CME Australian Dollar Future December 2012

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Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary Previous Current 04-Jun-2012 05-Jun-2012 Change Change % Previous Week Open 0.9588 0.9594 0.0006 0.1% 0.9691 High 0.9588 0.9594 0.0006 0.1% 0.9691 Low 0.9588 0.9594 0.0006 0.1% 0.9545 Close 0.9588 0.9594 0.0006 0.1% 0.9545 Range ATR 0.0055 0.0052 -0.0004 -6.4% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 05-Jun-2012 Classic Woodie Camarilla DeMark R4 0.9594 0.9594 0.9594 R3 0.9594 0.9594 0.9594 R2 0.9594 0.9594 0.9594 R1 0.9594 0.9594 0.9594 0.9594 PP 0.9594 0.9594 0.9594 0.9594 S1 0.9594 0.9594 0.9594 0.9594 S2 0.9594 0.9594 0.9594 S3 0.9594 0.9594 0.9594 S4 0.9594 0.9594 0.9594	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 0.9600 0.9545 0.0055 0.6% 0.0021 0.2% 89% False False 1 10 0.9719 0.9545 0.0174 1.8% 0.0016 0.2% 28% False False 1 20 0.9930 0.9545 0.0385 4.0% 0.0010 0.1% 13% False False 4 40 1.0241 0.9545 0.0696 7.3% 0.0005 0.1% 7% False 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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 0.9594 2.618 0.9594 1.618 0.9594 1.000 0.9594 0.618 0.9594 HIGH 0.9594 0.618 0.9594 0.500 0.9594 0.382 0.9594 LOW 0.9594 0.618 0.9594 1.000 0.9594 1.618 0.9594 2.618 0.9594 4.250 0.9594
Fisher Pivots for day following 05-Jun-2012 Pivot 1 day 3 day R1 0.9594 0.9587 PP 0.9594 0.9580 S1 0.9594 0.9573

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