CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 03-Jul-2013

Day Change Summary
	Previous	Current
	02-Jul-2013	03-Jul-2013	Change	Change %	Previous Week
Open	0.9136	0.9034	-0.0102	-1.1%	0.9096
High	0.9136	0.9059	-0.0077	-0.8%	0.9233
Low	0.9033	0.8953	-0.0080	-0.9%	0.9010
Close	0.9040	0.8981	-0.0059	-0.7%	0.9051
Range	0.0103	0.0106	0.0003	2.9%	0.0223
ATR	0.0109	0.0109	0.0000	-0.2%	0.0000
Volume	123	120	-3	-2.4%	613

Daily Pivots for day following 03-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9316	0.9254	0.9039
R3	0.9210	0.9148	0.9010
R2	0.9104	0.9104	0.9000
R1	0.9042	0.9042	0.8991	0.9020
PP	0.8998	0.8998	0.8998	0.8987
S1	0.8936	0.8936	0.8971	0.8914
S2	0.8892	0.8892	0.8962
S3	0.8786	0.8830	0.8952
S4	0.8680	0.8724	0.8923

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	0.9222	0.8953	0.0269	3.0%	0.0109	1.2%	10%	False	True	118
10	0.9233	0.8953	0.0280	3.1%	0.0106	1.2%	10%	False	True	138
20	0.9551	0.8953	0.0598	6.7%	0.0114	1.3%	5%	False	True	83
40	1.0033	0.8953	0.1080	12.0%	0.0089	1.0%	3%	False	True	46
60	1.0359	0.8953	0.1406	15.7%	0.0064	0.7%	2%	False	True	31
80	1.0359	0.8953	0.1406	15.7%	0.0049	0.5%	2%	False	True	24
100	1.0359	0.8953	0.1406	15.7%	0.0039	0.4%	2%	False	True	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9510
2.618	0.9337
1.618	0.9231
1.000	0.9165
0.618	0.9125
HIGH	0.9059
0.618	0.9019
0.500	0.9006
0.382	0.8993
LOW	0.8953
0.618	0.8887
1.000	0.8847
1.618	0.8781
2.618	0.8675
4.250	0.8503

Fisher Pivots for day following 03-Jul-2013
Pivot	1 day	3 day
R1	0.9006	0.9045
PP	0.8998	0.9024
S1	0.8989	0.9002

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

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