CME Australian Dollar Future December 2012

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Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary Previous Current 01-Jun-2012 04-Jun-2012 Change Change % Previous Week Open 0.9600 0.9588 -0.0012 -0.1% 0.9691 High 0.9600 0.9588 -0.0012 -0.1% 0.9691 Low 0.9545 0.9588 0.0043 0.5% 0.9545 Close 0.9545 0.9588 0.0043 0.5% 0.9545 Range 0.0055 0.0000 -0.0055 -100.0% 0.0146 ATR 0.0056 0.0055 -0.0001 -1.7% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 04-Jun-2012 Classic Woodie Camarilla DeMark R4 0.9588 0.9588 0.9588 R3 0.9588 0.9588 0.9588 R2 0.9588 0.9588 0.9588 R1 0.9588 0.9588 0.9588 0.9588 PP 0.9588 0.9588 0.9588 0.9588 S1 0.9588 0.9588 0.9588 0.9588 S2 0.9588 0.9588 0.9588 S3 0.9588 0.9588 0.9588 S4 0.9588 0.9588 0.9588	Weekly Pivots for week ending 01-Jun-2012 Classic Woodie Camarilla DeMark R4 1.0032 0.9934 0.9625 R3 0.9886 0.9788 0.9585 R2 0.9740 0.9740 0.9572 R1 0.9642 0.9642 0.9558 0.9618 PP 0.9594 0.9594 0.9594 0.9582 S1 0.9496 0.9496 0.9532 0.9472 S2 0.9448 0.9448 0.9518 S3 0.9302 0.9350 0.9505 S4 0.9156 0.9204 0.9465
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9691 0.9545 0.0146 1.5% 0.0021 0.2% 29% False False 1 10 0.9719 0.9545 0.0174 1.8% 0.0016 0.2% 25% False False 1 20 1.0007 0.9545 0.0462 4.8% 0.0010 0.1% 9% False False 4 40 1.0241 0.9545 0.0696 7.3% 0.0005 0.1% 6% False False 4
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9588 2.618 0.9588 1.618 0.9588 1.000 0.9588 0.618 0.9588 HIGH 0.9588 0.618 0.9588 0.500 0.9588 0.382 0.9588 LOW 0.9588 0.618 0.9588 1.000 0.9588 1.618 0.9588 2.618 0.9588 4.250 0.9588
Fisher Pivots for day following 04-Jun-2012 Pivot 1 day 3 day R1 0.9588 0.9583 PP 0.9588 0.9578 S1 0.9588 0.9573

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