CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	0.9204	0.9225	0.0021	0.2%	0.9509
High	0.9289	0.9287	-0.0002	0.0%	0.9579
Low	0.9180	0.9209	0.0029	0.3%	0.9105
Close	0.9210	0.9225	0.0015	0.2%	0.9190
Range	0.0109	0.0078	-0.0031	-28.4%	0.0474
ATR	0.0138	0.0133	-0.0004	-3.1%	0.0000
Volume	136,120	110,729	-25,391	-18.7%	644,223

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9474	0.9428	0.9268
R3	0.9396	0.9350	0.9246
R2	0.9318	0.9318	0.9239
R1	0.9272	0.9272	0.9232	0.9264
PP	0.9240	0.9240	0.9240	0.9237
S1	0.9194	0.9194	0.9218	0.9186
S2	0.9162	0.9162	0.9211
S3	0.9084	0.9116	0.9204
S4	0.9006	0.9038	0.9182

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	0.9289	0.9092	0.0197	2.1%	0.0105	1.1%	68%	False	False	126,657
10	0.9593	0.9092	0.0501	5.4%	0.0130	1.4%	27%	False	False	129,711
20	0.9719	0.9092	0.0627	6.8%	0.0148	1.6%	21%	False	False	83,170
40	1.0223	0.9092	0.1131	12.3%	0.0127	1.4%	12%	False	False	42,550
60	1.0454	0.9092	0.1362	14.8%	0.0111	1.2%	10%	False	False	28,419
80	1.0454	0.9092	0.1362	14.8%	0.0092	1.0%	10%	False	False	21,319
100	1.0454	0.9092	0.1362	14.8%	0.0076	0.8%	10%	False	False	17,055
120	1.0454	0.9092	0.1362	14.8%	0.0063	0.7%	10%	False	False	14,213

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.9619
2.618	0.9491
1.618	0.9413
1.000	0.9365
0.618	0.9335
HIGH	0.9287
0.618	0.9257
0.500	0.9248
0.382	0.9239
LOW	0.9209
0.618	0.9161
1.000	0.9131
1.618	0.9083
2.618	0.9005
4.250	0.8878

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	0.9248	0.9222
PP	0.9240	0.9218
S1	0.9233	0.9215

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

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