CME Australian Dollar Future March 2012

Trading Metrics calculated at close of trading on 23-May-2011

Day Change Summary
	Previous	Current
	20-May-2011	23-May-2011	Change	Change %	Previous Week
Open	1.0285	1.0128	-0.0157	-1.5%	1.0176
High	1.0285	1.0128	-0.0157	-1.5%	1.0285
Low	1.0285	1.0128	-0.0157	-1.5%	1.0176
Close	1.0285	1.0128	-0.0157	-1.5%	1.0285
Range
ATR	0.0060	0.0067	0.0007	11.6%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 23-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0128	1.0128	1.0128
R3	1.0128	1.0128	1.0128
R2	1.0128	1.0128	1.0128
R1	1.0128	1.0128	1.0128	1.0128
PP	1.0128	1.0128	1.0128	1.0128
S1	1.0128	1.0128	1.0128	1.0128
S2	1.0128	1.0128	1.0128
S3	1.0128	1.0128	1.0128
S4	1.0128	1.0128	1.0128

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0576	1.0539	1.0345
R3	1.0467	1.0430	1.0315
R2	1.0358	1.0358	1.0305
R1	1.0321	1.0321	1.0295	1.0340
PP	1.0249	1.0249	1.0249	1.0258
S1	1.0212	1.0212	1.0275	1.0231
S2	1.0140	1.0140	1.0265
S3	1.0031	1.0103	1.0255
S4	0.9922	0.9994	1.0225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0285	1.0128	0.0157	1.6%	0.0000	0.0%	0%	False	True	2
10	1.0388	1.0128	0.0260	2.6%	0.0000	0.0%	0%	False	True	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	1.0128
2.618	1.0128
1.618	1.0128
1.000	1.0128
0.618	1.0128
HIGH	1.0128
0.618	1.0128
0.500	1.0128
0.382	1.0128
LOW	1.0128
0.618	1.0128
1.000	1.0128
1.618	1.0128
2.618	1.0128
4.250	1.0128

Fisher Pivots for day following 23-May-2011
Pivot	1 day	3 day
R1	1.0128	1.0207
PP	1.0128	1.0180
S1	1.0128	1.0154

Download as Excel Spreadsheet

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

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