CME Australian Dollar Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Aug-2011 | 24-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 1.0193 | 1.0149 | -0.0044 | -0.4% | 1.0179 |  
                        | High | 1.0193 | 1.0149 | -0.0044 | -0.4% | 1.0233 |  
                        | Low | 1.0193 | 1.0149 | -0.0044 | -0.4% | 1.0062 |  
                        | Close | 1.0193 | 1.0149 | -0.0044 | -0.4% | 1.0080 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.0085 | 0.0082 | -0.0003 | -3.4% | 0.0000 |  
                        | Volume | 5 | 5 | 0 | 0.0% | 25 |  | 
    
| 
        
            | Daily Pivots for day following 24-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.0149 | 1.0149 | 1.0149 |  |  
                | R3 | 1.0149 | 1.0149 | 1.0149 |  |  
                | R2 | 1.0149 | 1.0149 | 1.0149 |  |  
                | R1 | 1.0149 | 1.0149 | 1.0149 | 1.0149 |  
                | PP | 1.0149 | 1.0149 | 1.0149 | 1.0149 |  
                | S1 | 1.0149 | 1.0149 | 1.0149 | 1.0149 |  
                | S2 | 1.0149 | 1.0149 | 1.0149 |  |  
                | S3 | 1.0149 | 1.0149 | 1.0149 |  |  
                | S4 | 1.0149 | 1.0149 | 1.0149 |  |  | 
        
            | Weekly Pivots for week ending 19-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.0638 | 1.0530 | 1.0174 |  |  
                | R3 | 1.0467 | 1.0359 | 1.0127 |  |  
                | R2 | 1.0296 | 1.0296 | 1.0111 |  |  
                | R1 | 1.0188 | 1.0188 | 1.0096 | 1.0157 |  
                | PP | 1.0125 | 1.0125 | 1.0125 | 1.0109 |  
                | S1 | 1.0017 | 1.0017 | 1.0064 | 0.9986 |  
                | S2 | 0.9954 | 0.9954 | 1.0049 |  |  
                | S3 | 0.9783 | 0.9846 | 1.0033 |  |  
                | S4 | 0.9612 | 0.9675 | 0.9986 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.0149 |  
            | 2.618 | 1.0149 |  
            | 1.618 | 1.0149 |  
            | 1.000 | 1.0149 |  
            | 0.618 | 1.0149 |  
            | HIGH | 1.0149 |  
            | 0.618 | 1.0149 |  
            | 0.500 | 1.0149 |  
            | 0.382 | 1.0149 |  
            | LOW | 1.0149 |  
            | 0.618 | 1.0149 |  
            | 1.000 | 1.0149 |  
            | 1.618 | 1.0149 |  
            | 2.618 | 1.0149 |  
            | 4.250 | 1.0149 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.0149 | 1.0155 |  
                                | PP | 1.0149 | 1.0153 |  
                                | S1 | 1.0149 | 1.0151 |  |