CME Australian Dollar Future June 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	0.9557	0.9406	-0.0151	-1.6%	0.9596
High	0.9605	0.9476	-0.0129	-1.3%	0.9782
Low	0.9423	0.9393	-0.0030	-0.3%	0.9423
Close	0.9494	0.9472	-0.0022	-0.2%	0.9494
Range	0.0182	0.0083	-0.0099	-54.4%	0.0359
ATR	0.0136	0.0134	-0.0003	-1.9%	0.0000
Volume	172,873	116,907	-55,966	-32.4%	856,647

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9696	0.9667	0.9518
R3	0.9613	0.9584	0.9495
R2	0.9530	0.9530	0.9487
R1	0.9501	0.9501	0.9480	0.9516
PP	0.9447	0.9447	0.9447	0.9454
S1	0.9418	0.9418	0.9464	0.9433
S2	0.9364	0.9364	0.9457
S3	0.9281	0.9335	0.9449
S4	0.9198	0.9252	0.9426

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	0.9760	0.9393	0.0367	3.9%	0.0162	1.7%	22%	False	True	163,791
10	0.9782	0.9393	0.0389	4.1%	0.0153	1.6%	20%	False	True	155,692
20	0.9987	0.9393	0.0594	6.3%	0.0134	1.4%	13%	False	True	153,399
40	1.0474	0.9393	0.1081	11.4%	0.0116	1.2%	7%	False	True	134,990
60	1.0531	0.9393	0.1138	12.0%	0.0100	1.1%	7%	False	True	119,613
80	1.0531	0.9393	0.1138	12.0%	0.0093	1.0%	7%	False	True	92,954
100	1.0531	0.9393	0.1138	12.0%	0.0086	0.9%	7%	False	True	74,386
120	1.0531	0.9393	0.1138	12.0%	0.0076	0.8%	7%	False	True	61,996

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0040
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9829
2.618	0.9693
1.618	0.9610
1.000	0.9559
0.618	0.9527
HIGH	0.9476
0.618	0.9444
0.500	0.9435
0.382	0.9425
LOW	0.9393
0.618	0.9342
1.000	0.9310
1.618	0.9259
2.618	0.9176
4.250	0.9040

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	0.9460	0.9531
PP	0.9447	0.9511
S1	0.9435	0.9492

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

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