CME Australian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary Previous Current 15-Nov-2011 16-Nov-2011 Change Change % Previous Week Open 0.9978 0.9943 -0.0035 -0.4% 1.0155 High 0.9978 0.9943 -0.0035 -0.4% 1.0158 Low 0.9978 0.9943 -0.0035 -0.4% 0.9915 Close 0.9978 0.9943 -0.0035 -0.4% 1.0075 Range ATR 0.0087 0.0084 -0.0004 -4.3% 0.0000 Volume 12 0 -12 -100.0% 36
Daily Pivots for day following 16-Nov-2011 Classic Woodie Camarilla DeMark R4 0.9943 0.9943 0.9943 R3 0.9943 0.9943 0.9943 R2 0.9943 0.9943 0.9943 R1 0.9943 0.9943 0.9943 0.9943 PP 0.9943 0.9943 0.9943 0.9943 S1 0.9943 0.9943 0.9943 0.9943 S2 0.9943 0.9943 0.9943 S3 0.9943 0.9943 0.9943 S4 0.9943 0.9943 0.9943	Weekly Pivots for week ending 11-Nov-2011 Classic Woodie Camarilla DeMark R4 1.0778 1.0670 1.0209 R3 1.0535 1.0427 1.0142 R2 1.0292 1.0292 1.0120 R1 1.0184 1.0184 1.0097 1.0117 PP 1.0049 1.0049 1.0049 1.0016 S1 0.9941 0.9941 1.0053 0.9874 S2 0.9806 0.9806 1.0030 S3 0.9563 0.9698 1.0008 S4 0.9320 0.9455 0.9941
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0075 0.9915 0.0160 1.6% 0.0000 0.0% 18% False False 9 10 1.0172 0.9915 0.0257 2.6% 0.0001 0.0% 11% False False 6 20 1.0454 0.9915 0.0539 5.4% 0.0001 0.0% 5% False False 3 40 1.0454 0.9172 0.1282 12.9% 0.0000 0.0% 60% False False 2 60 1.0454 0.9172 0.1282 12.9% 0.0001 0.0% 60% 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 0.9943 2.618 0.9943 1.618 0.9943 1.000 0.9943 0.618 0.9943 HIGH 0.9943 0.618 0.9943 0.500 0.9943 0.382 0.9943 LOW 0.9943 0.618 0.9943 1.000 0.9943 1.618 0.9943 2.618 0.9943 4.250 0.9943
Fisher Pivots for day following 16-Nov-2011 Pivot 1 day 3 day R1 0.9943 0.9961 PP 0.9943 0.9955 S1 0.9943 0.9949

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