CME Australian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary Previous Current 19-Sep-2011 20-Sep-2011 Change Change % Previous Week Open 0.9902 0.9989 0.0087 0.9% 0.9980 High 0.9902 0.9989 0.0087 0.9% 1.0095 Low 0.9902 0.9989 0.0087 0.9% 0.9974 Close 0.9902 0.9989 0.0087 0.9% 1.0095 Range ATR 0.0091 0.0091 0.0000 -0.3% 0.0000 Volume 14 14 0 0.0% 57
Daily Pivots for day following 20-Sep-2011 Classic Woodie Camarilla DeMark R4 0.9989 0.9989 0.9989 R3 0.9989 0.9989 0.9989 R2 0.9989 0.9989 0.9989 R1 0.9989 0.9989 0.9989 0.9989 PP 0.9989 0.9989 0.9989 0.9989 S1 0.9989 0.9989 0.9989 0.9989 S2 0.9989 0.9989 0.9989 S3 0.9989 0.9989 0.9989 S4 0.9989 0.9989 0.9989	Weekly Pivots for week ending 16-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0418 1.0377 1.0162 R3 1.0297 1.0256 1.0128 R2 1.0176 1.0176 1.0117 R1 1.0135 1.0135 1.0106 1.0156 PP 1.0055 1.0055 1.0055 1.0065 S1 1.0014 1.0014 1.0084 1.0035 S2 0.9934 0.9934 1.0073 S3 0.9813 0.9893 1.0062 S4 0.9692 0.9772 1.0028
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0095 0.9902 0.0193 1.9% 0.0000 0.0% 45% False False 14 10 1.0328 0.9902 0.0426 4.3% 0.0000 0.0% 20% False False 8 20 1.0398 0.9902 0.0496 5.0% 0.0000 0.0% 18% False False 6
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 0.9989 2.618 0.9989 1.618 0.9989 1.000 0.9989 0.618 0.9989 HIGH 0.9989 0.618 0.9989 0.500 0.9989 0.382 0.9989 LOW 0.9989 0.618 0.9989 1.000 0.9989 1.618 0.9989 2.618 0.9989 4.250 0.9989
Fisher Pivots for day following 20-Sep-2011 Pivot 1 day 3 day R1 0.9989 0.9999 PP 0.9989 0.9995 S1 0.9989 0.9992

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