CME Australian Dollar Future June 2012

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	0.9993	1.0044	0.0051	0.5%	1.0131
High	0.9993	1.0044	0.0051	0.5%	1.0131
Low	0.9993	1.0044	0.0051	0.5%	0.9771
Close	0.9993	1.0044	0.0051	0.5%	1.0044
Range
ATR
Volume	5	5	0	0.0%	34

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0044	1.0044	1.0044
R3	1.0044	1.0044	1.0044
R2	1.0044	1.0044	1.0044
R1	1.0044	1.0044	1.0044	1.0044
PP	1.0044	1.0044	1.0044	1.0044
S1	1.0044	1.0044	1.0044	1.0044
S2	1.0044	1.0044	1.0044
S3	1.0044	1.0044	1.0044
S4	1.0044	1.0044	1.0044

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1062	1.0913	1.0242
R3	1.0702	1.0553	1.0143
R2	1.0342	1.0342	1.0110
R1	1.0193	1.0193	1.0077	1.0088
PP	0.9982	0.9982	0.9982	0.9929
S1	0.9833	0.9833	1.0011	0.9728
S2	0.9622	0.9622	0.9978
S3	0.9262	0.9473	0.9945
S4	0.8902	0.9113	0.9846

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0131	0.9771	0.0360	3.6%	0.0022	0.2%	76%	False	False	6
10	1.0533	0.9771	0.0762	7.6%	0.0011	0.1%	36%	False	False	5

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	1.0044
2.618	1.0044
1.618	1.0044
1.000	1.0044
0.618	1.0044
HIGH	1.0044
0.618	1.0044
0.500	1.0044
0.382	1.0044
LOW	1.0044
0.618	1.0044
1.000	1.0044
1.618	1.0044
2.618	1.0044
4.250	1.0044

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	1.0044	1.0027
PP	1.0044	1.0010
S1	1.0044	0.9994

Download as Excel Spreadsheet

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

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