CME Australian Dollar Future March 2012

Trading Metrics calculated at close of trading on 24-May-2011

Day Change Summary
	Previous	Current
	23-May-2011	24-May-2011	Change	Change %	Previous Week
Open	1.0128	1.0158	0.0030	0.3%	1.0176
High	1.0128	1.0158	0.0030	0.3%	1.0285
Low	1.0128	1.0158	0.0030	0.3%	1.0176
Close	1.0128	1.0158	0.0030	0.3%	1.0285
Range
ATR	0.0067	0.0064	-0.0003	-3.9%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 24-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0158	1.0158	1.0158
R3	1.0158	1.0158	1.0158
R2	1.0158	1.0158	1.0158
R1	1.0158	1.0158	1.0158	1.0158
PP	1.0158	1.0158	1.0158	1.0158
S1	1.0158	1.0158	1.0158	1.0158
S2	1.0158	1.0158	1.0158
S3	1.0158	1.0158	1.0158
S4	1.0158	1.0158	1.0158

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	1.5%	0.0000	0.0%	19%	False	False	2
10	1.0285	1.0128	0.0157	1.5%	0.0000	0.0%	19%	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	1.0158
2.618	1.0158
1.618	1.0158
1.000	1.0158
0.618	1.0158
HIGH	1.0158
0.618	1.0158
0.500	1.0158
0.382	1.0158
LOW	1.0158
0.618	1.0158
1.000	1.0158
1.618	1.0158
2.618	1.0158
4.250	1.0158

Fisher Pivots for day following 24-May-2011
Pivot	1 day	3 day
R1	1.0158	1.0207
PP	1.0158	1.0190
S1	1.0158	1.0174

Download as Excel Spreadsheet

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

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