CME Australian Dollar Future June 2013

Trading Metrics calculated at close of trading on 06-Jun-2013

Day Change Summary
	Previous	Current
	05-Jun-2013	06-Jun-2013	Change	Change %	Previous Week
Open	0.9640	0.9527	-0.0113	-1.2%	0.9636
High	0.9650	0.9669	0.0019	0.2%	0.9687
Low	0.9503	0.9429	-0.0074	-0.8%	0.9515
Close	0.9517	0.9605	0.0088	0.9%	0.9562
Range	0.0147	0.0240	0.0093	63.3%	0.0172
ATR	0.0125	0.0133	0.0008	6.6%	0.0000
Volume	163,029	207,086	44,057	27.0%	583,366

Daily Pivots for day following 06-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0288	1.0186	0.9737
R3	1.0048	0.9946	0.9671
R2	0.9808	0.9808	0.9649
R1	0.9706	0.9706	0.9627	0.9757
PP	0.9568	0.9568	0.9568	0.9593
S1	0.9466	0.9466	0.9583	0.9517
S2	0.9328	0.9328	0.9561
S3	0.9088	0.9226	0.9539
S4	0.8848	0.8986	0.9473

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	0.9429	0.0353	3.7%	0.0181	1.9%	50%	False	True	166,911
10	0.9782	0.9429	0.0353	3.7%	0.0156	1.6%	50%	False	True	161,413
20	1.0265	0.9429	0.0836	8.7%	0.0140	1.5%	21%	False	True	156,087
40	1.0531	0.9429	0.1102	11.5%	0.0113	1.2%	16%	False	True	132,488
60	1.0531	0.9429	0.1102	11.5%	0.0098	1.0%	16%	False	True	116,562
80	1.0531	0.9429	0.1102	11.5%	0.0091	1.0%	16%	False	True	89,336
100	1.0531	0.9429	0.1102	11.5%	0.0084	0.9%	16%	False	True	71,489
120	1.0531	0.9429	0.1102	11.5%	0.0074	0.8%	16%	False	True	59,581

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0043
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.0689
2.618	1.0297
1.618	1.0057
1.000	0.9909
0.618	0.9817
HIGH	0.9669
0.618	0.9577
0.500	0.9549
0.382	0.9521
LOW	0.9429
0.618	0.9281
1.000	0.9189
1.618	0.9041
2.618	0.8801
4.250	0.8409

Fisher Pivots for day following 06-Jun-2013
Pivot	1 day	3 day
R1	0.9586	0.9602
PP	0.9568	0.9598
S1	0.9549	0.9595

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

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