CME Australian Dollar Future December 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	0.9129	0.9040	-0.0089	-1.0%	0.8947
High	0.9204	0.9089	-0.0115	-1.2%	0.9204
Low	0.9032	0.8910	-0.0122	-1.4%	0.8910
Close	0.9079	0.8961	-0.0118	-1.3%	0.8961
Range	0.0172	0.0179	0.0007	4.1%	0.0294
ATR	0.0115	0.0119	0.0005	4.0%	0.0000
Volume	156	201	45	28.8%	858

Daily Pivots for day following 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9524	0.9421	0.9059
R3	0.9345	0.9242	0.9010
R2	0.9166	0.9166	0.8994
R1	0.9063	0.9063	0.8977	0.9025
PP	0.8987	0.8987	0.8987	0.8968
S1	0.8884	0.8884	0.8945	0.8846
S2	0.8808	0.8808	0.8928
S3	0.8629	0.8705	0.8912
S4	0.8450	0.8526	0.8863

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9907	0.9728	0.9123
R3	0.9613	0.9434	0.9042
R2	0.9319	0.9319	0.9015
R1	0.9140	0.9140	0.8988	0.9230
PP	0.9025	0.9025	0.9025	0.9070
S1	0.8846	0.8846	0.8934	0.8936
S2	0.8731	0.8731	0.8907
S3	0.8437	0.8552	0.8880
S4	0.8143	0.8258	0.8799

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9204	0.8910	0.0294	3.3%	0.0134	1.5%	17%	False	True	171
10	0.9204	0.8910	0.0294	3.3%	0.0127	1.4%	17%	False	True	161
20	0.9502	0.8910	0.0592	6.6%	0.0115	1.3%	9%	False	True	139
40	0.9758	0.8910	0.0848	9.5%	0.0102	1.1%	6%	False	True	74
60	1.0197	0.8910	0.1287	14.4%	0.0077	0.9%	4%	False	True	51
80	1.0359	0.8910	0.1449	16.2%	0.0059	0.7%	4%	False	True	38
100	1.0359	0.8910	0.1449	16.2%	0.0047	0.5%	4%	False	True	32

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	0.0028
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9850
2.618	0.9558
1.618	0.9379
1.000	0.9268
0.618	0.9200
HIGH	0.9089
0.618	0.9021
0.500	0.9000
0.382	0.8978
LOW	0.8910
0.618	0.8799
1.000	0.8731
1.618	0.8620
2.618	0.8441
4.250	0.8149

Fisher Pivots for day following 12-Jul-2013
Pivot	1 day	3 day
R1	0.9000	0.9057
PP	0.8987	0.9025
S1	0.8974	0.8993

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

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