CME Australian Dollar Future September 2012

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	1.0436	1.0353	-0.0083	-0.8%	1.0437
High	1.0436	1.0353	-0.0083	-0.8%	1.0437
Low	1.0436	1.0353	-0.0083	-0.8%	1.0300
Close	1.0436	1.0353	-0.0083	-0.8%	1.0353
Range
ATR	0.0044	0.0047	0.0003	6.3%	0.0000
Volume	1	1	0	0.0%	270

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0353	1.0353	1.0353
R3	1.0353	1.0353	1.0353
R2	1.0353	1.0353	1.0353
R1	1.0353	1.0353	1.0353	1.0353
PP	1.0353	1.0353	1.0353	1.0353
S1	1.0353	1.0353	1.0353	1.0353
S2	1.0353	1.0353	1.0353
S3	1.0353	1.0353	1.0353
S4	1.0353	1.0353	1.0353

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0774	1.0701	1.0428
R3	1.0637	1.0564	1.0391
R2	1.0500	1.0500	1.0378
R1	1.0427	1.0427	1.0366	1.0395
PP	1.0363	1.0363	1.0363	1.0348
S1	1.0290	1.0290	1.0340	1.0258
S2	1.0226	1.0226	1.0328
S3	1.0089	1.0153	1.0315
S4	0.9952	1.0016	1.0278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0437	1.0300	0.0137	1.3%	0.0000	0.0%	39%	False	False	54
10	1.0557	1.0300	0.0257	2.5%	0.0003	0.0%	21%	False	False	31

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	1.0353
2.618	1.0353
1.618	1.0353
1.000	1.0353
0.618	1.0353
HIGH	1.0353
0.618	1.0353
0.500	1.0353
0.382	1.0353
LOW	1.0353
0.618	1.0353
1.000	1.0353
1.618	1.0353
2.618	1.0353
4.250	1.0353

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	1.0353	1.0393
PP	1.0353	1.0380
S1	1.0353	1.0366

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

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