CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 31-May-2013

Day Change Summary
	Previous	Current
	30-May-2013	31-May-2013	Change	Change %	Previous Week
Open	0.9562	0.9589	0.0027	0.3%	0.9575
High	0.9624	0.9612	-0.0012	-0.1%	0.9624
Low	0.9513	0.9480	-0.0033	-0.3%	0.9457
Close	0.9598	0.9502	-0.0096	-1.0%	0.9502
Range	0.0111	0.0132	0.0021	18.9%	0.0167
ATR	0.0103	0.0105	0.0002	2.0%	0.0000
Volume	13,255	4,417	-8,838	-66.7%	22,766

Daily Pivots for day following 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9927	0.9847	0.9575
R3	0.9795	0.9715	0.9538
R2	0.9663	0.9663	0.9526
R1	0.9583	0.9583	0.9514	0.9557
PP	0.9531	0.9531	0.9531	0.9519
S1	0.9451	0.9451	0.9490	0.9425
S2	0.9399	0.9399	0.9478
S3	0.9267	0.9319	0.9466
S4	0.9135	0.9187	0.9429

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0029	0.9932	0.9594
R3	0.9862	0.9765	0.9548
R2	0.9695	0.9695	0.9533
R1	0.9598	0.9598	0.9517	0.9563
PP	0.9528	0.9528	0.9528	0.9510
S1	0.9431	0.9431	0.9487	0.9396
S2	0.9361	0.9361	0.9471
S3	0.9194	0.9264	0.9456
S4	0.9027	0.9097	0.9410

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9662	0.9457	0.0205	2.2%	0.0116	1.2%	22%	False	False	5,200
10	0.9761	0.9457	0.0304	3.2%	0.0121	1.3%	15%	False	False	3,396
20	1.0223	0.9457	0.0766	8.1%	0.0111	1.2%	6%	False	False	2,141
40	1.0454	0.9457	0.0997	10.5%	0.0093	1.0%	5%	False	False	1,153
60	1.0454	0.9457	0.0997	10.5%	0.0074	0.8%	5%	False	False	775
80	1.0454	0.9457	0.0997	10.5%	0.0060	0.6%	5%	False	False	582
100	1.0454	0.9457	0.0997	10.5%	0.0048	0.5%	5%	False	False	466
120	1.0454	0.9457	0.0997	10.5%	0.0040	0.4%	5%	False	False	388

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0173
2.618	0.9958
1.618	0.9826
1.000	0.9744
0.618	0.9694
HIGH	0.9612
0.618	0.9562
0.500	0.9546
0.382	0.9530
LOW	0.9480
0.618	0.9398
1.000	0.9348
1.618	0.9266
2.618	0.9134
4.250	0.8919

Fisher Pivots for day following 31-May-2013
Pivot	1 day	3 day
R1	0.9546	0.9541
PP	0.9531	0.9528
S1	0.9517	0.9515

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

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