CME Australian Dollar Future March 2013

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Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary Previous Current 13-Jun-2012 14-Jun-2012 Change Change % Previous Week Open 0.9745 0.9763 0.0018 0.2% 0.9536 High 0.9751 0.9763 0.0012 0.1% 0.9729 Low 0.9745 0.9763 0.0018 0.2% 0.9536 Close 0.9751 0.9763 0.0012 0.1% 0.9695 Range 0.0006 0.0000 -0.0006 -100.0% 0.0193 ATR 0.0046 0.0044 -0.0002 -5.3% 0.0000 Volume 2 1 -1 -50.0% 10
Daily Pivots for day following 14-Jun-2012 Classic Woodie Camarilla DeMark R4 0.9763 0.9763 0.9763 R3 0.9763 0.9763 0.9763 R2 0.9763 0.9763 0.9763 R1 0.9763 0.9763 0.9763 0.9763 PP 0.9763 0.9763 0.9763 0.9763 S1 0.9763 0.9763 0.9763 0.9763 S2 0.9763 0.9763 0.9763 S3 0.9763 0.9763 0.9763 S4 0.9763 0.9763 0.9763	Weekly Pivots for week ending 08-Jun-2012 Classic Woodie Camarilla DeMark R4 1.0232 1.0157 0.9801 R3 1.0039 0.9964 0.9748 R2 0.9846 0.9846 0.9730 R1 0.9771 0.9771 0.9713 0.9809 PP 0.9653 0.9653 0.9653 0.9672 S1 0.9578 0.9578 0.9677 0.9616 S2 0.9460 0.9460 0.9660 S3 0.9267 0.9385 0.9642 S4 0.9074 0.9192 0.9589
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9763 0.9677 0.0086 0.9% 0.0001 0.0% 100% True False 1 10 0.9763 0.9492 0.0271 2.8% 0.0001 0.0% 100% True False 1 20 0.9763 0.9492 0.0271 2.8% 0.0000 0.0% 100% True False 1
Crabel Price Patterns NR True 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 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9763 2.618 0.9763 1.618 0.9763 1.000 0.9763 0.618 0.9763 HIGH 0.9763 0.618 0.9763 0.500 0.9763 0.382 0.9763 LOW 0.9763 0.618 0.9763 1.000 0.9763 1.618 0.9763 2.618 0.9763 4.250 0.9763
Fisher Pivots for day following 14-Jun-2012 Pivot 1 day 3 day R1 0.9763 0.9757 PP 0.9763 0.9751 S1 0.9763 0.9745

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