CME Australian Dollar Future June 2012

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	1.0149	1.0116	-0.0033	-0.3%	1.0179
High	1.0149	1.0116	-0.0033	-0.3%	1.0233
Low	1.0149	1.0116	-0.0033	-0.3%	1.0062
Close	1.0149	1.0116	-0.0033	-0.3%	1.0080
Range
ATR	0.0082	0.0079	-0.0004	-4.3%	0.0000
Volume	5	5	0	0.0%	25

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0116	1.0116	1.0116
R3	1.0116	1.0116	1.0116
R2	1.0116	1.0116	1.0116
R1	1.0116	1.0116	1.0116	1.0116
PP	1.0116	1.0116	1.0116	1.0116
S1	1.0116	1.0116	1.0116	1.0116
S2	1.0116	1.0116	1.0116
S3	1.0116	1.0116	1.0116
S4	1.0116	1.0116	1.0116

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	1.0193	1.0080	0.0113	1.1%	0.0000	0.0%	32%	False	False	5
10	1.0233	1.0044	0.0189	1.9%	0.0000	0.0%	38%	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	1.0116
2.618	1.0116
1.618	1.0116
1.000	1.0116
0.618	1.0116
HIGH	1.0116
0.618	1.0116
0.500	1.0116
0.382	1.0116
LOW	1.0116
0.618	1.0116
1.000	1.0116
1.618	1.0116
2.618	1.0116
4.250	1.0116

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	1.0116	1.0155
PP	1.0116	1.0142
S1	1.0116	1.0129

Download as Excel Spreadsheet

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

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