CME Australian Dollar Future March 2012

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Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary Previous Current 20-Jul-2011 21-Jul-2011 Change Change % Previous Week Open 1.0434 1.0490 0.0056 0.5% 1.0326 High 1.0434 1.0490 0.0056 0.5% 1.0441 Low 1.0434 1.0490 0.0056 0.5% 1.0318 Close 1.0434 1.0532 0.0098 0.9% 1.0324 Range ATR 0.0060 0.0060 0.0000 -0.5% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Jul-2011 Classic Woodie Camarilla DeMark R4 1.0504 1.0518 1.0532 R3 1.0504 1.0518 1.0532 R2 1.0504 1.0504 1.0532 R1 1.0518 1.0518 1.0532 1.0511 PP 1.0504 1.0504 1.0504 1.0501 S1 1.0518 1.0518 1.0532 1.0511 S2 1.0504 1.0504 1.0532 S3 1.0504 1.0518 1.0532 S4 1.0504 1.0518 1.0532	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 1.0490 1.0302 0.0188 1.8% 0.0000 0.0% 122% True False 1 10 1.0490 1.0302 0.0188 1.8% 0.0000 0.0% 122% True False 1 20 1.0490 1.0100 0.0390 3.7% 0.0000 0.0% 111% True False 1 40 1.0490 1.0100 0.0390 3.7% 0.0000 0.0% 111% True 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 1.0490 2.618 1.0490 1.618 1.0490 1.000 1.0490 0.618 1.0490 HIGH 1.0490 0.618 1.0490 0.500 1.0490 0.382 1.0490 LOW 1.0490 0.618 1.0490 1.000 1.0490 1.618 1.0490 2.618 1.0490 4.250 1.0490
Fisher Pivots for day following 21-Jul-2011 Pivot 1 day 3 day R1 1.0518 1.0507 PP 1.0504 1.0481 S1 1.0490 1.0456

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