CME Australian Dollar Future September 2012

Trading Metrics calculated at close of trading on 30-Apr-2012

Day Change Summary
	Previous	Current
	27-Apr-2012	30-Apr-2012	Change	Change %	Previous Week
Open	1.0234	1.0305	0.0071	0.7%	1.0192
High	1.0325	1.0310	-0.0015	-0.1%	1.0325
Low	1.0221	1.0270	0.0049	0.5%	1.0085
Close	1.0325	1.0277	-0.0048	-0.5%	1.0325
Range	0.0104	0.0040	-0.0064	-61.5%	0.0240
ATR	0.0075	0.0073	-0.0001	-1.9%	0.0000
Volume	137	142	5	3.6%	277

Daily Pivots for day following 30-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0406	1.0381	1.0299
R3	1.0366	1.0341	1.0288
R2	1.0326	1.0326	1.0284
R1	1.0301	1.0301	1.0281	1.0294
PP	1.0286	1.0286	1.0286	1.0282
S1	1.0261	1.0261	1.0273	1.0254
S2	1.0246	1.0246	1.0270
S3	1.0206	1.0221	1.0266
S4	1.0166	1.0181	1.0255

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0965	1.0885	1.0457
R3	1.0725	1.0645	1.0391
R2	1.0485	1.0485	1.0369
R1	1.0405	1.0405	1.0347	1.0445
PP	1.0245	1.0245	1.0245	1.0265
S1	1.0165	1.0165	1.0303	1.0205
S2	1.0005	1.0005	1.0281
S3	0.9765	0.9925	1.0259
S4	0.9525	0.9685	1.0193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0325	1.0085	0.0240	2.3%	0.0058	0.6%	80%	False	False	82
10	1.0325	1.0085	0.0240	2.3%	0.0059	0.6%	80%	False	False	60
20	1.0325	1.0077	0.0248	2.4%	0.0068	0.7%	81%	False	False	67
40	1.0436	1.0077	0.0359	3.5%	0.0054	0.5%	56%	False	False	53

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0480
2.618	1.0415
1.618	1.0375
1.000	1.0350
0.618	1.0335
HIGH	1.0310
0.618	1.0295
0.500	1.0290
0.382	1.0285
LOW	1.0270
0.618	1.0245
1.000	1.0230
1.618	1.0205
2.618	1.0165
4.250	1.0100

Fisher Pivots for day following 30-Apr-2012
Pivot	1 day	3 day
R1	1.0290	1.0275
PP	1.0286	1.0272
S1	1.0281	1.0270

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

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