CME Australian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary Previous Current 23-Sep-2011 26-Sep-2011 Change Change % Previous Week Open 0.9469 0.9494 0.0025 0.3% 0.9902 High 0.9469 0.9494 0.0025 0.3% 0.9989 Low 0.9469 0.9494 0.0025 0.3% 0.9453 Close 0.9469 0.9494 0.0025 0.3% 0.9469 Range ATR 0.0108 0.0102 -0.0006 -5.5% 0.0000 Volume 2 2 0 0.0% 46
Daily Pivots for day following 26-Sep-2011 Classic Woodie Camarilla DeMark R4 0.9494 0.9494 0.9494 R3 0.9494 0.9494 0.9494 R2 0.9494 0.9494 0.9494 R1 0.9494 0.9494 0.9494 0.9494 PP 0.9494 0.9494 0.9494 0.9494 S1 0.9494 0.9494 0.9494 0.9494 S2 0.9494 0.9494 0.9494 S3 0.9494 0.9494 0.9494 S4 0.9494 0.9494 0.9494	Weekly Pivots for week ending 23-Sep-2011 Classic Woodie Camarilla DeMark R4 1.1245 1.0893 0.9764 R3 1.0709 1.0357 0.9616 R2 1.0173 1.0173 0.9567 R1 0.9821 0.9821 0.9518 0.9729 PP 0.9637 0.9637 0.9637 0.9591 S1 0.9285 0.9285 0.9420 0.9193 S2 0.9101 0.9101 0.9371 S3 0.8565 0.8749 0.9322 S4 0.8029 0.8213 0.9174
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9989 0.9453 0.0536 5.6% 0.0010 0.1% 8% False False 6 10 1.0095 0.9453 0.0642 6.8% 0.0005 0.1% 6% False False 10 20 1.0398 0.9453 0.0945 10.0% 0.0003 0.0% 4% False False 6 40 1.0533 0.9453 0.1080 11.4% 0.0004 0.0% 4% False False 5
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 0.9494 2.618 0.9494 1.618 0.9494 1.000 0.9494 0.618 0.9494 HIGH 0.9494 0.618 0.9494 0.500 0.9494 0.382 0.9494 LOW 0.9494 0.618 0.9494 1.000 0.9494 1.618 0.9494 2.618 0.9494 4.250 0.9494
Fisher Pivots for day following 26-Sep-2011 Pivot 1 day 3 day R1 0.9494 0.9487 PP 0.9494 0.9480 S1 0.9494 0.9474

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