CME Australian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary Previous Current 17-Nov-2011 18-Nov-2011 Change Change % Previous Week Open 0.9785 0.9805 0.0020 0.2% 0.9955 High 0.9785 0.9805 0.0020 0.2% 0.9978 Low 0.9785 0.9805 0.0020 0.2% 0.9785 Close 0.9785 0.9805 0.0020 0.2% 0.9805 Range ATR 0.0089 0.0084 -0.0005 -5.5% 0.0000 Volume
Daily Pivots for day following 18-Nov-2011 Classic Woodie Camarilla DeMark R4 0.9805 0.9805 0.9805 R3 0.9805 0.9805 0.9805 R2 0.9805 0.9805 0.9805 R1 0.9805 0.9805 0.9805 0.9805 PP 0.9805 0.9805 0.9805 0.9805 S1 0.9805 0.9805 0.9805 0.9805 S2 0.9805 0.9805 0.9805 S3 0.9805 0.9805 0.9805 S4 0.9805 0.9805 0.9805	Weekly Pivots for week ending 18-Nov-2011 Classic Woodie Camarilla DeMark R4 1.0435 1.0313 0.9911 R3 1.0242 1.0120 0.9858 R2 1.0049 1.0049 0.9840 R1 0.9927 0.9927 0.9823 0.9892 PP 0.9856 0.9856 0.9856 0.9838 S1 0.9734 0.9734 0.9787 0.9699 S2 0.9663 0.9663 0.9770 S3 0.9470 0.9541 0.9752 S4 0.9277 0.9348 0.9699
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9978 0.9785 0.0193 2.0% 0.0000 0.0% 10% False False 4 10 1.0158 0.9785 0.0373 3.8% 0.0001 0.0% 5% False False 6 20 1.0454 0.9785 0.0669 6.8% 0.0001 0.0% 3% False False 3 40 1.0454 0.9172 0.1282 13.1% 0.0000 0.0% 49% False False 2 60 1.0454 0.9172 0.1282 13.1% 0.0001 0.0% 49% 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 0.9805 2.618 0.9805 1.618 0.9805 1.000 0.9805 0.618 0.9805 HIGH 0.9805 0.618 0.9805 0.500 0.9805 0.382 0.9805 LOW 0.9805 0.618 0.9805 1.000 0.9805 1.618 0.9805 2.618 0.9805 4.250 0.9805
Fisher Pivots for day following 18-Nov-2011 Pivot 1 day 3 day R1 0.9805 0.9864 PP 0.9805 0.9844 S1 0.9805 0.9825

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