CME Australian Dollar Future June 2013

Trading Metrics calculated at close of trading on 03-Jun-2013

Day Change Summary
	Previous	Current
	31-May-2013	03-Jun-2013	Change	Change %	Previous Week
Open	0.9648	0.9596	-0.0052	-0.5%	0.9636
High	0.9675	0.9782	0.0107	1.1%	0.9687
Low	0.9538	0.9562	0.0024	0.3%	0.9515
Close	0.9562	0.9745	0.0183	1.9%	0.9562
Range	0.0137	0.0220	0.0083	60.6%	0.0172
ATR	0.0112	0.0120	0.0008	6.8%	0.0000
Volume	150,782	154,597	3,815	2.5%	583,366

Daily Pivots for day following 03-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0356	1.0271	0.9866
R3	1.0136	1.0051	0.9806
R2	0.9916	0.9916	0.9785
R1	0.9831	0.9831	0.9765	0.9874
PP	0.9696	0.9696	0.9696	0.9718
S1	0.9611	0.9611	0.9725	0.9654
S2	0.9476	0.9476	0.9705
S3	0.9256	0.9391	0.9685
S4	0.9036	0.9171	0.9624

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0104	1.0005	0.9657
R3	0.9932	0.9833	0.9609
R2	0.9760	0.9760	0.9594
R1	0.9661	0.9661	0.9578	0.9625
PP	0.9588	0.9588	0.9588	0.9570
S1	0.9489	0.9489	0.9546	0.9453
S2	0.9416	0.9416	0.9530
S3	0.9244	0.9317	0.9515
S4	0.9072	0.9145	0.9467

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9782	0.9515	0.0267	2.7%	0.0144	1.5%	86%	True	False	147,592
10	0.9824	0.9515	0.0309	3.2%	0.0136	1.4%	74%	False	False	155,914
20	1.0277	0.9515	0.0762	7.8%	0.0124	1.3%	30%	False	False	145,242
40	1.0531	0.9515	0.1016	10.4%	0.0106	1.1%	23%	False	False	126,898
60	1.0531	0.9515	0.1016	10.4%	0.0093	1.0%	23%	False	False	109,561
80	1.0531	0.9515	0.1016	10.4%	0.0087	0.9%	23%	False	False	82,732
100	1.0531	0.9515	0.1016	10.4%	0.0080	0.8%	23%	False	False	66,200
120	1.0531	0.9515	0.1016	10.4%	0.0070	0.7%	23%	False	False	55,171

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0040
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.0717
2.618	1.0358
1.618	1.0138
1.000	1.0002
0.618	0.9918
HIGH	0.9782
0.618	0.9698
0.500	0.9672
0.382	0.9646
LOW	0.9562
0.618	0.9426
1.000	0.9342
1.618	0.9206
2.618	0.8986
4.250	0.8627

Fisher Pivots for day following 03-Jun-2013
Pivot	1 day	3 day
R1	0.9721	0.9717
PP	0.9696	0.9688
S1	0.9672	0.9660

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

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