CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 10-Jul-2013

Day Change Summary
	Previous	Current
	09-Jul-2013	10-Jul-2013	Change	Change %	Previous Week
Open	0.9093	0.9129	0.0036	0.4%	0.9085
High	0.9156	0.9190	0.0034	0.4%	0.9203
Low	0.9037	0.9048	0.0011	0.1%	0.8987
Close	0.9145	0.9071	-0.0074	-0.8%	0.9018
Range	0.0119	0.0142	0.0023	19.3%	0.0216
ATR	0.0133	0.0133	0.0001	0.5%	0.0000
Volume	111,784	140,749	28,965	25.9%	485,768

Daily Pivots for day following 10-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9529	0.9442	0.9149
R3	0.9387	0.9300	0.9110
R2	0.9245	0.9245	0.9097
R1	0.9158	0.9158	0.9084	0.9131
PP	0.9103	0.9103	0.9103	0.9089
S1	0.9016	0.9016	0.9058	0.8989
S2	0.8961	0.8961	0.9045
S3	0.8819	0.8874	0.9032
S4	0.8677	0.8732	0.8993

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	0.9190	0.8987	0.0203	2.2%	0.0130	1.4%	41%	True	False	123,342
10	0.9289	0.8987	0.0302	3.3%	0.0126	1.4%	28%	False	False	120,897
20	0.9593	0.8987	0.0606	6.7%	0.0138	1.5%	14%	False	False	122,876
40	0.9913	0.8987	0.0926	10.2%	0.0136	1.5%	9%	False	False	66,459
60	1.0283	0.8987	0.1296	14.3%	0.0117	1.3%	6%	False	False	44,441
80	1.0454	0.8987	0.1467	16.2%	0.0101	1.1%	6%	False	False	33,345
100	1.0454	0.8987	0.1467	16.2%	0.0086	0.9%	6%	False	False	26,676
120	1.0454	0.8987	0.1467	16.2%	0.0072	0.8%	6%	False	False	22,230

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9794
2.618	0.9562
1.618	0.9420
1.000	0.9332
0.618	0.9278
HIGH	0.9190
0.618	0.9136
0.500	0.9119
0.382	0.9102
LOW	0.9048
0.618	0.8960
1.000	0.8906
1.618	0.8818
2.618	0.8676
4.250	0.8445

Fisher Pivots for day following 10-Jul-2013
Pivot	1 day	3 day
R1	0.9119	0.9093
PP	0.9103	0.9085
S1	0.9087	0.9078

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

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