CME Australian Dollar Future March 2013

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Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary Previous Current 16-Jul-2012 17-Jul-2012 Change Change % Previous Week Open 1.0051 1.0108 0.0057 0.6% 0.9987 High 1.0051 1.0108 0.0057 0.6% 1.0022 Low 1.0051 1.0108 0.0057 0.6% 0.9934 Close 1.0051 1.0108 0.0057 0.6% 1.0022 Range ATR 0.0053 0.0053 0.0000 0.6% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 17-Jul-2012 Classic Woodie Camarilla DeMark R4 1.0108 1.0108 1.0108 R3 1.0108 1.0108 1.0108 R2 1.0108 1.0108 1.0108 R1 1.0108 1.0108 1.0108 1.0108 PP 1.0108 1.0108 1.0108 1.0108 S1 1.0108 1.0108 1.0108 1.0108 S2 1.0108 1.0108 1.0108 S3 1.0108 1.0108 1.0108 S4 1.0108 1.0108 1.0108	Weekly Pivots for week ending 13-Jul-2012 Classic Woodie Camarilla DeMark R4 1.0257 1.0227 1.0070 R3 1.0169 1.0139 1.0046 R2 1.0081 1.0081 1.0038 R1 1.0051 1.0051 1.0030 1.0066 PP 0.9993 0.9993 0.9993 1.0000 S1 0.9963 0.9963 1.0014 0.9978 S2 0.9905 0.9905 1.0006 S3 0.9817 0.9875 0.9998 S4 0.9729 0.9787 0.9974
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0108 0.9934 0.0174 1.7% 0.0000 0.0% 100% True False 2 10 1.0108 0.9934 0.0174 1.7% 0.0000 0.0% 100% True False 2 20 1.0108 0.9780 0.0328 3.2% 0.0000 0.0% 100% True False 2 40 1.0108 0.9492 0.0616 6.1% 0.0000 0.0% 100% True False 1
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 1.0108 2.618 1.0108 1.618 1.0108 1.000 1.0108 0.618 1.0108 HIGH 1.0108 0.618 1.0108 0.500 1.0108 0.382 1.0108 LOW 1.0108 0.618 1.0108 1.000 1.0108 1.618 1.0108 2.618 1.0108 4.250 1.0108
Fisher Pivots for day following 17-Jul-2012 Pivot 1 day 3 day R1 1.0108 1.0094 PP 1.0108 1.0079 S1 1.0108 1.0065

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