CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 12-Jun-2013

Day Change Summary
	Previous	Current
	11-Jun-2013	12-Jun-2013	Change	Change %	Previous Week
Open	0.9399	0.9375	-0.0024	-0.3%	0.9530
High	0.9401	0.9499	0.0098	1.0%	0.9719
Low	0.9262	0.9351	0.0089	1.0%	0.9364
Close	0.9380	0.9423	0.0043	0.5%	0.9434
Range	0.0139	0.0148	0.0009	6.5%	0.0355
ATR	0.0130	0.0131	0.0001	1.0%	0.0000
Volume	61,570	76,660	15,090	24.5%	78,706

Daily Pivots for day following 12-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9868	0.9794	0.9504
R3	0.9720	0.9646	0.9464
R2	0.9572	0.9572	0.9450
R1	0.9498	0.9498	0.9437	0.9535
PP	0.9424	0.9424	0.9424	0.9443
S1	0.9350	0.9350	0.9409	0.9387
S2	0.9276	0.9276	0.9396
S3	0.9128	0.9202	0.9382
S4	0.8980	0.9054	0.9342

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	0.9609	0.9262	0.0347	3.7%	0.0158	1.7%	46%	False	False	41,582
10	0.9719	0.9262	0.0457	4.8%	0.0155	1.6%	35%	False	False	25,792
20	0.9833	0.9262	0.0571	6.1%	0.0135	1.4%	28%	False	False	13,858
40	1.0283	0.9262	0.1021	10.8%	0.0108	1.1%	16%	False	False	7,132
60	1.0454	0.9262	0.1192	12.6%	0.0092	1.0%	14%	False	False	4,778
80	1.0454	0.9262	0.1192	12.6%	0.0074	0.8%	14%	False	False	3,585
100	1.0454	0.9262	0.1192	12.6%	0.0061	0.6%	14%	False	False	2,868
120	1.0454	0.9262	0.1192	12.6%	0.0051	0.5%	14%	False	False	2,390

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	0.0029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0128
2.618	0.9886
1.618	0.9738
1.000	0.9647
0.618	0.9590
HIGH	0.9499
0.618	0.9442
0.500	0.9425
0.382	0.9408
LOW	0.9351
0.618	0.9260
1.000	0.9203
1.618	0.9112
2.618	0.8964
4.250	0.8722

Fisher Pivots for day following 12-Jun-2013
Pivot	1 day	3 day
R1	0.9425	0.9409
PP	0.9424	0.9395
S1	0.9424	0.9381

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

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