CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 24-May-2013

Day Change Summary
	Previous	Current
	23-May-2013	24-May-2013	Change	Change %	Previous Week
Open	0.9614	0.9662	0.0048	0.5%	0.9675
High	0.9701	0.9662	-0.0039	-0.4%	0.9761
Low	0.9520	0.9560	0.0040	0.4%	0.9520
Close	0.9660	0.9566	-0.0094	-1.0%	0.9566
Range	0.0181	0.0102	-0.0079	-43.6%	0.0241
ATR	0.0100	0.0100	0.0000	0.2%	0.0000
Volume	1,810	3,238	1,428	78.9%	9,369

Daily Pivots for day following 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9902	0.9836	0.9622
R3	0.9800	0.9734	0.9594
R2	0.9698	0.9698	0.9585
R1	0.9632	0.9632	0.9575	0.9614
PP	0.9596	0.9596	0.9596	0.9587
S1	0.9530	0.9530	0.9557	0.9512
S2	0.9494	0.9494	0.9547
S3	0.9392	0.9428	0.9538
S4	0.9290	0.9326	0.9510

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0339	1.0193	0.9699
R3	1.0098	0.9952	0.9632
R2	0.9857	0.9857	0.9610
R1	0.9711	0.9711	0.9588	0.9664
PP	0.9616	0.9616	0.9616	0.9592
S1	0.9470	0.9470	0.9544	0.9423
S2	0.9375	0.9375	0.9522
S3	0.9134	0.9229	0.9500
S4	0.8893	0.8988	0.9433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9761	0.9520	0.0241	2.5%	0.0123	1.3%	19%	False	False	1,873
10	0.9919	0.9520	0.0399	4.2%	0.0109	1.1%	12%	False	False	1,611
20	1.0283	0.9520	0.0763	8.0%	0.0101	1.1%	6%	False	False	1,027
40	1.0454	0.9520	0.0934	9.8%	0.0086	0.9%	5%	False	False	587
60	1.0454	0.9520	0.0934	9.8%	0.0067	0.7%	5%	False	False	396
80	1.0454	0.9520	0.0934	9.8%	0.0054	0.6%	5%	False	False	297
100	1.0454	0.9520	0.0934	9.8%	0.0043	0.4%	5%	False	False	238
120	1.0454	0.9520	0.0934	9.8%	0.0036	0.4%	5%	False	False	198

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0096
2.618	0.9929
1.618	0.9827
1.000	0.9764
0.618	0.9725
HIGH	0.9662
0.618	0.9623
0.500	0.9611
0.382	0.9599
LOW	0.9560
0.618	0.9497
1.000	0.9458
1.618	0.9395
2.618	0.9293
4.250	0.9127

Fisher Pivots for day following 24-May-2013
Pivot	1 day	3 day
R1	0.9611	0.9633
PP	0.9596	0.9611
S1	0.9581	0.9588

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

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