CME Australian Dollar Future September 2011

Trading Metrics calculated at close of trading on 13-May-2011

Day Change Summary
	Previous	Current
	12-May-2011	13-May-2011	Change	Change %	Previous Week
Open	1.0524	1.0485	-0.0039	-0.4%	1.0525
High	1.0528	1.0535	0.0007	0.1%	1.0700
Low	1.0398	1.0349	-0.0049	-0.5%	1.0349
Close	1.0480	1.0409	-0.0071	-0.7%	1.0409
Range	0.0130	0.0186	0.0056	43.1%	0.0351
ATR	0.0119	0.0123	0.0005	4.1%	0.0000
Volume	252	255	3	1.2%	954

Daily Pivots for day following 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0989	1.0885	1.0511
R3	1.0803	1.0699	1.0460
R2	1.0617	1.0617	1.0443
R1	1.0513	1.0513	1.0426	1.0472
PP	1.0431	1.0431	1.0431	1.0411
S1	1.0327	1.0327	1.0392	1.0286
S2	1.0245	1.0245	1.0375
S3	1.0059	1.0141	1.0358
S4	0.9873	0.9955	1.0307

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1539	1.1325	1.0602
R3	1.1188	1.0974	1.0506
R2	1.0837	1.0837	1.0473
R1	1.0623	1.0623	1.0441	1.0555
PP	1.0486	1.0486	1.0486	1.0452
S1	1.0272	1.0272	1.0377	1.0204
S2	1.0135	1.0135	1.0345
S3	0.9784	0.9921	1.0312
S4	0.9433	0.9570	1.0216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0700	1.0349	0.0351	3.4%	0.0150	1.4%	17%	False	True	190
10	1.0806	1.0349	0.0457	4.4%	0.0143	1.4%	13%	False	True	230
20	1.0806	1.0247	0.0559	5.4%	0.0111	1.1%	29%	False	False	166
40	1.0806	0.9680	0.1126	10.8%	0.0089	0.9%	65%	False	False	122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1326
2.618	1.1022
1.618	1.0836
1.000	1.0721
0.618	1.0650
HIGH	1.0535
0.618	1.0464
0.500	1.0442
0.382	1.0420
LOW	1.0349
0.618	1.0234
1.000	1.0163
1.618	1.0048
2.618	0.9862
4.250	0.9559

Fisher Pivots for day following 13-May-2011
Pivot	1 day	3 day
R1	1.0442	1.0525
PP	1.0431	1.0486
S1	1.0420	1.0448

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

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