CME Australian Dollar Future June 2013

Trading Metrics calculated at close of trading on 07-Jun-2013

Day Change Summary
	Previous	Current
	06-Jun-2013	07-Jun-2013	Change	Change %	Previous Week
Open	0.9527	0.9557	0.0030	0.3%	0.9596
High	0.9669	0.9605	-0.0064	-0.7%	0.9782
Low	0.9429	0.9423	-0.0006	-0.1%	0.9423
Close	0.9605	0.9494	-0.0111	-1.2%	0.9494
Range	0.0240	0.0182	-0.0058	-24.2%	0.0359
ATR	0.0133	0.0136	0.0004	2.6%	0.0000
Volume	207,086	172,873	-34,213	-16.5%	856,647

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0053	0.9956	0.9594
R3	0.9871	0.9774	0.9544
R2	0.9689	0.9689	0.9527
R1	0.9592	0.9592	0.9511	0.9550
PP	0.9507	0.9507	0.9507	0.9486
S1	0.9410	0.9410	0.9477	0.9368
S2	0.9325	0.9325	0.9461
S3	0.9143	0.9228	0.9444
S4	0.8961	0.9046	0.9394

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0643	1.0428	0.9691
R3	1.0284	1.0069	0.9593
R2	0.9925	0.9925	0.9560
R1	0.9710	0.9710	0.9527	0.9638
PP	0.9566	0.9566	0.9566	0.9531
S1	0.9351	0.9351	0.9461	0.9279
S2	0.9207	0.9207	0.9428
S3	0.8848	0.8992	0.9395
S4	0.8489	0.8633	0.9297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9782	0.9423	0.0359	3.8%	0.0190	2.0%	20%	False	True	171,329
10	0.9782	0.9423	0.0359	3.8%	0.0156	1.6%	20%	False	True	158,019
20	1.0070	0.9423	0.0647	6.8%	0.0136	1.4%	11%	False	True	155,904
40	1.0510	0.9423	0.1087	11.4%	0.0116	1.2%	7%	False	True	134,338
60	1.0531	0.9423	0.1108	11.7%	0.0100	1.1%	6%	False	True	118,804
80	1.0531	0.9423	0.1108	11.7%	0.0093	1.0%	6%	False	True	91,496
100	1.0531	0.9423	0.1108	11.7%	0.0085	0.9%	6%	False	True	73,217
120	1.0531	0.9423	0.1108	11.7%	0.0076	0.8%	6%	False	True	61,021

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	0.0039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0379
2.618	1.0081
1.618	0.9899
1.000	0.9787
0.618	0.9717
HIGH	0.9605
0.618	0.9535
0.500	0.9514
0.382	0.9493
LOW	0.9423
0.618	0.9311
1.000	0.9241
1.618	0.9129
2.618	0.8947
4.250	0.8650

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	0.9514	0.9546
PP	0.9507	0.9529
S1	0.9501	0.9511

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

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