CME Australian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary Previous Current 09-Sep-2011 12-Sep-2011 Change Change % Previous Week Open 1.0137 0.9980 -0.0157 -1.5% 1.0185 High 1.0137 0.9980 -0.0157 -1.5% 1.0328 Low 1.0137 0.9980 -0.0157 -1.5% 1.0137 Close 1.0137 0.9980 -0.0157 -1.5% 1.0137 Range ATR 0.0086 0.0091 0.0005 6.0% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 12-Sep-2011 Classic Woodie Camarilla DeMark R4 0.9980 0.9980 0.9980 R3 0.9980 0.9980 0.9980 R2 0.9980 0.9980 0.9980 R1 0.9980 0.9980 0.9980 0.9980 PP 0.9980 0.9980 0.9980 0.9980 S1 0.9980 0.9980 0.9980 0.9980 S2 0.9980 0.9980 0.9980 S3 0.9980 0.9980 0.9980 S4 0.9980 0.9980 0.9980	Weekly Pivots for week ending 09-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0774 1.0646 1.0242 R3 1.0583 1.0455 1.0190 R2 1.0392 1.0392 1.0172 R1 1.0264 1.0264 1.0155 1.0233 PP 1.0201 1.0201 1.0201 1.0185 S1 1.0073 1.0073 1.0119 1.0042 S2 1.0010 1.0010 1.0102 S3 0.9819 0.9882 1.0084 S4 0.9628 0.9691 1.0032
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0328 0.9980 0.0348 3.5% 0.0000 0.0% 0% False True 1 10 1.0398 0.9980 0.0418 4.2% 0.0000 0.0% 0% False True 2 20 1.0398 0.9980 0.0418 4.2% 0.0000 0.0% 0% False True 3
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 0.9980 2.618 0.9980 1.618 0.9980 1.000 0.9980 0.618 0.9980 HIGH 0.9980 0.618 0.9980 0.500 0.9980 0.382 0.9980 LOW 0.9980 0.618 0.9980 1.000 0.9980 1.618 0.9980 2.618 0.9980 4.250 0.9980
Fisher Pivots for day following 12-Sep-2011 Pivot 1 day 3 day R1 0.9980 1.0124 PP 0.9980 1.0076 S1 0.9980 1.0028

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