CME Australian Dollar Future September 2012

Trading Metrics calculated at close of trading on 13-Apr-2012

Day Change Summary
	Previous	Current
	12-Apr-2012	13-Apr-2012	Change	Change %	Previous Week
Open	1.0170	1.0248	0.0078	0.8%	1.0100
High	1.0279	1.0248	-0.0031	-0.3%	1.0279
Low	1.0170	1.0196	0.0026	0.3%	1.0080
Close	1.0272	1.0217	-0.0055	-0.5%	1.0217
Range	0.0109	0.0052	-0.0057	-52.3%	0.0199
ATR	0.0077	0.0077	0.0000	-0.1%	0.0000
Volume	84	191	107	127.4%	335

Daily Pivots for day following 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0376	1.0349	1.0246
R3	1.0324	1.0297	1.0231
R2	1.0272	1.0272	1.0227
R1	1.0245	1.0245	1.0222	1.0233
PP	1.0220	1.0220	1.0220	1.0214
S1	1.0193	1.0193	1.0212	1.0181
S2	1.0168	1.0168	1.0207
S3	1.0116	1.0141	1.0203
S4	1.0064	1.0089	1.0188

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0789	1.0702	1.0326
R3	1.0590	1.0503	1.0272
R2	1.0391	1.0391	1.0253
R1	1.0304	1.0304	1.0235	1.0348
PP	1.0192	1.0192	1.0192	1.0214
S1	1.0105	1.0105	1.0199	1.0149
S2	0.9993	0.9993	1.0181
S3	0.9794	0.9906	1.0162
S4	0.9595	0.9707	1.0108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0279	1.0080	0.0199	1.9%	0.0077	0.7%	69%	False	False	67
10	1.0282	1.0077	0.0205	2.0%	0.0078	0.8%	68%	False	False	63
20	1.0410	1.0077	0.0333	3.3%	0.0070	0.7%	42%	False	False	58
40	1.0557	1.0077	0.0480	4.7%	0.0039	0.4%	29%	False	False	40

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0469
2.618	1.0384
1.618	1.0332
1.000	1.0300
0.618	1.0280
HIGH	1.0248
0.618	1.0228
0.500	1.0222
0.382	1.0216
LOW	1.0196
0.618	1.0164
1.000	1.0144
1.618	1.0112
2.618	1.0060
4.250	0.9975

Fisher Pivots for day following 13-Apr-2012
Pivot	1 day	3 day
R1	1.0222	1.0205
PP	1.0220	1.0192
S1	1.0219	1.0180

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

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