CME Australian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary Previous Current 17-Oct-2011 18-Oct-2011 Change Change % Previous Week Open 1.0069 0.9980 -0.0089 -0.9% 0.9757 High 1.0069 0.9980 -0.0089 -0.9% 0.9975 Low 1.0069 0.9980 -0.0089 -0.9% 0.9731 Close 0.9935 0.9980 0.0045 0.5% 1.0069 Range ATR 0.0097 0.0093 -0.0004 -3.8% 0.0000 Volume 1 1 0 0.0% 10
Daily Pivots for day following 18-Oct-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 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 0.9923 0.0146 1.5% 0.0000 0.0% 39% False False 1 10 1.0069 0.9409 0.0660 6.6% 0.0000 0.0% 87% False False 1 20 1.0069 0.9172 0.0897 9.0% 0.0003 0.0% 90% False False 2 40 1.0398 0.9172 0.1226 12.3% 0.0001 0.0% 66% 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 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 18-Oct-2011 Pivot 1 day 3 day R1 0.9980 1.0022 PP 0.9980 1.0008 S1 0.9980 0.9994

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