CME Australian Dollar Future June 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	0.9713	0.9691	-0.0022	-0.2%	0.9785
High	0.9727	0.9734	0.0007	0.1%	0.9879
Low	0.9564	0.9616	0.0052	0.5%	0.9564
Close	0.9671	0.9712	0.0041	0.4%	0.9671
Range	0.0163	0.0118	-0.0045	-27.6%	0.0315
ATR	0.0115	0.0115	0.0000	0.2%	0.0000
Volume	215,956	120,883	-95,073	-44.0%	731,561

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0041	0.9995	0.9777
R3	0.9923	0.9877	0.9744
R2	0.9805	0.9805	0.9734
R1	0.9759	0.9759	0.9723	0.9782
PP	0.9687	0.9687	0.9687	0.9699
S1	0.9641	0.9641	0.9701	0.9664
S2	0.9569	0.9569	0.9690
S3	0.9451	0.9523	0.9680
S4	0.9333	0.9405	0.9647

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0650	1.0475	0.9844
R3	1.0335	1.0160	0.9758
R2	1.0020	1.0020	0.9729
R1	0.9845	0.9845	0.9700	0.9775
PP	0.9705	0.9705	0.9705	0.9670
S1	0.9530	0.9530	0.9642	0.9460
S2	0.9390	0.9390	0.9613
S3	0.9075	0.9215	0.9584
S4	0.8760	0.8900	0.9498

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9879	0.9564	0.0315	3.2%	0.0124	1.3%	47%	False	False	170,488
10	0.9909	0.9564	0.0345	3.6%	0.0121	1.2%	43%	False	False	158,885
20	1.0177	0.9564	0.0613	6.3%	0.0115	1.2%	24%	False	False	154,839
40	1.0422	0.9564	0.0858	8.8%	0.0104	1.1%	17%	False	False	136,276
60	1.0544	0.9564	0.0980	10.1%	0.0105	1.1%	15%	False	False	124,698
80	1.0720	0.9564	0.1156	11.9%	0.0104	1.1%	13%	False	False	93,907
100	1.0720	0.9564	0.1156	11.9%	0.0099	1.0%	13%	False	False	75,141
120	1.0720	0.9564	0.1156	11.9%	0.0089	0.9%	13%	False	False	62,619

Crabel Price Patterns
NR	True
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	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0236
2.618	1.0043
1.618	0.9925
1.000	0.9852
0.618	0.9807
HIGH	0.9734
0.618	0.9689
0.500	0.9675
0.382	0.9661
LOW	0.9616
0.618	0.9543
1.000	0.9498
1.618	0.9425
2.618	0.9307
4.250	0.9115

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	0.9700	0.9695
PP	0.9687	0.9677
S1	0.9675	0.9660

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These figures are updated between 7pm and 10pm EST after a trading day.

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