CME Australian Dollar Future December 2012

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Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary Previous Current 18-May-2012 21-May-2012 Change Change % Previous Week Open 0.9653 0.9716 0.0063 0.7% 0.9783 High 0.9653 0.9716 0.0063 0.7% 0.9784 Low 0.9653 0.9716 0.0063 0.7% 0.9653 Close 0.9653 0.9716 0.0063 0.7% 0.9653 Range ATR 0.0050 0.0051 0.0001 1.8% 0.0000 Volume 1 1 0 0.0% 62
Daily Pivots for day following 21-May-2012 Classic Woodie Camarilla DeMark R4 0.9716 0.9716 0.9716 R3 0.9716 0.9716 0.9716 R2 0.9716 0.9716 0.9716 R1 0.9716 0.9716 0.9716 0.9716 PP 0.9716 0.9716 0.9716 0.9716 S1 0.9716 0.9716 0.9716 0.9716 S2 0.9716 0.9716 0.9716 S3 0.9716 0.9716 0.9716 S4 0.9716 0.9716 0.9716	Weekly Pivots for week ending 18-May-2012 Classic Woodie Camarilla DeMark R4 1.0090 1.0002 0.9725 R3 0.9959 0.9871 0.9689 R2 0.9828 0.9828 0.9677 R1 0.9740 0.9740 0.9665 0.9719 PP 0.9697 0.9697 0.9697 0.9686 S1 0.9609 0.9609 0.9641 0.9588 S2 0.9566 0.9566 0.9629 S3 0.9435 0.9478 0.9617 S4 0.9304 0.9347 0.9581
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9784 0.9653 0.0131 1.3% 0.0007 0.1% 48% False False 10 10 0.9930 0.9653 0.0277 2.9% 0.0004 0.0% 23% False False 7 20 1.0241 0.9653 0.0588 6.1% 0.0002 0.0% 11% False False 6 40 1.0241 0.9653 0.0588 6.1% 0.0001 0.0% 11% False False 5
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 0.9716 2.618 0.9716 1.618 0.9716 1.000 0.9716 0.618 0.9716 HIGH 0.9716 0.618 0.9716 0.500 0.9716 0.382 0.9716 LOW 0.9716 0.618 0.9716 1.000 0.9716 1.618 0.9716 2.618 0.9716 4.250 0.9716
Fisher Pivots for day following 21-May-2012 Pivot 1 day 3 day R1 0.9716 0.9712 PP 0.9716 0.9708 S1 0.9716 0.9704

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