CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 06-Jun-2013

Day Change Summary
	Previous	Current
	05-Jun-2013	06-Jun-2013	Change	Change %	Previous Week
Open	0.9577	0.9471	-0.0106	-1.1%	0.9575
High	0.9587	0.9609	0.0022	0.2%	0.9624
Low	0.9443	0.9370	-0.0073	-0.8%	0.9457
Close	0.9458	0.9544	0.0086	0.9%	0.9502
Range	0.0144	0.0239	0.0095	66.0%	0.0167
ATR	0.0118	0.0127	0.0009	7.3%	0.0000
Volume	8,635	29,712	21,077	244.1%	22,766

Daily Pivots for day following 06-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0225	1.0123	0.9675
R3	0.9986	0.9884	0.9610
R2	0.9747	0.9747	0.9588
R1	0.9645	0.9645	0.9566	0.9696
PP	0.9508	0.9508	0.9508	0.9533
S1	0.9406	0.9406	0.9522	0.9457
S2	0.9269	0.9269	0.9500
S3	0.9030	0.9167	0.9478
S4	0.8791	0.8928	0.9413

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	0.9370	0.0349	3.7%	0.0177	1.9%	50%	False	True	13,294
10	0.9719	0.9370	0.0349	3.7%	0.0152	1.6%	50%	False	True	8,986
20	1.0184	0.9370	0.0814	8.5%	0.0134	1.4%	21%	False	True	5,098
40	1.0454	0.9370	0.1084	11.4%	0.0105	1.1%	16%	False	True	2,693
60	1.0454	0.9370	0.1084	11.4%	0.0084	0.9%	16%	False	True	1,809
80	1.0454	0.9370	0.1084	11.4%	0.0069	0.7%	16%	False	True	1,357
100	1.0454	0.9370	0.1084	11.4%	0.0055	0.6%	16%	False	True	1,086
120	1.0454	0.9370	0.1084	11.4%	0.0046	0.5%	16%	False	True	905

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0041
Widest range in 154 trading days

Fibonacci Retracements and Extensions
4.250	1.0625
2.618	1.0235
1.618	0.9996
1.000	0.9848
0.618	0.9757
HIGH	0.9609
0.618	0.9518
0.500	0.9490
0.382	0.9461
LOW	0.9370
0.618	0.9222
1.000	0.9131
1.618	0.8983
2.618	0.8744
4.250	0.8354

Fisher Pivots for day following 06-Jun-2013
Pivot	1 day	3 day
R1	0.9526	0.9540
PP	0.9508	0.9537
S1	0.9490	0.9533

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

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