CME Australian Dollar Future September 2011

Trading Metrics calculated at close of trading on 23-May-2011

Day Change Summary
	Previous	Current
	20-May-2011	23-May-2011	Change	Change %	Previous Week
Open	1.0510	1.0478	-0.0032	-0.3%	1.0390
High	1.0539	1.0478	-0.0061	-0.6%	1.0539
Low	1.0456	1.0321	-0.0135	-1.3%	1.0343
Close	1.0532	1.0367	-0.0165	-1.6%	1.0532
Range	0.0083	0.0157	0.0074	89.2%	0.0196
ATR	0.0110	0.0117	0.0007	6.6%	0.0000
Volume	162	221	59	36.4%	935

Daily Pivots for day following 23-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0860	1.0770	1.0453
R3	1.0703	1.0613	1.0410
R2	1.0546	1.0546	1.0396
R1	1.0456	1.0456	1.0381	1.0423
PP	1.0389	1.0389	1.0389	1.0372
S1	1.0299	1.0299	1.0353	1.0266
S2	1.0232	1.0232	1.0338
S3	1.0075	1.0142	1.0324
S4	0.9918	0.9985	1.0281

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1059	1.0992	1.0640
R3	1.0863	1.0796	1.0586
R2	1.0667	1.0667	1.0568
R1	1.0600	1.0600	1.0550	1.0634
PP	1.0471	1.0471	1.0471	1.0488
S1	1.0404	1.0404	1.0514	1.0438
S2	1.0275	1.0275	1.0496
S3	1.0079	1.0208	1.0478
S4	0.9883	1.0012	1.0424

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0539	1.0321	0.0218	2.1%	0.0093	0.9%	21%	False	True	202
10	1.0700	1.0321	0.0379	3.7%	0.0121	1.2%	12%	False	True	191
20	1.0806	1.0321	0.0485	4.7%	0.0118	1.1%	9%	False	True	196
40	1.0806	1.0012	0.0794	7.7%	0.0092	0.9%	45%	False	False	141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1145
2.618	1.0889
1.618	1.0732
1.000	1.0635
0.618	1.0575
HIGH	1.0478
0.618	1.0418
0.500	1.0400
0.382	1.0381
LOW	1.0321
0.618	1.0224
1.000	1.0164
1.618	1.0067
2.618	0.9910
4.250	0.9654

Fisher Pivots for day following 23-May-2011
Pivot	1 day	3 day
R1	1.0400	1.0430
PP	1.0389	1.0409
S1	1.0378	1.0388

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

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