CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 02-Jul-2013

Day Change Summary
	Previous	Current
	01-Jul-2013	02-Jul-2013	Change	Change %	Previous Week
Open	0.9018	0.9136	0.0118	1.3%	0.9096
High	0.9137	0.9136	-0.0001	0.0%	0.9233
Low	0.9018	0.9033	0.0015	0.2%	0.9010
Close	0.9123	0.9040	-0.0083	-0.9%	0.9051
Range	0.0119	0.0103	-0.0016	-13.4%	0.0223
ATR	0.0109	0.0109	0.0000	-0.4%	0.0000
Volume	124	123	-1	-0.8%	613

Daily Pivots for day following 02-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9379	0.9312	0.9097
R3	0.9276	0.9209	0.9068
R2	0.9173	0.9173	0.9059
R1	0.9106	0.9106	0.9049	0.9088
PP	0.9070	0.9070	0.9070	0.9061
S1	0.9003	0.9003	0.9031	0.8985
S2	0.8967	0.8967	0.9021
S3	0.8864	0.8900	0.9012
S4	0.8761	0.8797	0.8983

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	2.5%	0.0105	1.2%	13%	False	False	124
10	0.9424	0.9010	0.0414	4.6%	0.0119	1.3%	7%	False	False	144
20	0.9551	0.9010	0.0541	6.0%	0.0112	1.2%	6%	False	False	77
40	1.0090	0.9010	0.1080	11.9%	0.0088	1.0%	3%	False	False	43
60	1.0359	0.9010	0.1349	14.9%	0.0063	0.7%	2%	False	False	29
80	1.0359	0.9010	0.1349	14.9%	0.0047	0.5%	2%	False	False	22
100	1.0359	0.9010	0.1349	14.9%	0.0038	0.4%	2%	False	False	19

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9574
2.618	0.9406
1.618	0.9303
1.000	0.9239
0.618	0.9200
HIGH	0.9136
0.618	0.9097
0.500	0.9085
0.382	0.9072
LOW	0.9033
0.618	0.8969
1.000	0.8930
1.618	0.8866
2.618	0.8763
4.250	0.8595

Fisher Pivots for day following 02-Jul-2013
Pivot	1 day	3 day
R1	0.9085	0.9085
PP	0.9070	0.9070
S1	0.9055	0.9055

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

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