CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 14-Jun-2013

Day Change Summary
	Previous	Current
	13-Jun-2013	14-Jun-2013	Change	Change %	Previous Week
Open	0.9413	0.9589	0.0176	1.9%	0.9340
High	0.9593	0.9593	0.0000	0.0%	0.9593
Low	0.9366	0.9504	0.0138	1.5%	0.9262
Close	0.9541	0.9537	-0.0004	0.0%	0.9537
Range	0.0227	0.0089	-0.0138	-60.8%	0.0331
ATR	0.0138	0.0135	-0.0004	-2.5%	0.0000
Volume	121,619	140,482	18,863	15.5%	423,648

Daily Pivots for day following 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9812	0.9763	0.9586
R3	0.9723	0.9674	0.9561
R2	0.9634	0.9634	0.9553
R1	0.9585	0.9585	0.9545	0.9565
PP	0.9545	0.9545	0.9545	0.9535
S1	0.9496	0.9496	0.9529	0.9476
S2	0.9456	0.9456	0.9521
S3	0.9367	0.9407	0.9513
S4	0.9278	0.9318	0.9488

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0457	1.0328	0.9719
R3	1.0126	0.9997	0.9628
R2	0.9795	0.9795	0.9598
R1	0.9666	0.9666	0.9567	0.9731
PP	0.9464	0.9464	0.9464	0.9496
S1	0.9335	0.9335	0.9507	0.9400
S2	0.9133	0.9133	0.9476
S3	0.8802	0.9004	0.9446
S4	0.8471	0.8673	0.9355

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%	0.0137	1.4%	83%	True	False	84,729
10	0.9719	0.9262	0.0457	4.8%	0.0162	1.7%	60%	False	False	50,235
20	0.9761	0.9262	0.0499	5.2%	0.0142	1.5%	55%	False	False	26,815
40	1.0283	0.9262	0.1021	10.7%	0.0112	1.2%	27%	False	False	13,674
60	1.0454	0.9262	0.1192	12.5%	0.0096	1.0%	23%	False	False	9,147
80	1.0454	0.9262	0.1192	12.5%	0.0078	0.8%	23%	False	False	6,861
100	1.0454	0.9262	0.1192	12.5%	0.0064	0.7%	23%	False	False	5,489
120	1.0454	0.9262	0.1192	12.5%	0.0053	0.6%	23%	False	False	4,574

Crabel Price Patterns
NR	True
NR4	True
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	0.0027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9971
2.618	0.9826
1.618	0.9737
1.000	0.9682
0.618	0.9648
HIGH	0.9593
0.618	0.9559
0.500	0.9549
0.382	0.9538
LOW	0.9504
0.618	0.9449
1.000	0.9415
1.618	0.9360
2.618	0.9271
4.250	0.9126

Fisher Pivots for day following 14-Jun-2013
Pivot	1 day	3 day
R1	0.9549	0.9515
PP	0.9545	0.9494
S1	0.9541	0.9472

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

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