 1.0131 PP 1.0035 1.0035 1.0035 1.0044 S1 0.9996 0.9996 1.0062 1.0016 S2 0.9920 0.9920 1.0052 S3 0.9805 0.9881 1.0041 S4 0.9690 0.9766 1.0010
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0454 1.0073 0.0381 3.6% 0.0000 0.0% 100% True False 1 10 1.0454 0.9958 0.0496 4.7% 0.0000 0.0% 100% True False 1 20 1.0454 0.9172 0.1282 12.3% 0.0000 0.0% 100% True False 1 40 1.0454 0.9172 0.1282 12.3% 0.0001 0.0% 100% True False 3 60 1.0454 0.9172 0.1282 12.3% 0.0003 0.0% 100% True False 4
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 1.0454 2.618 1.0454 1.618 1.0454 1.000 1.0454 0.618 1.0454 HIGH 1.0454 0.618 1.0454 0.500 1.0454 0.382 1.0454 LOW 1.0454 0.618 1.0454 1.000 1.0454 1.618 1.0454 2.618 1.0454 4.250 1.0454
Fisher Pivots for day following 27-Oct-2011 Pivot 1 day 3 day R1 1.0454 1.0401 PP 1.0454 1.0348 S1 1.0454 1.0295

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