CME Australian Dollar Future June 2013

Trading Metrics calculated at close of trading on 17-Jun-2013

Day Change Summary
	Previous	Current
	14-Jun-2013	17-Jun-2013	Change	Change %	Previous Week
Open	0.9653	0.9573	-0.0080	-0.8%	0.9406
High	0.9655	0.9638	-0.0017	-0.2%	0.9658
Low	0.9567	0.9567	0.0000	0.0%	0.9321
Close	0.9600	0.9594	-0.0006	-0.1%	0.9600
Range	0.0088	0.0071	-0.0017	-19.3%	0.0337
ATR	0.0139	0.0134	-0.0005	-3.5%	0.0000
Volume	35,130	1,386	-33,744	-96.1%	651,708

Daily Pivots for day following 17-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9813	0.9774	0.9633
R3	0.9742	0.9703	0.9614
R2	0.9671	0.9671	0.9607
R1	0.9632	0.9632	0.9601	0.9652
PP	0.9600	0.9600	0.9600	0.9609
S1	0.9561	0.9561	0.9587	0.9581
S2	0.9529	0.9529	0.9581
S3	0.9458	0.9490	0.9574
S4	0.9387	0.9419	0.9555

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0537	1.0406	0.9785
R3	1.0200	1.0069	0.9693
R2	0.9863	0.9863	0.9662
R1	0.9732	0.9732	0.9631	0.9798
PP	0.9526	0.9526	0.9526	0.9559
S1	0.9395	0.9395	0.9569	0.9461
S2	0.9189	0.9189	0.9538
S3	0.8852	0.9058	0.9507
S4	0.8515	0.8721	0.9415

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9658	0.9321	0.0337	3.5%	0.0136	1.4%	81%	False	False	107,237
10	0.9760	0.9321	0.0439	4.6%	0.0149	1.6%	62%	False	False	135,514
20	0.9824	0.9321	0.0503	5.2%	0.0143	1.5%	54%	False	False	145,714
40	1.0350	0.9321	0.1029	10.7%	0.0118	1.2%	27%	False	False	130,020
60	1.0531	0.9321	0.1210	12.6%	0.0106	1.1%	23%	False	False	121,361
80	1.0531	0.9321	0.1210	12.6%	0.0097	1.0%	23%	False	False	99,638
100	1.0531	0.9321	0.1210	12.6%	0.0091	0.9%	23%	False	False	79,746
120	1.0531	0.9321	0.1210	12.6%	0.0082	0.8%	23%	False	False	66,463

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.9940
2.618	0.9824
1.618	0.9753
1.000	0.9709
0.618	0.9682
HIGH	0.9638
0.618	0.9611
0.500	0.9603
0.382	0.9594
LOW	0.9567
0.618	0.9523
1.000	0.9496
1.618	0.9452
2.618	0.9381
4.250	0.9265

Fisher Pivots for day following 17-Jun-2013
Pivot	1 day	3 day
R1	0.9603	0.9577
PP	0.9600	0.9560
S1	0.9597	0.9543

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

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