CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	0.9497	0.9340	-0.0157	-1.7%	0.9530
High	0.9544	0.9416	-0.0128	-1.3%	0.9719
Low	0.9364	0.9334	-0.0030	-0.3%	0.9364
Close	0.9434	0.9412	-0.0022	-0.2%	0.9434
Range	0.0180	0.0082	-0.0098	-54.4%	0.0355
ATR	0.0131	0.0128	-0.0002	-1.7%	0.0000
Volume	16,651	23,317	6,666	40.0%	78,706

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9633	0.9605	0.9457
R3	0.9551	0.9523	0.9435
R2	0.9469	0.9469	0.9427
R1	0.9441	0.9441	0.9420	0.9455
PP	0.9387	0.9387	0.9387	0.9395
S1	0.9359	0.9359	0.9404	0.9373
S2	0.9305	0.9305	0.9397
S3	0.9223	0.9277	0.9389
S4	0.9141	0.9195	0.9367

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0571	1.0357	0.9629
R3	1.0216	1.0002	0.9532
R2	0.9861	0.9861	0.9499
R1	0.9647	0.9647	0.9467	0.9577
PP	0.9506	0.9506	0.9506	0.9470
S1	0.9292	0.9292	0.9401	0.9222
S2	0.9151	0.9151	0.9369
S3	0.8796	0.8937	0.9336
S4	0.8441	0.8582	0.9239

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9696	0.9334	0.0362	3.8%	0.0160	1.7%	22%	False	True	18,037
10	0.9719	0.9334	0.0385	4.1%	0.0150	1.6%	20%	False	True	12,478
20	0.9919	0.9334	0.0585	6.2%	0.0129	1.4%	13%	False	True	7,045
40	1.0399	0.9334	0.1065	11.3%	0.0109	1.2%	7%	False	True	3,689
60	1.0454	0.9334	0.1120	11.9%	0.0087	0.9%	7%	False	True	2,475
80	1.0454	0.9334	0.1120	11.9%	0.0071	0.8%	7%	False	True	1,857
100	1.0454	0.9334	0.1120	11.9%	0.0058	0.6%	7%	False	True	1,486
120	1.0454	0.9334	0.1120	11.9%	0.0048	0.5%	7%	False	True	1,238

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0038
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9765
2.618	0.9631
1.618	0.9549
1.000	0.9498
0.618	0.9467
HIGH	0.9416
0.618	0.9385
0.500	0.9375
0.382	0.9365
LOW	0.9334
0.618	0.9283
1.000	0.9252
1.618	0.9201
2.618	0.9119
4.250	0.8986

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	0.9400	0.9472
PP	0.9387	0.9452
S1	0.9375	0.9432

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

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