CME Australian Dollar Future June 2012

Trading Metrics calculated at close of trading on 15-Aug-2011

Day Change Summary
	Previous	Current
	12-Aug-2011	15-Aug-2011	Change	Change %	Previous Week
Open	1.0044	1.0179	0.0135	1.3%	1.0131
High	1.0044	1.0179	0.0135	1.3%	1.0131
Low	1.0044	1.0179	0.0135	1.3%	0.9771
Close	1.0044	1.0179	0.0135	1.3%	1.0044
Range
ATR
Volume	5	5	0	0.0%	34

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0179	1.0179	1.0179
R3	1.0179	1.0179	1.0179
R2	1.0179	1.0179	1.0179
R1	1.0179	1.0179	1.0179	1.0179
PP	1.0179	1.0179	1.0179	1.0179
S1	1.0179	1.0179	1.0179	1.0179
S2	1.0179	1.0179	1.0179
S3	1.0179	1.0179	1.0179
S4	1.0179	1.0179	1.0179

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	1.0179	0.9771	0.0408	4.0%	0.0000	0.0%	100%	True	False	5
10	1.0413	0.9771	0.0642	6.3%	0.0011	0.1%	64%	False	False	6

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	1.0179
2.618	1.0179
1.618	1.0179
1.000	1.0179
0.618	1.0179
HIGH	1.0179
0.618	1.0179
0.500	1.0179
0.382	1.0179
LOW	1.0179
0.618	1.0179
1.000	1.0179
1.618	1.0179
2.618	1.0179
4.250	1.0179

Fisher Pivots for day following 15-Aug-2011
Pivot	1 day	3 day
R1	1.0179	1.0148
PP	1.0179	1.0117
S1	1.0179	1.0086

Download as Excel Spreadsheet

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

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