CME Australian Dollar Future March 2013

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Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary Previous Current 11-Sep-2012 12-Sep-2012 Change Change % Previous Week Open 1.0266 1.0282 0.0016 0.2% 1.0058 High 1.0266 1.0282 0.0016 0.2% 1.0223 Low 1.0266 1.0282 0.0016 0.2% 1.0010 Close 1.0266 1.0282 0.0016 0.2% 1.0223 Range ATR 0.0054 0.0051 -0.0003 -5.0% 0.0000 Volume 4 8 4 100.0% 10
Daily Pivots for day following 12-Sep-2012 Classic Woodie Camarilla DeMark R4 1.0282 1.0282 1.0282 R3 1.0282 1.0282 1.0282 R2 1.0282 1.0282 1.0282 R1 1.0282 1.0282 1.0282 1.0282 PP 1.0282 1.0282 1.0282 1.0282 S1 1.0282 1.0282 1.0282 1.0282 S2 1.0282 1.0282 1.0282 S3 1.0282 1.0282 1.0282 S4 1.0282 1.0282 1.0282	Weekly Pivots for week ending 07-Sep-2012 Classic Woodie Camarilla DeMark R4 1.0791 1.0720 1.0340 R3 1.0578 1.0507 1.0282 R2 1.0365 1.0365 1.0262 R1 1.0294 1.0294 1.0243 1.0330 PP 1.0152 1.0152 1.0152 1.0170 S1 1.0081 1.0081 1.0203 1.0117 S2 0.9939 0.9939 1.0184 S3 0.9726 0.9868 1.0164 S4 0.9513 0.9655 1.0106
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0282 1.0125 0.0157 1.5% 0.0000 0.0% 100% True False 4 10 1.0282 1.0010 0.0272 2.6% 0.0009 0.1% 100% True False 2 20 1.0322 1.0010 0.0312 3.0% 0.0005 0.0% 87% False False 1 40 1.0375 1.0010 0.0365 3.5% 0.0002 0.0% 75% False False 1 60 1.0375 0.9780 0.0595 5.8% 0.0002 0.0% 84% False False 1 80 1.0375 0.9492 0.0883 8.6% 0.0001 0.0% 89% False False 1
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 1.0282 2.618 1.0282 1.618 1.0282 1.000 1.0282 0.618 1.0282 HIGH 1.0282 0.618 1.0282 0.500 1.0282 0.382 1.0282 LOW 1.0282 0.618 1.0282 1.000 1.0282 1.618 1.0282 2.618 1.0282 4.250 1.0282
Fisher Pivots for day following 12-Sep-2012 Pivot 1 day 3 day R1 1.0282 1.0264 PP 1.0282 1.0245 S1 1.0282 1.0227

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