CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 30-May-2013

Day Change Summary
	Previous	Current
	29-May-2013	30-May-2013	Change	Change %	Previous Week
Open	0.9533	0.9562	0.0029	0.3%	0.9675
High	0.9598	0.9624	0.0026	0.3%	0.9761
Low	0.9457	0.9513	0.0056	0.6%	0.9520
Close	0.9560	0.9598	0.0038	0.4%	0.9566
Range	0.0141	0.0111	-0.0030	-21.3%	0.0241
ATR	0.0102	0.0103	0.0001	0.6%	0.0000
Volume	3,284	13,255	9,971	303.6%	9,369

Daily Pivots for day following 30-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9911	0.9866	0.9659
R3	0.9800	0.9755	0.9629
R2	0.9689	0.9689	0.9618
R1	0.9644	0.9644	0.9608	0.9667
PP	0.9578	0.9578	0.9578	0.9590
S1	0.9533	0.9533	0.9588	0.9556
S2	0.9467	0.9467	0.9578
S3	0.9356	0.9422	0.9567
S4	0.9245	0.9311	0.9537

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	0.9701	0.9457	0.0244	2.5%	0.0126	1.3%	58%	False	False	4,679
10	0.9829	0.9457	0.0372	3.9%	0.0119	1.2%	38%	False	False	3,187
20	1.0223	0.9457	0.0766	8.0%	0.0106	1.1%	18%	False	False	1,931
40	1.0454	0.9457	0.0997	10.4%	0.0092	1.0%	14%	False	False	1,043
60	1.0454	0.9457	0.0997	10.4%	0.0073	0.8%	14%	False	False	701
80	1.0454	0.9457	0.0997	10.4%	0.0058	0.6%	14%	False	False	526
100	1.0454	0.9457	0.0997	10.4%	0.0046	0.5%	14%	False	False	421
120	1.0454	0.9457	0.0997	10.4%	0.0039	0.4%	14%	False	False	351

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	0.0034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0096
2.618	0.9915
1.618	0.9804
1.000	0.9735
0.618	0.9693
HIGH	0.9624
0.618	0.9582
0.500	0.9569
0.382	0.9555
LOW	0.9513
0.618	0.9444
1.000	0.9402
1.618	0.9333
2.618	0.9222
4.250	0.9041

Fisher Pivots for day following 30-May-2013
Pivot	1 day	3 day
R1	0.9588	0.9579
PP	0.9578	0.9560
S1	0.9569	0.9541

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

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