CME Australian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary Previous Current 02-Nov-2011 03-Nov-2011 Change Change % Previous Week Open 1.0093 1.0172 0.0079 0.8% 1.0218 High 1.0093 1.0172 0.0079 0.8% 1.0454 Low 1.0093 1.0172 0.0079 0.8% 1.0136 Close 1.0093 1.0172 0.0079 0.8% 1.0446 Range ATR 0.0096 0.0095 -0.0001 -1.3% 0.0000 Volume
Daily Pivots for day following 03-Nov-2011 Classic Woodie Camarilla DeMark R4 1.0172 1.0172 1.0172 R3 1.0172 1.0172 1.0172 R2 1.0172 1.0172 1.0172 R1 1.0172 1.0172 1.0172 1.0172 PP 1.0172 1.0172 1.0172 1.0172 S1 1.0172 1.0172 1.0172 1.0172 S2 1.0172 1.0172 1.0172 S3 1.0172 1.0172 1.0172 S4 1.0172 1.0172 1.0172	Weekly Pivots for week ending 28-Oct-2011 Classic Woodie Camarilla DeMark R4 1.1299 1.1191 1.0621 R3 1.0981 1.0873 1.0533 R2 1.0663 1.0663 1.0504 R1 1.0555 1.0555 1.0475 1.0609 PP 1.0345 1.0345 1.0345 1.0373 S1 1.0237 1.0237 1.0417 1.0291 S2 1.0027 1.0027 1.0388 S3 0.9709 0.9919 1.0359 S4 0.9391 0.9601 1.0271
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0451 1.0093 0.0358 3.5% 0.0000 0.0% 22% False False 1 10 1.0454 1.0073 0.0381 3.7% 0.0000 0.0% 26% False False 1 20 1.0454 0.9536 0.0918 9.0% 0.0000 0.0% 69% False False 1 40 1.0454 0.9172 0.1282 12.6% 0.0001 0.0% 78% False False 3 60 1.0454 0.9172 0.1282 12.6% 0.0001 0.0% 78% False False 3
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 1.0172 2.618 1.0172 1.618 1.0172 1.000 1.0172 0.618 1.0172 HIGH 1.0172 0.618 1.0172 0.500 1.0172 0.382 1.0172 LOW 1.0172 0.618 1.0172 1.000 1.0172 1.618 1.0172 2.618 1.0172 4.250 1.0172
Fisher Pivots for day following 03-Nov-2011 Pivot 1 day 3 day R1 1.0172 1.0159 PP 1.0172 1.0146 S1 1.0172 1.0133

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