CME Australian Dollar Future September 2012

Trading Metrics calculated at close of trading on 16-Mar-2012

Day Change Summary
	Previous	Current
	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	1.0300	1.0324	0.0024	0.2%	1.0284
High	1.0331	1.0377	0.0046	0.4%	1.0377
Low	1.0300	1.0324	0.0024	0.2%	1.0230
Close	1.0331	1.0373	0.0042	0.4%	1.0373
Range	0.0031	0.0053	0.0022	71.0%	0.0147
ATR	0.0052	0.0052	0.0000	0.2%	0.0000
Volume	6	3	-3	-50.0%	17

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0517	1.0498	1.0402
R3	1.0464	1.0445	1.0388
R2	1.0411	1.0411	1.0383
R1	1.0392	1.0392	1.0378	1.0402
PP	1.0358	1.0358	1.0358	1.0363
S1	1.0339	1.0339	1.0368	1.0349
S2	1.0305	1.0305	1.0363
S3	1.0252	1.0286	1.0358
S4	1.0199	1.0233	1.0344

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0768	1.0717	1.0454
R3	1.0621	1.0570	1.0413
R2	1.0474	1.0474	1.0400
R1	1.0423	1.0423	1.0386	1.0449
PP	1.0327	1.0327	1.0327	1.0339
S1	1.0276	1.0276	1.0360	1.0302
S2	1.0180	1.0180	1.0346
S3	1.0033	1.0129	1.0333
S4	0.9886	0.9982	1.0292

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0377	1.0230	0.0147	1.4%	0.0022	0.2%	97%	True	False	3
10	1.0437	1.0230	0.0207	2.0%	0.0011	0.1%	69%	False	False	28
20	1.0557	1.0230	0.0327	3.2%	0.0007	0.1%	44%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.0602
2.618	1.0516
1.618	1.0463
1.000	1.0430
0.618	1.0410
HIGH	1.0377
0.618	1.0357
0.500	1.0351
0.382	1.0344
LOW	1.0324
0.618	1.0291
1.000	1.0271
1.618	1.0238
2.618	1.0185
4.250	1.0099

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	1.0366	1.0350
PP	1.0358	1.0327
S1	1.0351	1.0304

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

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