CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 19-Jun-2013

Day Change Summary
	Previous	Current
	18-Jun-2013	19-Jun-2013	Change	Change %	Previous Week
Open	0.9490	0.9429	-0.0061	-0.6%	0.9340
High	0.9513	0.9500	-0.0013	-0.1%	0.9593
Low	0.9380	0.9225	-0.0155	-1.7%	0.9262
Close	0.9430	0.9281	-0.0149	-1.6%	0.9537
Range	0.0133	0.0275	0.0142	106.8%	0.0331
ATR	0.0134	0.0144	0.0010	7.5%	0.0000
Volume	102,096	145,030	42,934	42.1%	423,648

Daily Pivots for day following 19-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0160	0.9996	0.9432
R3	0.9885	0.9721	0.9357
R2	0.9610	0.9610	0.9331
R1	0.9446	0.9446	0.9306	0.9391
PP	0.9335	0.9335	0.9335	0.9308
S1	0.9171	0.9171	0.9256	0.9116
S2	0.9060	0.9060	0.9231
S3	0.8785	0.8896	0.9205
S4	0.8510	0.8621	0.9130

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0457	1.0328	0.9719
R3	1.0126	0.9997	0.9628
R2	0.9795	0.9795	0.9598
R1	0.9666	0.9666	0.9567	0.9731
PP	0.9464	0.9464	0.9464	0.9496
S1	0.9335	0.9335	0.9507	0.9400
S2	0.9133	0.9133	0.9476
S3	0.8802	0.9004	0.9446
S4	0.8471	0.8673	0.9355

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9593	0.9225	0.0368	4.0%	0.0171	1.8%	15%	False	True	120,092
10	0.9609	0.9225	0.0384	4.1%	0.0164	1.8%	15%	False	True	80,837
20	0.9746	0.9225	0.0521	5.6%	0.0154	1.7%	11%	False	True	43,499
40	1.0283	0.9225	0.1058	11.4%	0.0121	1.3%	5%	False	True	22,118
60	1.0454	0.9225	0.1229	13.2%	0.0103	1.1%	5%	False	True	14,785
80	1.0454	0.9225	0.1229	13.2%	0.0084	0.9%	5%	False	True	11,090
100	1.0454	0.9225	0.1229	13.2%	0.0069	0.7%	5%	False	True	8,873
120	1.0454	0.9225	0.1229	13.2%	0.0058	0.6%	5%	False	True	7,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0039
Widest range in 163 trading days

Fibonacci Retracements and Extensions
4.250	1.0669
2.618	1.0220
1.618	0.9945
1.000	0.9775
0.618	0.9670
HIGH	0.9500
0.618	0.9395
0.500	0.9363
0.382	0.9330
LOW	0.9225
0.618	0.9055
1.000	0.8950
1.618	0.8780
2.618	0.8505
4.250	0.8056

Fisher Pivots for day following 19-Jun-2013
Pivot	1 day	3 day
R1	0.9363	0.9402
PP	0.9335	0.9362
S1	0.9308	0.9321

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

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