CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 12-Jul-2013

Day Change Summary
	Previous	Current
	11-Jul-2013	12-Jul-2013	Change	Change %	Previous Week
Open	0.9176	0.9133	-0.0043	-0.5%	0.9006
High	0.9263	0.9147	-0.0116	-1.3%	0.9263
Low	0.9078	0.8957	-0.0121	-1.3%	0.8957
Close	0.9134	0.9016	-0.0118	-1.3%	0.9016
Range	0.0185	0.0190	0.0005	2.7%	0.0306
ATR	0.0137	0.0141	0.0004	2.7%	0.0000
Volume	149,066	108,594	-40,472	-27.2%	587,429

Daily Pivots for day following 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9610	0.9503	0.9121
R3	0.9420	0.9313	0.9068
R2	0.9230	0.9230	0.9051
R1	0.9123	0.9123	0.9033	0.9082
PP	0.9040	0.9040	0.9040	0.9019
S1	0.8933	0.8933	0.8999	0.8892
S2	0.8850	0.8850	0.8981
S3	0.8660	0.8743	0.8964
S4	0.8470	0.8553	0.8912

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9997	0.9812	0.9184
R3	0.9691	0.9506	0.9100
R2	0.9385	0.9385	0.9072
R1	0.9200	0.9200	0.9044	0.9293
PP	0.9079	0.9079	0.9079	0.9125
S1	0.8894	0.8894	0.8988	0.8987
S2	0.8773	0.8773	0.8960
S3	0.8467	0.8588	0.8932
S4	0.8161	0.8282	0.8848

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9263	0.8957	0.0306	3.4%	0.0148	1.6%	19%	False	True	117,485
10	0.9263	0.8957	0.0306	3.4%	0.0145	1.6%	19%	False	True	121,978
20	0.9593	0.8957	0.0636	7.1%	0.0138	1.5%	9%	False	True	125,845
40	0.9829	0.8957	0.0872	9.7%	0.0140	1.6%	7%	False	True	72,876
60	1.0283	0.8957	0.1326	14.7%	0.0120	1.3%	4%	False	True	48,725
80	1.0454	0.8957	0.1497	16.6%	0.0106	1.2%	4%	False	True	36,565
100	1.0454	0.8957	0.1497	16.6%	0.0089	1.0%	4%	False	True	29,253
120	1.0454	0.8957	0.1497	16.6%	0.0076	0.8%	4%	False	True	24,378

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9955
2.618	0.9644
1.618	0.9454
1.000	0.9337
0.618	0.9264
HIGH	0.9147
0.618	0.9074
0.500	0.9052
0.382	0.9030
LOW	0.8957
0.618	0.8840
1.000	0.8767
1.618	0.8650
2.618	0.8460
4.250	0.8150

Fisher Pivots for day following 12-Jul-2013
Pivot	1 day	3 day
R1	0.9052	0.9110
PP	0.9040	0.9079
S1	0.9028	0.9047

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

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