CME Australian Dollar Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Oct-2011 | 24-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 1.0073 | 1.0218 | 0.0145 | 1.4% | 1.0069 |  
                        | High | 1.0073 | 1.0218 | 0.0145 | 1.4% | 1.0073 |  
                        | Low | 1.0073 | 1.0218 | 0.0145 | 1.4% | 0.9958 |  
                        | Close | 1.0073 | 1.0218 | 0.0145 | 1.4% | 1.0073 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.0084 | 0.0088 | 0.0004 | 5.2% | 0.0000 |  
                        | Volume | 1 | 1 | 0 | 0.0% | 5 |  | 
    
| 
        
            | Daily Pivots for day following 24-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.0218 | 1.0218 | 1.0218 |  |  
                | R3 | 1.0218 | 1.0218 | 1.0218 |  |  
                | R2 | 1.0218 | 1.0218 | 1.0218 |  |  
                | R1 | 1.0218 | 1.0218 | 1.0218 | 1.0218 |  
                | PP | 1.0218 | 1.0218 | 1.0218 | 1.0218 |  
                | S1 | 1.0218 | 1.0218 | 1.0218 | 1.0218 |  
                | S2 | 1.0218 | 1.0218 | 1.0218 |  |  
                | S3 | 1.0218 | 1.0218 | 1.0218 |  |  
                | S4 | 1.0218 | 1.0218 | 1.0218 |  |  | 
        
            | Weekly Pivots for week ending 21-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.0380 | 1.0341 | 1.0136 |  |  
                | R3 | 1.0265 | 1.0226 | 1.0105 |  |  
                | R2 | 1.0150 | 1.0150 | 1.0094 |  |  
                | R1 | 1.0111 | 1.0111 | 1.0084 | 1.0131 |  
                | PP | 1.0035 | 1.0035 | 1.0035 | 1.0044 |  
                | S1 | 0.9996 | 0.9996 | 1.0062 | 1.0016 |  
                | S2 | 0.9920 | 0.9920 | 1.0052 |  |  
                | S3 | 0.9805 | 0.9881 | 1.0041 |  |  
                | S4 | 0.9690 | 0.9766 | 1.0010 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1.0218 | 0.9958 | 0.0260 | 2.5% | 0.0000 | 0.0% | 100% | True | False | 1 |  
                | 10 | 1.0218 | 0.9731 | 0.0487 | 4.8% | 0.0000 | 0.0% | 100% | True | False | 1 |  
                | 20 | 1.0218 | 0.9172 | 0.1046 | 10.2% | 0.0000 | 0.0% | 100% | True | False | 1 |  
                | 40 | 1.0398 | 0.9172 | 0.1226 | 12.0% | 0.0001 | 0.0% | 85% | False | False | 4 |  
                | 60 | 1.0533 | 0.9172 | 0.1361 | 13.3% | 0.0003 | 0.0% | 77% | False | False | 4 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.0218 |  
            | 2.618 | 1.0218 |  
            | 1.618 | 1.0218 |  
            | 1.000 | 1.0218 |  
            | 0.618 | 1.0218 |  
            | HIGH | 1.0218 |  
            | 0.618 | 1.0218 |  
            | 0.500 | 1.0218 |  
            | 0.382 | 1.0218 |  
            | LOW | 1.0218 |  
            | 0.618 | 1.0218 |  
            | 1.000 | 1.0218 |  
            | 1.618 | 1.0218 |  
            | 2.618 | 1.0218 |  
            | 4.250 | 1.0218 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.0218 | 1.0181 |  
                                | PP | 1.0218 | 1.0144 |  
                                | S1 | 1.0218 | 1.0107 |  |