CME Australian Dollar Future March 2012

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Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary Previous Current 26-Jul-2011 27-Jul-2011 Change Change % Previous Week Open 1.0652 1.0696 0.0044 0.4% 1.0302 High 1.0652 1.0696 0.0044 0.4% 1.0550 Low 1.0652 1.0696 0.0044 0.4% 1.0302 Close 1.0652 1.0696 0.0044 0.4% 1.0550 Range ATR 0.0056 0.0055 -0.0001 -1.6% 0.0000 Volume 2 2 0 0.0% 6
Daily Pivots for day following 27-Jul-2011 Classic Woodie Camarilla DeMark R4 1.0696 1.0696 1.0696 R3 1.0696 1.0696 1.0696 R2 1.0696 1.0696 1.0696 R1 1.0696 1.0696 1.0696 1.0696 PP 1.0696 1.0696 1.0696 1.0696 S1 1.0696 1.0696 1.0696 1.0696 S2 1.0696 1.0696 1.0696 S3 1.0696 1.0696 1.0696 S4 1.0696 1.0696 1.0696	Weekly Pivots for week ending 22-Jul-2011 Classic Woodie Camarilla DeMark R4 1.1211 1.1129 1.0686 R3 1.0963 1.0881 1.0618 R2 1.0715 1.0715 1.0595 R1 1.0633 1.0633 1.0573 1.0674 PP 1.0467 1.0467 1.0467 1.0488 S1 1.0385 1.0385 1.0527 1.0426 S2 1.0219 1.0219 1.0505 S3 0.9971 1.0137 1.0482 S4 0.9723 0.9889 1.0414
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0696 1.0490 0.0206 1.9% 0.0000 0.0% 100% True False 1 10 1.0696 1.0302 0.0394 3.7% 0.0000 0.0% 100% True False 1 20 1.0696 1.0302 0.0394 3.7% 0.0000 0.0% 100% True False 1 40 1.0696 1.0100 0.0596 5.6% 0.0000 0.0% 100% 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 1.0696 2.618 1.0696 1.618 1.0696 1.000 1.0696 0.618 1.0696 HIGH 1.0696 0.618 1.0696 0.500 1.0696 0.382 1.0696 LOW 1.0696 0.618 1.0696 1.000 1.0696 1.618 1.0696 2.618 1.0696 4.250 1.0696
Fisher Pivots for day following 27-Jul-2011 Pivot 1 day 3 day R1 1.0696 1.0672 PP 1.0696 1.0648 S1 1.0696 1.0624

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