CME Australian Dollar Future March 2012

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Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary Previous Current 06-Sep-2011 07-Sep-2011 Change Change % Previous Week Open 1.0269 1.0419 0.0150 1.5% 1.0402 High 1.0269 1.0419 0.0150 1.5% 1.0511 Low 1.0269 1.0419 0.0150 1.5% 1.0402 Close 1.0269 1.0419 0.0150 1.5% 1.0407 Range ATR 0.0081 0.0086 0.0005 6.1% 0.0000 Volume 3 3 0 0.0% 15
Daily Pivots for day following 07-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0419 1.0419 1.0419 R3 1.0419 1.0419 1.0419 R2 1.0419 1.0419 1.0419 R1 1.0419 1.0419 1.0419 1.0419 PP 1.0419 1.0419 1.0419 1.0419 S1 1.0419 1.0419 1.0419 1.0419 S2 1.0419 1.0419 1.0419 S3 1.0419 1.0419 1.0419 S4 1.0419 1.0419 1.0419	Weekly Pivots for week ending 02-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0767 1.0696 1.0467 R3 1.0658 1.0587 1.0437 R2 1.0549 1.0549 1.0427 R1 1.0478 1.0478 1.0417 1.0514 PP 1.0440 1.0440 1.0440 1.0458 S1 1.0369 1.0369 1.0397 1.0405 S2 1.0331 1.0331 1.0387 S3 1.0222 1.0260 1.0377 S4 1.0113 1.0151 1.0347
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0511 1.0269 0.0242 2.3% 0.0000 0.0% 62% False False 3 10 1.0511 1.0201 0.0310 3.0% 0.0000 0.0% 70% False False 3 20 1.0511 1.0025 0.0486 4.7% 0.0000 0.0% 81% False False 4 40 1.0696 0.9853 0.0843 8.1% 0.0001 0.0% 67% False False 3 60 1.0696 0.9853 0.0843 8.1% 0.0000 0.0% 67% False False 2 80 1.0696 0.9853 0.0843 8.1% 0.0000 0.0% 67% 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 1.0419 2.618 1.0419 1.618 1.0419 1.000 1.0419 0.618 1.0419 HIGH 1.0419 0.618 1.0419 0.500 1.0419 0.382 1.0419 LOW 1.0419 0.618 1.0419 1.000 1.0419 1.618 1.0419 2.618 1.0419 4.250 1.0419
Fisher Pivots for day following 07-Sep-2011 Pivot 1 day 3 day R1 1.0419 1.0394 PP 1.0419 1.0369 S1 1.0419 1.0344

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