CME Australian Dollar Future September 2012

Trading Metrics calculated at close of trading on 24-Apr-2012

Day Change Summary
	Previous	Current
	23-Apr-2012	24-Apr-2012	Change	Change %	Previous Week
Open	1.0192	1.0169	-0.0023	-0.2%	1.0162
High	1.0192	1.0172	-0.0020	-0.2%	1.0249
Low	1.0121	1.0085	-0.0036	-0.4%	1.0148
Close	1.0152	1.0137	-0.0015	-0.1%	1.0212
Range	0.0071	0.0087	0.0016	22.5%	0.0101
ATR	0.0074	0.0075	0.0001	1.3%	0.0000
Volume	9	27	18	200.0%	326

Daily Pivots for day following 24-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0392	1.0352	1.0185
R3	1.0305	1.0265	1.0161
R2	1.0218	1.0218	1.0153
R1	1.0178	1.0178	1.0145	1.0155
PP	1.0131	1.0131	1.0131	1.0120
S1	1.0091	1.0091	1.0129	1.0068
S2	1.0044	1.0044	1.0121
S3	0.9957	1.0004	1.0113
S4	0.9870	0.9917	1.0089

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0506	1.0460	1.0268
R3	1.0405	1.0359	1.0240
R2	1.0304	1.0304	1.0231
R1	1.0258	1.0258	1.0221	1.0281
PP	1.0203	1.0203	1.0203	1.0215
S1	1.0157	1.0157	1.0203	1.0180
S2	1.0102	1.0102	1.0193
S3	1.0001	1.0056	1.0184
S4	0.9900	0.9955	1.0156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0223	1.0085	0.0138	1.4%	0.0061	0.6%	38%	False	True	40
10	1.0279	1.0080	0.0199	2.0%	0.0066	0.7%	29%	False	False	65
20	1.0282	1.0077	0.0205	2.0%	0.0069	0.7%	29%	False	False	53
40	1.0557	1.0077	0.0480	4.7%	0.0049	0.5%	13%	False	False	46

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	0.0003
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0542
2.618	1.0400
1.618	1.0313
1.000	1.0259
0.618	1.0226
HIGH	1.0172
0.618	1.0139
0.500	1.0129
0.382	1.0118
LOW	1.0085
0.618	1.0031
1.000	0.9998
1.618	0.9944
2.618	0.9857
4.250	0.9715

Fisher Pivots for day following 24-Apr-2012
Pivot	1 day	3 day
R1	1.0134	1.0153
PP	1.0131	1.0147
S1	1.0129	1.0142

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

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