CME Australian Dollar Future December 2012

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Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary Previous Current 30-May-2012 31-May-2012 Change Change % Previous Week Open 0.9568 0.9549 -0.0019 -0.2% 0.9716 High 0.9568 0.9597 0.0029 0.3% 0.9719 Low 0.9568 0.9549 -0.0019 -0.2% 0.9571 Close 0.9568 0.9597 0.0029 0.3% 0.9621 Range 0.0000 0.0048 0.0048 0.0148 ATR 0.0057 0.0056 -0.0001 -1.1% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 31-May-2012 Classic Woodie Camarilla DeMark R4 0.9725 0.9709 0.9623 R3 0.9677 0.9661 0.9610 R2 0.9629 0.9629 0.9606 R1 0.9613 0.9613 0.9601 0.9621 PP 0.9581 0.9581 0.9581 0.9585 S1 0.9565 0.9565 0.9593 0.9573 S2 0.9533 0.9533 0.9588 S3 0.9485 0.9517 0.9584 S4 0.9437 0.9469 0.9571	Weekly Pivots for week ending 25-May-2012 Classic Woodie Camarilla DeMark R4 1.0081 0.9999 0.9702 R3 0.9933 0.9851 0.9662 R2 0.9785 0.9785 0.9648 R1 0.9703 0.9703 0.9635 0.9670 PP 0.9637 0.9637 0.9637 0.9621 S1 0.9555 0.9555 0.9607 0.9522 S2 0.9489 0.9489 0.9594 S3 0.9341 0.9407 0.9580 S4 0.9193 0.9259 0.9540
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9691 0.9549 0.0142 1.5% 0.0010 0.1% 34% False True 1 10 0.9754 0.9549 0.0205 2.1% 0.0012 0.1% 23% False True 1 20 1.0047 0.9549 0.0498 5.2% 0.0007 0.1% 10% False True 4 40 1.0241 0.9549 0.0692 7.2% 0.0004 0.0% 7% False True 4
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Widest range in 53 trading days	Fibonacci Retracements and Extensions 4.250 0.9801 2.618 0.9723 1.618 0.9675 1.000 0.9645 0.618 0.9627 HIGH 0.9597 0.618 0.9579 0.500 0.9573 0.382 0.9567 LOW 0.9549 0.618 0.9519 1.000 0.9501 1.618 0.9471 2.618 0.9423 4.250 0.9345
Fisher Pivots for day following 31-May-2012 Pivot 1 day 3 day R1 0.9589 0.9620 PP 0.9581 0.9612 S1 0.9573 0.9605

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