CME Australian Dollar Future September 2012

Trading Metrics calculated at close of trading on 07-Mar-2012

Day Change Summary
	Previous	Current
	06-Mar-2012	07-Mar-2012	Change	Change %	Previous Week
Open	1.0300	1.0350	0.0050	0.5%	1.0511
High	1.0300	1.0350	0.0050	0.5%	1.0557
Low	1.0300	1.0350	0.0050	0.5%	1.0502
Close	1.0300	1.0350	0.0050	0.5%	1.0502
Range
ATR	0.0000	0.0041	0.0041		0.0000
Volume	70	128	58	82.9%	49

Daily Pivots for day following 07-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0350	1.0350	1.0350
R3	1.0350	1.0350	1.0350
R2	1.0350	1.0350	1.0350
R1	1.0350	1.0350	1.0350	1.0350
PP	1.0350	1.0350	1.0350	1.0350
S1	1.0350	1.0350	1.0350	1.0350
S2	1.0350	1.0350	1.0350
S3	1.0350	1.0350	1.0350
S4	1.0350	1.0350	1.0350

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0685	1.0649	1.0532
R3	1.0630	1.0594	1.0517
R2	1.0575	1.0575	1.0512
R1	1.0539	1.0539	1.0507	1.0530
PP	1.0520	1.0520	1.0520	1.0516
S1	1.0484	1.0484	1.0497	1.0475
S2	1.0465	1.0465	1.0492
S3	1.0410	1.0429	1.0487
S4	1.0355	1.0374	1.0472

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0557	1.0300	0.0257	2.5%	0.0005	0.0%	19%	False	False	56
10	1.0557	1.0300	0.0257	2.5%	0.0003	0.0%	19%	False	False	35

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	1.0350
2.618	1.0350
1.618	1.0350
1.000	1.0350
0.618	1.0350
HIGH	1.0350
0.618	1.0350
0.500	1.0350
0.382	1.0350
LOW	1.0350
0.618	1.0350
1.000	1.0350
1.618	1.0350
2.618	1.0350
4.250	1.0350

Fisher Pivots for day following 07-Mar-2012
Pivot	1 day	3 day
R1	1.0350	1.0369
PP	1.0350	1.0362
S1	1.0350	1.0356

Download as Excel Spreadsheet

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

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