CME Australian Dollar Future June 2012

Trading Metrics calculated at close of trading on 05-Jun-2012

Day Change Summary
	Previous	Current
	04-Jun-2012	05-Jun-2012	Change	Change %	Previous Week
Open	0.9691	0.9709	0.0018	0.2%	0.9785
High	0.9734	0.9792	0.0058	0.6%	0.9879
Low	0.9616	0.9699	0.0083	0.9%	0.9564
Close	0.9712	0.9731	0.0019	0.2%	0.9671
Range	0.0118	0.0093	-0.0025	-21.2%	0.0315
ATR	0.0115	0.0113	-0.0002	-1.4%	0.0000
Volume	120,883	131,914	11,031	9.1%	731,561

Daily Pivots for day following 05-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0020	0.9968	0.9782
R3	0.9927	0.9875	0.9757
R2	0.9834	0.9834	0.9748
R1	0.9782	0.9782	0.9740	0.9808
PP	0.9741	0.9741	0.9741	0.9754
S1	0.9689	0.9689	0.9722	0.9715
S2	0.9648	0.9648	0.9714
S3	0.9555	0.9596	0.9705
S4	0.9462	0.9503	0.9680

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	0.9826	0.9564	0.0262	2.7%	0.0122	1.3%	64%	False	False	156,772
10	0.9909	0.9564	0.0345	3.5%	0.0119	1.2%	48%	False	False	160,541
20	1.0176	0.9564	0.0612	6.3%	0.0115	1.2%	27%	False	False	156,201
40	1.0422	0.9564	0.0858	8.8%	0.0105	1.1%	19%	False	False	138,292
60	1.0529	0.9564	0.0965	9.9%	0.0105	1.1%	17%	False	False	126,619
80	1.0720	0.9564	0.1156	11.9%	0.0104	1.1%	14%	False	False	95,555
100	1.0720	0.9564	0.1156	11.9%	0.0099	1.0%	14%	False	False	76,459
120	1.0720	0.9564	0.1156	11.9%	0.0090	0.9%	14%	False	False	63,718

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0026
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0187
2.618	1.0035
1.618	0.9942
1.000	0.9885
0.618	0.9849
HIGH	0.9792
0.618	0.9756
0.500	0.9746
0.382	0.9735
LOW	0.9699
0.618	0.9642
1.000	0.9606
1.618	0.9549
2.618	0.9456
4.250	0.9304

Fisher Pivots for day following 05-Jun-2012
Pivot	1 day	3 day
R1	0.9746	0.9713
PP	0.9741	0.9696
S1	0.9736	0.9678

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

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