CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 28-May-2013

Day Change Summary
	Previous	Current
	24-May-2013	28-May-2013	Change	Change %	Previous Week
Open	0.9662	0.9575	-0.0087	-0.9%	0.9675
High	0.9662	0.9621	-0.0041	-0.4%	0.9761
Low	0.9560	0.9526	-0.0034	-0.4%	0.9520
Close	0.9566	0.9565	-0.0001	0.0%	0.9566
Range	0.0102	0.0095	-0.0007	-6.9%	0.0241
ATR	0.0100	0.0099	0.0000	-0.3%	0.0000
Volume	3,238	1,810	-1,428	-44.1%	9,369

Daily Pivots for day following 28-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9856	0.9805	0.9617
R3	0.9761	0.9710	0.9591
R2	0.9666	0.9666	0.9582
R1	0.9615	0.9615	0.9574	0.9593
PP	0.9571	0.9571	0.9571	0.9560
S1	0.9520	0.9520	0.9556	0.9498
S2	0.9476	0.9476	0.9548
S3	0.9381	0.9425	0.9539
S4	0.9286	0.9330	0.9513

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0339	1.0193	0.9699
R3	1.0098	0.9952	0.9632
R2	0.9857	0.9857	0.9610
R1	0.9711	0.9711	0.9588	0.9664
PP	0.9616	0.9616	0.9616	0.9592
S1	0.9470	0.9470	0.9544	0.9423
S2	0.9375	0.9375	0.9522
S3	0.9134	0.9229	0.9500
S4	0.8893	0.8988	0.9433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9761	0.9520	0.0241	2.5%	0.0125	1.3%	19%	False	False	1,924
10	0.9913	0.9520	0.0393	4.1%	0.0113	1.2%	11%	False	False	1,630
20	1.0283	0.9520	0.0763	8.0%	0.0101	1.1%	6%	False	False	1,114
40	1.0454	0.9520	0.0934	9.8%	0.0087	0.9%	5%	False	False	631
60	1.0454	0.9520	0.0934	9.8%	0.0068	0.7%	5%	False	False	426
80	1.0454	0.9520	0.0934	9.8%	0.0055	0.6%	5%	False	False	320
100	1.0454	0.9520	0.0934	9.8%	0.0044	0.5%	5%	False	False	256
120	1.0454	0.9520	0.0934	9.8%	0.0037	0.4%	5%	False	False	213

Crabel Price Patterns
NR	True
NR4	True
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	0.0029
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0025
2.618	0.9870
1.618	0.9775
1.000	0.9716
0.618	0.9680
HIGH	0.9621
0.618	0.9585
0.500	0.9574
0.382	0.9562
LOW	0.9526
0.618	0.9467
1.000	0.9431
1.618	0.9372
2.618	0.9277
4.250	0.9122

Fisher Pivots for day following 28-May-2013
Pivot	1 day	3 day
R1	0.9574	0.9611
PP	0.9571	0.9595
S1	0.9568	0.9580

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

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