CME Australian Dollar Future June 2013

Trading Metrics calculated at close of trading on 04-Jun-2013

Day Change Summary
	Previous	Current
	03-Jun-2013	04-Jun-2013	Change	Change %	Previous Week
Open	0.9596	0.9759	0.0163	1.7%	0.9636
High	0.9782	0.9760	-0.0022	-0.2%	0.9687
Low	0.9562	0.9601	0.0039	0.4%	0.9515
Close	0.9745	0.9627	-0.0118	-1.2%	0.9562
Range	0.0220	0.0159	-0.0061	-27.7%	0.0172
ATR	0.0120	0.0123	0.0003	2.3%	0.0000
Volume	154,597	159,062	4,465	2.9%	583,366

Daily Pivots for day following 04-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0140	1.0042	0.9714
R3	0.9981	0.9883	0.9671
R2	0.9822	0.9822	0.9656
R1	0.9724	0.9724	0.9642	0.9694
PP	0.9663	0.9663	0.9663	0.9647
S1	0.9565	0.9565	0.9612	0.9535
S2	0.9504	0.9504	0.9598
S3	0.9345	0.9406	0.9583
S4	0.9186	0.9247	0.9540

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	2.8%	0.0156	1.6%	42%	False	False	147,740
10	0.9824	0.9515	0.0309	3.2%	0.0143	1.5%	36%	False	False	159,736
20	1.0265	0.9515	0.0750	7.8%	0.0128	1.3%	15%	False	False	149,249
40	1.0531	0.9515	0.1016	10.6%	0.0108	1.1%	11%	False	False	128,760
60	1.0531	0.9515	0.1016	10.6%	0.0094	1.0%	11%	False	False	111,877
80	1.0531	0.9515	0.1016	10.6%	0.0088	0.9%	11%	False	False	84,717
100	1.0531	0.9515	0.1016	10.6%	0.0081	0.8%	11%	False	False	67,790
120	1.0531	0.9515	0.1016	10.6%	0.0071	0.7%	11%	False	False	56,497

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0436
2.618	1.0176
1.618	1.0017
1.000	0.9919
0.618	0.9858
HIGH	0.9760
0.618	0.9699
0.500	0.9681
0.382	0.9662
LOW	0.9601
0.618	0.9503
1.000	0.9442
1.618	0.9344
2.618	0.9185
4.250	0.8925

Fisher Pivots for day following 04-Jun-2013
Pivot	1 day	3 day
R1	0.9681	0.9660
PP	0.9663	0.9649
S1	0.9645	0.9638

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

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