CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	0.9146	0.9178	0.0032	0.3%	0.9509
High	0.9201	0.9242	0.0041	0.4%	0.9579
Low	0.9116	0.9092	-0.0024	-0.3%	0.9105
Close	0.9190	0.9216	0.0026	0.3%	0.9190
Range	0.0085	0.0150	0.0065	76.5%	0.0474
ATR	0.0142	0.0143	0.0001	0.4%	0.0000
Volume	120,875	148,883	28,008	23.2%	644,223

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9633	0.9575	0.9299
R3	0.9483	0.9425	0.9257
R2	0.9333	0.9333	0.9244
R1	0.9275	0.9275	0.9230	0.9304
PP	0.9183	0.9183	0.9183	0.9198
S1	0.9125	0.9125	0.9202	0.9154
S2	0.9033	0.9033	0.9189
S3	0.8883	0.8975	0.9175
S4	0.8733	0.8825	0.9134

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0713	1.0426	0.9451
R3	1.0239	0.9952	0.9320
R2	0.9765	0.9765	0.9277
R1	0.9478	0.9478	0.9233	0.9385
PP	0.9291	0.9291	0.9291	0.9245
S1	0.9004	0.9004	0.9147	0.8911
S2	0.8817	0.8817	0.9103
S3	0.8343	0.8530	0.9060
S4	0.7869	0.8056	0.8929

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9513	0.9092	0.0421	4.6%	0.0159	1.7%	29%	False	True	140,374
10	0.9593	0.9092	0.0501	5.4%	0.0153	1.7%	25%	False	True	119,343
20	0.9719	0.9092	0.0627	6.8%	0.0151	1.6%	20%	False	True	65,911
40	1.0283	0.9092	0.1191	12.9%	0.0126	1.4%	10%	False	True	33,469
60	1.0454	0.9092	0.1362	14.8%	0.0107	1.2%	9%	False	True	22,362
80	1.0454	0.9092	0.1362	14.8%	0.0088	1.0%	9%	False	True	16,775
100	1.0454	0.9092	0.1362	14.8%	0.0073	0.8%	9%	False	True	13,420
120	1.0454	0.9092	0.1362	14.8%	0.0061	0.7%	9%	False	True	11,183

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9880
2.618	0.9635
1.618	0.9485
1.000	0.9392
0.618	0.9335
HIGH	0.9242
0.618	0.9185
0.500	0.9167
0.382	0.9149
LOW	0.9092
0.618	0.8999
1.000	0.8942
1.618	0.8849
2.618	0.8699
4.250	0.8455

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	0.9200	0.9202
PP	0.9183	0.9188
S1	0.9167	0.9175

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

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