CME Australian Dollar Future June 2012

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	1.0062	1.0080	0.0018	0.2%	1.0179
High	1.0062	1.0080	0.0018	0.2%	1.0233
Low	1.0062	1.0080	0.0018	0.2%	1.0062
Close	1.0062	1.0080	0.0018	0.2%	1.0080
Range
ATR	0.0095	0.0089	-0.0005	-5.8%	0.0000
Volume	5	5	0	0.0%	25

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0080	1.0080	1.0080
R3	1.0080	1.0080	1.0080
R2	1.0080	1.0080	1.0080
R1	1.0080	1.0080	1.0080	1.0080
PP	1.0080	1.0080	1.0080	1.0080
S1	1.0080	1.0080	1.0080	1.0080
S2	1.0080	1.0080	1.0080
S3	1.0080	1.0080	1.0080
S4	1.0080	1.0080	1.0080

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0638	1.0530	1.0174
R3	1.0467	1.0359	1.0127
R2	1.0296	1.0296	1.0111
R1	1.0188	1.0188	1.0096	1.0157
PP	1.0125	1.0125	1.0125	1.0109
S1	1.0017	1.0017	1.0064	0.9986
S2	0.9954	0.9954	1.0049
S3	0.9783	0.9846	1.0033
S4	0.9612	0.9675	0.9986

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0233	1.0062	0.0171	1.7%	0.0000	0.0%	11%	False	False	5
10	1.0233	0.9771	0.0462	4.6%	0.0011	0.1%	67%	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	1.0080
2.618	1.0080
1.618	1.0080
1.000	1.0080
0.618	1.0080
HIGH	1.0080
0.618	1.0080
0.500	1.0080
0.382	1.0080
LOW	1.0080
0.618	1.0080
1.000	1.0080
1.618	1.0080
2.618	1.0080
4.250	1.0080

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	1.0080	1.0148
PP	1.0080	1.0125
S1	1.0080	1.0103

Download as Excel Spreadsheet

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

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