CME Australian Dollar Future September 2012

Trading Metrics calculated at close of trading on 18-Apr-2012

Day Change Summary
	Previous	Current
	17-Apr-2012	18-Apr-2012	Change	Change %	Previous Week
Open	1.0174	1.0215	0.0041	0.4%	1.0100
High	1.0249	1.0223	-0.0026	-0.3%	1.0279
Low	1.0171	1.0180	0.0009	0.1%	1.0080
Close	1.0249	1.0197	-0.0052	-0.5%	1.0217
Range	0.0078	0.0043	-0.0035	-44.9%	0.0199
ATR	0.0076	0.0076	-0.0001	-0.7%	0.0000
Volume	19	14	-5	-26.3%	335

Daily Pivots for day following 18-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0329	1.0306	1.0221
R3	1.0286	1.0263	1.0209
R2	1.0243	1.0243	1.0205
R1	1.0220	1.0220	1.0201	1.0210
PP	1.0200	1.0200	1.0200	1.0195
S1	1.0177	1.0177	1.0193	1.0167
S2	1.0157	1.0157	1.0189
S3	1.0114	1.0134	1.0185
S4	1.0071	1.0091	1.0173

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	1.0148	0.0131	1.3%	0.0067	0.7%	37%	False	False	90
10	1.0279	1.0080	0.0199	2.0%	0.0065	0.6%	59%	False	False	65
20	1.0331	1.0077	0.0254	2.5%	0.0073	0.7%	47%	False	False	65
40	1.0557	1.0077	0.0480	4.7%	0.0043	0.4%	25%	False	False	43

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0003
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0406
2.618	1.0336
1.618	1.0293
1.000	1.0266
0.618	1.0250
HIGH	1.0223
0.618	1.0207
0.500	1.0202
0.382	1.0196
LOW	1.0180
0.618	1.0153
1.000	1.0137
1.618	1.0110
2.618	1.0067
4.250	0.9997

Fisher Pivots for day following 18-Apr-2012
Pivot	1 day	3 day
R1	1.0202	1.0199
PP	1.0200	1.0198
S1	1.0199	1.0198

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

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