CME Australian Dollar Future March 2012

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Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary Previous Current 02-Jun-2011 03-Jun-2011 Change Change % Previous Week Open 1.0280 1.0338 0.0058 0.6% 1.0270 High 1.0280 1.0338 0.0058 0.6% 1.0338 Low 1.0280 1.0338 0.0058 0.6% 1.0256 Close 1.0280 1.0338 0.0058 0.6% 1.0338 Range ATR 0.0058 0.0058 0.0000 0.0% 0.0000 Volume 2 2 0 0.0% 8
Daily Pivots for day following 03-Jun-2011 Classic Woodie Camarilla DeMark R4 1.0338 1.0338 1.0338 R3 1.0338 1.0338 1.0338 R2 1.0338 1.0338 1.0338 R1 1.0338 1.0338 1.0338 1.0338 PP 1.0338 1.0338 1.0338 1.0338 S1 1.0338 1.0338 1.0338 1.0338 S2 1.0338 1.0338 1.0338 S3 1.0338 1.0338 1.0338 S4 1.0338 1.0338 1.0338	Weekly Pivots for week ending 03-Jun-2011 Classic Woodie Camarilla DeMark R4 1.0557 1.0529 1.0383 R3 1.0475 1.0447 1.0361 R2 1.0393 1.0393 1.0353 R1 1.0365 1.0365 1.0346 1.0379 PP 1.0311 1.0311 1.0311 1.0318 S1 1.0283 1.0283 1.0330 1.0297 S2 1.0229 1.0229 1.0323 S3 1.0147 1.0201 1.0315 S4 1.0065 1.0119 1.0293
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0338 1.0256 0.0082 0.8% 0.0000 0.0% 100% True False 2 10 1.0338 1.0124 0.0214 2.1% 0.0000 0.0% 100% True False 2 20 1.0388 1.0124 0.0264 2.6% 0.0000 0.0% 81% False False 2
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 1.0338 2.618 1.0338 1.618 1.0338 1.000 1.0338 0.618 1.0338 HIGH 1.0338 0.618 1.0338 0.500 1.0338 0.382 1.0338 LOW 1.0338 0.618 1.0338 1.000 1.0338 1.618 1.0338 2.618 1.0338 4.250 1.0338
Fisher Pivots for day following 03-Jun-2011 Pivot 1 day 3 day R1 1.0338 1.0324 PP 1.0338 1.0311 S1 1.0338 1.0297

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