CME Australian Dollar Future March 2012

Trading Metrics calculated at close of trading on 19-May-2011

Day Change Summary
	Previous	Current
	18-May-2011	19-May-2011	Change	Change %	Previous Week
Open	1.0198	1.0249	0.0051	0.5%	1.0327
High	1.0198	1.0249	0.0051	0.5%	1.0388
Low	1.0198	1.0249	0.0051	0.5%	1.0164
Close	1.0198	1.0249	0.0051	0.5%	1.0164
Range
ATR
Volume	2	2	0	0.0%	10

Daily Pivots for day following 19-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0249	1.0249	1.0249
R3	1.0249	1.0249	1.0249
R2	1.0249	1.0249	1.0249
R1	1.0249	1.0249	1.0249	1.0249
PP	1.0249	1.0249	1.0249	1.0249
S1	1.0249	1.0249	1.0249	1.0249
S2	1.0249	1.0249	1.0249
S3	1.0249	1.0249	1.0249
S4	1.0249	1.0249	1.0249

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0911	1.0761	1.0287
R3	1.0687	1.0537	1.0226
R2	1.0463	1.0463	1.0205
R1	1.0313	1.0313	1.0185	1.0276
PP	1.0239	1.0239	1.0239	1.0220
S1	1.0089	1.0089	1.0143	1.0052
S2	1.0015	1.0015	1.0123
S3	0.9791	0.9865	1.0102
S4	0.9567	0.9641	1.0041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0249	1.0164	0.0085	0.8%	0.0000	0.0%	100%	True	False	2
10	1.0388	1.0164	0.0224	2.2%	0.0000	0.0%	38%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.0249
2.618	1.0249
1.618	1.0249
1.000	1.0249
0.618	1.0249
HIGH	1.0249
0.618	1.0249
0.500	1.0249
0.382	1.0249
LOW	1.0249
0.618	1.0249
1.000	1.0249
1.618	1.0249
2.618	1.0249
4.250	1.0249

Fisher Pivots for day following 19-May-2011
Pivot	1 day	3 day
R1	1.0249	1.0241
PP	1.0249	1.0232
S1	1.0249	1.0224

Download as Excel Spreadsheet

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

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