CME Australian Dollar Future June 2012

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	1.0139	1.0233	0.0094	0.9%	1.0131
High	1.0139	1.0233	0.0094	0.9%	1.0131
Low	1.0139	1.0233	0.0094	0.9%	0.9771
Close	1.0139	1.0233	0.0094	0.9%	1.0044
Range
ATR	0.0000	0.0089	0.0089		0.0000
Volume	5	5	0	0.0%	34

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0233	1.0233	1.0233
R3	1.0233	1.0233	1.0233
R2	1.0233	1.0233	1.0233
R1	1.0233	1.0233	1.0233	1.0233
PP	1.0233	1.0233	1.0233	1.0233
S1	1.0233	1.0233	1.0233	1.0233
S2	1.0233	1.0233	1.0233
S3	1.0233	1.0233	1.0233
S4	1.0233	1.0233	1.0233

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	1.0233	0.9993	0.0240	2.3%	0.0000	0.0%	100%	True	False	5
10	1.0233	0.9771	0.0462	4.5%	0.0011	0.1%	100%	True	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	1.0233
2.618	1.0233
1.618	1.0233
1.000	1.0233
0.618	1.0233
HIGH	1.0233
0.618	1.0233
0.500	1.0233
0.382	1.0233
LOW	1.0233
0.618	1.0233
1.000	1.0233
1.618	1.0233
2.618	1.0233
4.250	1.0233

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	1.0233	1.0217
PP	1.0233	1.0202
S1	1.0233	1.0186

Download as Excel Spreadsheet

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

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