CME Australian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary Previous Current 14-Oct-2011 17-Oct-2011 Change Change % Previous Week Open 0.9975 1.0069 0.0094 0.9% 0.9757 High 0.9975 1.0069 0.0094 0.9% 0.9975 Low 0.9975 1.0069 0.0094 0.9% 0.9731 Close 1.0069 0.9935 -0.0134 -1.3% 1.0069 Range ATR 0.0104 0.0097 -0.0007 -7.1% 0.0000 Volume 2 1 -1 -50.0% 10
Daily Pivots for day following 17-Oct-2011 Classic Woodie Camarilla DeMark R4 1.0024 0.9980 0.9935 R3 1.0024 0.9980 0.9935 R2 1.0024 1.0024 0.9935 R1 0.9980 0.9980 0.9935 1.0002 PP 1.0024 1.0024 1.0024 1.0036 S1 0.9980 0.9980 0.9935 1.0002 S2 1.0024 1.0024 0.9935 S3 1.0024 0.9980 0.9935 S4 1.0024 0.9980 0.9935	Weekly Pivots for week ending 14-Oct-2011 Classic Woodie Camarilla DeMark R4 1.0657 1.0607 1.0203 R3 1.0413 1.0363 1.0136 R2 1.0169 1.0169 1.0114 R1 1.0119 1.0119 1.0091 1.0144 PP 0.9925 0.9925 0.9925 0.9938 S1 0.9875 0.9875 1.0047 0.9900 S2 0.9681 0.9681 1.0024 S3 0.9437 0.9631 1.0002 S4 0.9193 0.9387 0.9935
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0069 0.9731 0.0338 3.4% 0.0000 0.0% 60% True False 1 10 1.0069 0.9172 0.0897 9.0% 0.0000 0.0% 85% True False 1 20 1.0069 0.9172 0.0897 9.0% 0.0003 0.0% 85% True False 3 40 1.0398 0.9172 0.1226 12.3% 0.0001 0.0% 62% False False 4
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 1.0069 2.618 1.0069 1.618 1.0069 1.000 1.0069 0.618 1.0069 HIGH 1.0069 0.618 1.0069 0.500 1.0069 0.382 1.0069 LOW 1.0069 0.618 1.0069 1.000 1.0069 1.618 1.0069 2.618 1.0069 4.250 1.0069
Fisher Pivots for day following 17-Oct-2011 Pivot 1 day 3 day R1 1.0069 1.0003 PP 1.0024 0.9980 S1 0.9980 0.9958

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