CME Australian Dollar Future September 2011

Trading Metrics calculated at close of trading on 15-Apr-2011

Day Change Summary
	Previous	Current
	14-Apr-2011	15-Apr-2011	Change	Change %	Previous Week
Open	1.0289	1.0340	0.0051	0.5%	1.0355
High	1.0329	1.0366	0.0037	0.4%	1.0366
Low	1.0260	1.0310	0.0050	0.5%	1.0189
Close	1.0335	1.0365	0.0030	0.3%	1.0365
Range	0.0069	0.0056	-0.0013	-18.8%	0.0177
ATR	0.0081	0.0079	-0.0002	-2.2%	0.0000
Volume	43	37	-6	-14.0%	481

Daily Pivots for day following 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0515	1.0496	1.0396
R3	1.0459	1.0440	1.0380
R2	1.0403	1.0403	1.0375
R1	1.0384	1.0384	1.0370	1.0394
PP	1.0347	1.0347	1.0347	1.0352
S1	1.0328	1.0328	1.0360	1.0338
S2	1.0291	1.0291	1.0355
S3	1.0235	1.0272	1.0350
S4	1.0179	1.0216	1.0334

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0838	1.0778	1.0462
R3	1.0661	1.0601	1.0414
R2	1.0484	1.0484	1.0397
R1	1.0424	1.0424	1.0381	1.0454
PP	1.0307	1.0307	1.0307	1.0322
S1	1.0247	1.0247	1.0349	1.0277
S2	1.0130	1.0130	1.0333
S3	0.9953	1.0070	1.0316
S4	0.9776	0.9893	1.0268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0366	1.0189	0.0177	1.7%	0.0067	0.6%	99%	True	False	96
10	1.0366	1.0102	0.0264	2.5%	0.0072	0.7%	100%	True	False	100
20	1.0366	0.9760	0.0606	5.8%	0.0067	0.6%	100%	True	False	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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0604
2.618	1.0513
1.618	1.0457
1.000	1.0422
0.618	1.0401
HIGH	1.0366
0.618	1.0345
0.500	1.0338
0.382	1.0331
LOW	1.0310
0.618	1.0275
1.000	1.0254
1.618	1.0219
2.618	1.0163
4.250	1.0072

Fisher Pivots for day following 15-Apr-2011
Pivot	1 day	3 day
R1	1.0356	1.0348
PP	1.0347	1.0330
S1	1.0338	1.0313

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

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