CME Australian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary Previous Current 26-Sep-2011 27-Sep-2011 Change Change % Previous Week Open 0.9494 0.9692 0.0198 2.1% 0.9902 High 0.9494 0.9692 0.0198 2.1% 0.9989 Low 0.9494 0.9692 0.0198 2.1% 0.9453 Close 0.9494 0.9692 0.0198 2.1% 0.9469 Range ATR 0.0102 0.0109 0.0007 6.7% 0.0000 Volume 2 2 0 0.0% 46
Daily Pivots for day following 27-Sep-2011 Classic Woodie Camarilla DeMark R4 0.9692 0.9692 0.9692 R3 0.9692 0.9692 0.9692 R2 0.9692 0.9692 0.9692 R1 0.9692 0.9692 0.9692 0.9692 PP 0.9692 0.9692 0.9692 0.9692 S1 0.9692 0.9692 0.9692 0.9692 S2 0.9692 0.9692 0.9692 S3 0.9692 0.9692 0.9692 S4 0.9692 0.9692 0.9692	Weekly Pivots for week ending 23-Sep-2011 Classic Woodie Camarilla DeMark R4 1.1245 1.0893 0.9764 R3 1.0709 1.0357 0.9616 R2 1.0173 1.0173 0.9567 R1 0.9821 0.9821 0.9518 0.9729 PP 0.9637 0.9637 0.9637 0.9591 S1 0.9285 0.9285 0.9420 0.9193 S2 0.9101 0.9101 0.9371 S3 0.8565 0.8749 0.9322 S4 0.8029 0.8213 0.9174
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9900 0.9453 0.0447 4.6% 0.0010 0.1% 53% False False 4 10 1.0095 0.9453 0.0642 6.6% 0.0005 0.1% 37% False False 9 20 1.0398 0.9453 0.0945 9.8% 0.0003 0.0% 25% False False 6 40 1.0413 0.9453 0.0960 9.9% 0.0004 0.0% 25% False False 5
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 0.9692 2.618 0.9692 1.618 0.9692 1.000 0.9692 0.618 0.9692 HIGH 0.9692 0.618 0.9692 0.500 0.9692 0.382 0.9692 LOW 0.9692 0.618 0.9692 1.000 0.9692 1.618 0.9692 2.618 0.9692 4.250 0.9692
Fisher Pivots for day following 27-Sep-2011 Pivot 1 day 3 day R1 0.9692 0.9655 PP 0.9692 0.9618 S1 0.9692 0.9581

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