CME Australian Dollar Future June 2013

Trading Metrics calculated at close of trading on 21-Feb-2013

Day Change Summary
	Previous	Current
	20-Feb-2013	21-Feb-2013	Change	Change %	Previous Week
Open	1.0257	1.0169	-0.0088	-0.9%	1.0216
High	1.0271	1.0178	-0.0093	-0.9%	1.0275
Low	1.0150	1.0139	-0.0011	-0.1%	1.0136
Close	1.0156	1.0148	-0.0008	-0.1%	1.0201
Range	0.0121	0.0039	-0.0082	-67.8%	0.0139
ATR	0.0067	0.0065	-0.0002	-3.0%	0.0000
Volume	157	567	410	261.1%	1,197

Daily Pivots for day following 21-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0272	1.0249	1.0169
R3	1.0233	1.0210	1.0159
R2	1.0194	1.0194	1.0155
R1	1.0171	1.0171	1.0152	1.0163
PP	1.0155	1.0155	1.0155	1.0151
S1	1.0132	1.0132	1.0144	1.0124
S2	1.0116	1.0116	1.0141
S3	1.0077	1.0093	1.0137
S4	1.0038	1.0054	1.0127

Weekly Pivots for week ending 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0621	1.0550	1.0277
R3	1.0482	1.0411	1.0239
R2	1.0343	1.0343	1.0226
R1	1.0272	1.0272	1.0214	1.0238
PP	1.0204	1.0204	1.0204	1.0187
S1	1.0133	1.0133	1.0188	1.0099
S2	1.0065	1.0065	1.0176
S3	0.9926	0.9994	1.0163
S4	0.9787	0.9855	1.0125

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0275	1.0139	0.0136	1.3%	0.0070	0.7%	7%	False	True	292
10	1.0275	1.0136	0.0139	1.4%	0.0068	0.7%	9%	False	False	269
20	1.0414	1.0136	0.0278	2.7%	0.0064	0.6%	4%	False	False	179
40	1.0474	1.0136	0.0338	3.3%	0.0050	0.5%	4%	False	False	114
60	1.0474	1.0136	0.0338	3.3%	0.0036	0.4%	4%	False	False	82
80	1.0474	1.0136	0.0338	3.3%	0.0029	0.3%	4%	False	False	62
100	1.0474	0.9973	0.0501	4.9%	0.0023	0.2%	35%	False	False	49
120	1.0474	0.9959	0.0515	5.1%	0.0021	0.2%	37%	False	False	42

Crabel Price Patterns
NR	True
NR4	True
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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0344
2.618	1.0280
1.618	1.0241
1.000	1.0217
0.618	1.0202
HIGH	1.0178
0.618	1.0163
0.500	1.0159
0.382	1.0154
LOW	1.0139
0.618	1.0115
1.000	1.0100
1.618	1.0076
2.618	1.0037
4.250	0.9973

Fisher Pivots for day following 21-Feb-2013
Pivot	1 day	3 day
R1	1.0159	1.0206
PP	1.0155	1.0187
S1	1.0152	1.0167

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

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