CME Australian Dollar Future December 2011

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Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary Previous Current 19-Apr-2011 20-Apr-2011 Change Change % Previous Week Open 1.0190 1.0354 0.0164 1.6% 1.0166 High 1.0190 1.0354 0.0164 1.6% 1.0250 Low 1.0190 1.0354 0.0164 1.6% 1.0145 Close 1.0203 1.0354 0.0151 1.5% 1.0246 Range ATR 0.0038 0.0046 0.0008 21.3% 0.0000 Volume 4 1 -3 -75.0% 15
Daily Pivots for day following 20-Apr-2011 Classic Woodie Camarilla DeMark R4 1.0354 1.0354 1.0354 R3 1.0354 1.0354 1.0354 R2 1.0354 1.0354 1.0354 R1 1.0354 1.0354 1.0354 1.0354 PP 1.0354 1.0354 1.0354 1.0354 S1 1.0354 1.0354 1.0354 1.0354 S2 1.0354 1.0354 1.0354 S3 1.0354 1.0354 1.0354 S4 1.0354 1.0354 1.0354	Weekly Pivots for week ending 15-Apr-2011 Classic Woodie Camarilla DeMark R4 1.0529 1.0492 1.0304 R3 1.0424 1.0387 1.0275 R2 1.0319 1.0319 1.0265 R1 1.0282 1.0282 1.0256 1.0301 PP 1.0214 1.0214 1.0214 1.0223 S1 1.0177 1.0177 1.0236 1.0196 S2 1.0109 1.0109 1.0227 S3 1.0004 1.0072 1.0217 S4 0.9899 0.9967 1.0188
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0354 1.0190 0.0164 1.6% 0.0000 0.0% 100% True False 2 10 1.0354 1.0123 0.0231 2.2% 0.0000 0.0% 100% True False 2 20 1.0354 0.9815 0.0539 5.2% 0.0003 0.0% 100% True False 2 40 1.0354 0.9483 0.0871 8.4% 0.0002 0.0% 100% True False 2 60 1.0354 0.9483 0.0871 8.4% 0.0001 0.0% 100% True False 4
Crabel Price Patterns NR False 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 0.0000	Fibonacci Retracements and Extensions 4.250 1.0354 2.618 1.0354 1.618 1.0354 1.000 1.0354 0.618 1.0354 HIGH 1.0354 0.618 1.0354 0.500 1.0354 0.382 1.0354 LOW 1.0354 0.618 1.0354 1.000 1.0354 1.618 1.0354 2.618 1.0354 4.250 1.0354
Fisher Pivots for day following 20-Apr-2011 Pivot 1 day 3 day R1 1.0354 1.0327 PP 1.0354 1.0299 S1 1.0354 1.0272

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