CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 13-Jun-2013

Day Change Summary
	Previous	Current
	12-Jun-2013	13-Jun-2013	Change	Change %	Previous Week
Open	0.9375	0.9413	0.0038	0.4%	0.9530
High	0.9499	0.9593	0.0094	1.0%	0.9719
Low	0.9351	0.9366	0.0015	0.2%	0.9364
Close	0.9423	0.9541	0.0118	1.3%	0.9434
Range	0.0148	0.0227	0.0079	53.4%	0.0355
ATR	0.0131	0.0138	0.0007	5.2%	0.0000
Volume	76,660	121,619	44,959	58.6%	78,706

Daily Pivots for day following 13-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0181	1.0088	0.9666
R3	0.9954	0.9861	0.9603
R2	0.9727	0.9727	0.9583
R1	0.9634	0.9634	0.9562	0.9681
PP	0.9500	0.9500	0.9500	0.9523
S1	0.9407	0.9407	0.9520	0.9454
S2	0.9273	0.9273	0.9499
S3	0.9046	0.9180	0.9479
S4	0.8819	0.8953	0.9416

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	0.9593	0.9262	0.0331	3.5%	0.0155	1.6%	84%	True	False	59,963
10	0.9719	0.9262	0.0457	4.8%	0.0166	1.7%	61%	False	False	36,628
20	0.9829	0.9262	0.0567	5.9%	0.0143	1.5%	49%	False	False	19,908
40	1.0283	0.9262	0.1021	10.7%	0.0111	1.2%	27%	False	False	10,166
60	1.0454	0.9262	0.1192	12.5%	0.0095	1.0%	23%	False	False	6,805
80	1.0454	0.9262	0.1192	12.5%	0.0076	0.8%	23%	False	False	5,105
100	1.0454	0.9262	0.1192	12.5%	0.0063	0.7%	23%	False	False	4,084
120	1.0454	0.9262	0.1192	12.5%	0.0053	0.6%	23%	False	False	3,404

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0558
2.618	1.0187
1.618	0.9960
1.000	0.9820
0.618	0.9733
HIGH	0.9593
0.618	0.9506
0.500	0.9480
0.382	0.9453
LOW	0.9366
0.618	0.9226
1.000	0.9139
1.618	0.8999
2.618	0.8772
4.250	0.8401

Fisher Pivots for day following 13-Jun-2013
Pivot	1 day	3 day
R1	0.9521	0.9503
PP	0.9500	0.9465
S1	0.9480	0.9428

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

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