CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 17-Jun-2013

Day Change Summary
	Previous	Current
	14-Jun-2013	17-Jun-2013	Change	Change %	Previous Week
Open	0.9589	0.9509	-0.0080	-0.8%	0.9340
High	0.9593	0.9579	-0.0014	-0.1%	0.9593
Low	0.9504	0.9447	-0.0057	-0.6%	0.9262
Close	0.9537	0.9466	-0.0071	-0.7%	0.9537
Range	0.0089	0.0132	0.0043	48.3%	0.0331
ATR	0.0135	0.0134	0.0000	-0.1%	0.0000
Volume	140,482	91,234	-49,248	-35.1%	423,648

Daily Pivots for day following 17-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9893	0.9812	0.9539
R3	0.9761	0.9680	0.9502
R2	0.9629	0.9629	0.9490
R1	0.9548	0.9548	0.9478	0.9523
PP	0.9497	0.9497	0.9497	0.9485
S1	0.9416	0.9416	0.9454	0.9391
S2	0.9365	0.9365	0.9442
S3	0.9233	0.9284	0.9430
S4	0.9101	0.9152	0.9393

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%	0.0147	1.6%	62%	False	False	98,313
10	0.9696	0.9262	0.0434	4.6%	0.0154	1.6%	47%	False	False	58,175
20	0.9761	0.9262	0.0499	5.3%	0.0142	1.5%	41%	False	False	31,286
40	1.0283	0.9262	0.1021	10.8%	0.0113	1.2%	20%	False	False	15,951
60	1.0454	0.9262	0.1192	12.6%	0.0097	1.0%	17%	False	False	10,667
80	1.0454	0.9262	0.1192	12.6%	0.0079	0.8%	17%	False	False	8,001
100	1.0454	0.9262	0.1192	12.6%	0.0065	0.7%	17%	False	False	6,401
120	1.0454	0.9262	0.1192	12.6%	0.0054	0.6%	17%	False	False	5,335

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	0.0030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0140
2.618	0.9925
1.618	0.9793
1.000	0.9711
0.618	0.9661
HIGH	0.9579
0.618	0.9529
0.500	0.9513
0.382	0.9497
LOW	0.9447
0.618	0.9365
1.000	0.9315
1.618	0.9233
2.618	0.9101
4.250	0.8886

Fisher Pivots for day following 17-Jun-2013
Pivot	1 day	3 day
R1	0.9513	0.9480
PP	0.9497	0.9475
S1	0.9482	0.9471

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

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