CME Australian Dollar Future March 2012

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Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary Previous Current 18-Jul-2011 19-Jul-2011 Change Change % Previous Week Open 1.0302 1.0421 0.0119 1.2% 1.0326 High 1.0302 1.0421 0.0119 1.2% 1.0441 Low 1.0302 1.0421 0.0119 1.2% 1.0318 Close 1.0302 1.0421 0.0119 1.2% 1.0324 Range ATR 0.0060 0.0064 0.0004 7.1% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Jul-2011 Classic Woodie Camarilla DeMark R4 1.0421 1.0421 1.0421 R3 1.0421 1.0421 1.0421 R2 1.0421 1.0421 1.0421 R1 1.0421 1.0421 1.0421 1.0421 PP 1.0421 1.0421 1.0421 1.0421 S1 1.0421 1.0421 1.0421 1.0421 S2 1.0421 1.0421 1.0421 S3 1.0421 1.0421 1.0421 S4 1.0421 1.0421 1.0421	Weekly Pivots for week ending 15-Jul-2011 Classic Woodie Camarilla DeMark R4 1.0730 1.0650 1.0392 R3 1.0607 1.0527 1.0358 R2 1.0484 1.0484 1.0347 R1 1.0404 1.0404 1.0335 1.0383 PP 1.0361 1.0361 1.0361 1.0350 S1 1.0281 1.0281 1.0313 1.0260 S2 1.0238 1.0238 1.0301 S3 1.0115 1.0158 1.0290 S4 0.9992 1.0035 1.0256
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0441 1.0302 0.0139 1.3% 0.0000 0.0% 86% False False 1 10 1.0443 1.0302 0.0141 1.4% 0.0000 0.0% 84% False False 1 20 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 94% False False 1 40 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 94% False False 1
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 1.0421 2.618 1.0421 1.618 1.0421 1.000 1.0421 0.618 1.0421 HIGH 1.0421 0.618 1.0421 0.500 1.0421 0.382 1.0421 LOW 1.0421 0.618 1.0421 1.000 1.0421 1.618 1.0421 2.618 1.0421 4.250 1.0421
Fisher Pivots for day following 19-Jul-2011 Pivot 1 day 3 day R1 1.0421 1.0401 PP 1.0421 1.0381 S1 1.0421 1.0362

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