CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 01-Jul-2013

Day Change Summary
	Previous	Current
	28-Jun-2013	01-Jul-2013	Change	Change %	Previous Week
Open	0.9150	0.9018	-0.0132	-1.4%	0.9096
High	0.9159	0.9137	-0.0022	-0.2%	0.9233
Low	0.9010	0.9018	0.0008	0.1%	0.9010
Close	0.9051	0.9123	0.0072	0.8%	0.9051
Range	0.0149	0.0119	-0.0030	-20.1%	0.0223
ATR	0.0109	0.0109	0.0001	0.7%	0.0000
Volume	56	124	68	121.4%	613

Daily Pivots for day following 01-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9450	0.9405	0.9188
R3	0.9331	0.9286	0.9156
R2	0.9212	0.9212	0.9145
R1	0.9167	0.9167	0.9134	0.9190
PP	0.9093	0.9093	0.9093	0.9104
S1	0.9048	0.9048	0.9112	0.9071
S2	0.8974	0.8974	0.9101
S3	0.8855	0.8929	0.9090
S4	0.8736	0.8810	0.9058

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9767	0.9632	0.9174
R3	0.9544	0.9409	0.9112
R2	0.9321	0.9321	0.9092
R1	0.9186	0.9186	0.9071	0.9142
PP	0.9098	0.9098	0.9098	0.9076
S1	0.8963	0.8963	0.9031	0.8919
S2	0.8875	0.8875	0.9010
S3	0.8652	0.8740	0.8990
S4	0.8429	0.8517	0.8928

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9233	0.9010	0.0223	2.4%	0.0098	1.1%	51%	False	False	118
10	0.9424	0.9010	0.0414	4.5%	0.0116	1.3%	27%	False	False	132
20	0.9578	0.9010	0.0568	6.2%	0.0110	1.2%	20%	False	False	71
40	1.0090	0.9010	0.1080	11.8%	0.0085	0.9%	10%	False	False	40
60	1.0359	0.9010	0.1349	14.8%	0.0061	0.7%	8%	False	False	27
80	1.0359	0.9010	0.1349	14.8%	0.0046	0.5%	8%	False	False	21
100	1.0359	0.9010	0.1349	14.8%	0.0037	0.4%	8%	False	False	18

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9643
2.618	0.9449
1.618	0.9330
1.000	0.9256
0.618	0.9211
HIGH	0.9137
0.618	0.9092
0.500	0.9078
0.382	0.9063
LOW	0.9018
0.618	0.8944
1.000	0.8899
1.618	0.8825
2.618	0.8706
4.250	0.8512

Fisher Pivots for day following 01-Jul-2013
Pivot	1 day	3 day
R1	0.9108	0.9121
PP	0.9093	0.9118
S1	0.9078	0.9116

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

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