CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 13-May-2013

Day Change Summary
	Previous	Current
	10-May-2013	13-May-2013	Change	Change %	Previous Week
Open	1.0003	0.9900	-0.0103	-1.0%	1.0204
High	1.0006	0.9919	-0.0087	-0.9%	1.0207
Low	0.9874	0.9856	-0.0018	-0.2%	0.9874
Close	0.9922	0.9869	-0.0053	-0.5%	0.9922
Range	0.0132	0.0063	-0.0069	-52.3%	0.0333
ATR	0.0084	0.0083	-0.0001	-1.5%	0.0000
Volume	591	1,615	1,024	173.3%	3,801

Daily Pivots for day following 13-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0070	1.0033	0.9904
R3	1.0007	0.9970	0.9886
R2	0.9944	0.9944	0.9881
R1	0.9907	0.9907	0.9875	0.9894
PP	0.9881	0.9881	0.9881	0.9875
S1	0.9844	0.9844	0.9863	0.9831
S2	0.9818	0.9818	0.9857
S3	0.9755	0.9781	0.9852
S4	0.9692	0.9718	0.9834

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1000	1.0794	1.0105
R3	1.0667	1.0461	1.0014
R2	1.0334	1.0334	0.9983
R1	1.0128	1.0128	0.9953	1.0065
PP	1.0001	1.0001	1.0001	0.9969
S1	0.9795	0.9795	0.9891	0.9732
S2	0.9668	0.9668	0.9861
S3	0.9335	0.9462	0.9830
S4	0.9002	0.9129	0.9739

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0184	0.9856	0.0328	3.3%	0.0110	1.1%	4%	False	True	1,043
10	1.0283	0.9856	0.0427	4.3%	0.0090	0.9%	3%	False	True	598
20	1.0283	0.9856	0.0427	4.3%	0.0079	0.8%	3%	False	True	406
40	1.0454	0.9856	0.0598	6.1%	0.0067	0.7%	2%	False	True	230
60	1.0454	0.9856	0.0598	6.1%	0.0052	0.5%	2%	False	True	154
80	1.0454	0.9856	0.0598	6.1%	0.0041	0.4%	2%	False	True	116
100	1.0454	0.9856	0.0598	6.1%	0.0033	0.3%	2%	False	True	93
120	1.0454	0.9856	0.0598	6.1%	0.0027	0.3%	2%	False	True	78

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0187
2.618	1.0084
1.618	1.0021
1.000	0.9982
0.618	0.9958
HIGH	0.9919
0.618	0.9895
0.500	0.9888
0.382	0.9880
LOW	0.9856
0.618	0.9817
1.000	0.9793
1.618	0.9754
2.618	0.9691
4.250	0.9588

Fisher Pivots for day following 13-May-2013
Pivot	1 day	3 day
R1	0.9888	1.0020
PP	0.9881	0.9970
S1	0.9875	0.9919

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These figures are updated between 7pm and 10pm EST after a trading day.

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