CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	0.9696	0.9577	-0.0119	-1.2%	0.9575
High	0.9696	0.9587	-0.0109	-1.1%	0.9624
Low	0.9541	0.9443	-0.0098	-1.0%	0.9457
Close	0.9566	0.9458	-0.0108	-1.1%	0.9502
Range	0.0155	0.0144	-0.0011	-7.1%	0.0167
ATR	0.0116	0.0118	0.0002	1.7%	0.0000
Volume	11,870	8,635	-3,235	-27.3%	22,766

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9928	0.9837	0.9537
R3	0.9784	0.9693	0.9498
R2	0.9640	0.9640	0.9484
R1	0.9549	0.9549	0.9471	0.9523
PP	0.9496	0.9496	0.9496	0.9483
S1	0.9405	0.9405	0.9445	0.9379
S2	0.9352	0.9352	0.9432
S3	0.9208	0.9261	0.9418
S4	0.9064	0.9117	0.9379

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	0.9719	0.9443	0.0276	2.9%	0.0152	1.6%	5%	False	True	10,003
10	0.9746	0.9443	0.0303	3.2%	0.0144	1.5%	5%	False	True	6,161
20	1.0184	0.9443	0.0741	7.8%	0.0125	1.3%	2%	False	True	3,721
40	1.0454	0.9443	0.1011	10.7%	0.0101	1.1%	1%	False	True	1,952
60	1.0454	0.9443	0.1011	10.7%	0.0080	0.8%	1%	False	True	1,314
80	1.0454	0.9443	0.1011	10.7%	0.0066	0.7%	1%	False	True	986
100	1.0454	0.9443	0.1011	10.7%	0.0053	0.6%	1%	False	True	789
120	1.0454	0.9443	0.1011	10.7%	0.0044	0.5%	1%	False	True	658

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	0.0032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0199
2.618	0.9964
1.618	0.9820
1.000	0.9731
0.618	0.9676
HIGH	0.9587
0.618	0.9532
0.500	0.9515
0.382	0.9498
LOW	0.9443
0.618	0.9354
1.000	0.9299
1.618	0.9210
2.618	0.9066
4.250	0.8831

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	0.9515	0.9581
PP	0.9496	0.9540
S1	0.9477	0.9499

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

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