CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 08-Jul-2013

Day Change Summary
	Previous	Current
	05-Jul-2013	08-Jul-2013	Change	Change %	Previous Week
Open	0.9060	0.9006	-0.0054	-0.6%	0.9085
High	0.9134	0.9099	-0.0035	-0.4%	0.9203
Low	0.9001	0.8995	-0.0006	-0.1%	0.8987
Close	0.9018	0.9096	0.0078	0.9%	0.9018
Range	0.0133	0.0104	-0.0029	-21.8%	0.0216
ATR	0.0136	0.0134	-0.0002	-1.7%	0.0000
Volume	170,510	77,236	-93,274	-54.7%	485,768

Daily Pivots for day following 08-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9375	0.9340	0.9153
R3	0.9271	0.9236	0.9125
R2	0.9167	0.9167	0.9115
R1	0.9132	0.9132	0.9106	0.9150
PP	0.9063	0.9063	0.9063	0.9072
S1	0.9028	0.9028	0.9086	0.9046
S2	0.8959	0.8959	0.9077
S3	0.8855	0.8924	0.9067
S4	0.8751	0.8820	0.9039

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9717	0.9584	0.9137
R3	0.9501	0.9368	0.9077
R2	0.9285	0.9285	0.9058
R1	0.9152	0.9152	0.9038	0.9111
PP	0.9069	0.9069	0.9069	0.9049
S1	0.8936	0.8936	0.8998	0.8895
S2	0.8853	0.8853	0.8978
S3	0.8637	0.8720	0.8959
S4	0.8421	0.8504	0.8899

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9203	0.8987	0.0216	2.4%	0.0129	1.4%	50%	False	False	112,600
10	0.9289	0.8987	0.0302	3.3%	0.0125	1.4%	36%	False	False	122,200
20	0.9593	0.8987	0.0606	6.7%	0.0136	1.5%	18%	False	False	114,493
40	1.0006	0.8987	0.1019	11.2%	0.0134	1.5%	11%	False	False	60,201
60	1.0431	0.8987	0.1444	15.9%	0.0117	1.3%	8%	False	False	40,236
80	1.0454	0.8987	0.1467	16.1%	0.0099	1.1%	7%	False	False	30,188
100	1.0454	0.8987	0.1467	16.1%	0.0083	0.9%	7%	False	False	24,151
120	1.0454	0.8987	0.1467	16.1%	0.0070	0.8%	7%	False	False	20,126

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0030
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9541
2.618	0.9371
1.618	0.9267
1.000	0.9203
0.618	0.9163
HIGH	0.9099
0.618	0.9059
0.500	0.9047
0.382	0.9035
LOW	0.8995
0.618	0.8931
1.000	0.8891
1.618	0.8827
2.618	0.8723
4.250	0.8553

Fisher Pivots for day following 08-Jul-2013
Pivot	1 day	3 day
R1	0.9080	0.9085
PP	0.9063	0.9075
S1	0.9047	0.9064

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

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