CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 03-Jul-2013

Day Change Summary
	Previous	Current
	02-Jul-2013	03-Jul-2013	Change	Change %	Previous Week
Open	0.9185	0.9097	-0.0088	-1.0%	0.9178
High	0.9201	0.9141	-0.0060	-0.7%	0.9289
Low	0.9080	0.8987	-0.0093	-1.0%	0.9062
Close	0.9097	0.9036	-0.0061	-0.7%	0.9107
Range	0.0121	0.0154	0.0033	27.3%	0.0227
ATR	0.0135	0.0136	0.0001	1.0%	0.0000
Volume	103,625	116,433	12,808	12.4%	659,002

Daily Pivots for day following 03-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9517	0.9430	0.9121
R3	0.9363	0.9276	0.9078
R2	0.9209	0.9209	0.9064
R1	0.9122	0.9122	0.9050	0.9089
PP	0.9055	0.9055	0.9055	0.9038
S1	0.8968	0.8968	0.9022	0.8935
S2	0.8901	0.8901	0.9008
S3	0.8747	0.8814	0.8994
S4	0.8593	0.8660	0.8951

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9834	0.9697	0.9232
R3	0.9607	0.9470	0.9169
R2	0.9380	0.9380	0.9149
R1	0.9243	0.9243	0.9128	0.9198
PP	0.9153	0.9153	0.9153	0.9130
S1	0.9016	0.9016	0.9086	0.8971
S2	0.8926	0.8926	0.9065
S3	0.8699	0.8789	0.9045
S4	0.8472	0.8562	0.8982

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9287	0.8987	0.0300	3.3%	0.0131	1.5%	16%	False	True	114,515
10	0.9289	0.8987	0.0302	3.3%	0.0125	1.4%	16%	False	True	128,012
20	0.9609	0.8987	0.0622	6.9%	0.0145	1.6%	8%	False	True	104,424
40	1.0184	0.8987	0.1197	13.2%	0.0135	1.5%	4%	False	True	54,073
60	1.0454	0.8987	0.1467	16.2%	0.0115	1.3%	3%	False	True	36,109
80	1.0454	0.8987	0.1467	16.2%	0.0096	1.1%	3%	False	True	27,091
100	1.0454	0.8987	0.1467	16.2%	0.0082	0.9%	3%	False	True	21,674
120	1.0454	0.8987	0.1467	16.2%	0.0068	0.8%	3%	False	True	18,062

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	0.0029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9796
2.618	0.9544
1.618	0.9390
1.000	0.9295
0.618	0.9236
HIGH	0.9141
0.618	0.9082
0.500	0.9064
0.382	0.9046
LOW	0.8987
0.618	0.8892
1.000	0.8833
1.618	0.8738
2.618	0.8584
4.250	0.8333

Fisher Pivots for day following 03-Jul-2013
Pivot	1 day	3 day
R1	0.9064	0.9095
PP	0.9055	0.9075
S1	0.9045	0.9056

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

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