CME Australian Dollar Future March 2013

Trading Metrics calculated at close of trading on 21-Nov-2012

Day Change Summary
	Previous	Current
	20-Nov-2012	21-Nov-2012	Change	Change %	Previous Week
Open	1.0310	1.0290	-0.0020	-0.2%	1.0289
High	1.0322	1.0290	-0.0032	-0.3%	1.0348
Low	1.0263	1.0244	-0.0019	-0.2%	1.0203
Close	1.0275	1.0268	-0.0007	-0.1%	1.0235
Range	0.0059	0.0046	-0.0013	-22.0%	0.0145
ATR	0.0056	0.0055	-0.0001	-1.2%	0.0000
Volume	85	144	59	69.4%	726

Daily Pivots for day following 21-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0405	1.0383	1.0293
R3	1.0359	1.0337	1.0281
R2	1.0313	1.0313	1.0276
R1	1.0291	1.0291	1.0272	1.0279
PP	1.0267	1.0267	1.0267	1.0262
S1	1.0245	1.0245	1.0264	1.0233
S2	1.0221	1.0221	1.0260
S3	1.0175	1.0199	1.0255
S4	1.0129	1.0153	1.0243

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0697	1.0611	1.0315
R3	1.0552	1.0466	1.0275
R2	1.0407	1.0407	1.0262
R1	1.0321	1.0321	1.0248	1.0292
PP	1.0262	1.0262	1.0262	1.0247
S1	1.0176	1.0176	1.0222	1.0147
S2	1.0117	1.0117	1.0208
S3	0.9972	1.0031	1.0195
S4	0.9827	0.9886	1.0155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0322	1.0203	0.0119	1.2%	0.0053	0.5%	55%	False	False	167
10	1.0348	1.0203	0.0145	1.4%	0.0053	0.5%	45%	False	False	123
20	1.0360	1.0203	0.0157	1.5%	0.0045	0.4%	41%	False	False	79
40	1.0360	1.0025	0.0335	3.3%	0.0050	0.5%	73%	False	False	63
60	1.0470	1.0010	0.0460	4.5%	0.0044	0.4%	56%	False	False	53
80	1.0470	1.0010	0.0460	4.5%	0.0033	0.3%	56%	False	False	40
100	1.0470	0.9934	0.0536	5.2%	0.0026	0.3%	62%	False	False	32
120	1.0470	0.9545	0.0925	9.0%	0.0022	0.2%	78%	False	False	27

Crabel Price Patterns
NR	True
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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0486
2.618	1.0410
1.618	1.0364
1.000	1.0336
0.618	1.0318
HIGH	1.0290
0.618	1.0272
0.500	1.0267
0.382	1.0262
LOW	1.0244
0.618	1.0216
1.000	1.0198
1.618	1.0170
2.618	1.0124
4.250	1.0049

Fisher Pivots for day following 21-Nov-2012
Pivot	1 day	3 day
R1	1.0268	1.0283
PP	1.0267	1.0278
S1	1.0267	1.0273

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

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