CME Australian Dollar Future September 2012

Trading Metrics calculated at close of trading on 08-Mar-2012

Day Change Summary
	Previous	Current
	07-Mar-2012	08-Mar-2012	Change	Change %	Previous Week
Open	1.0350	1.0436	0.0086	0.8%	1.0511
High	1.0350	1.0436	0.0086	0.8%	1.0557
Low	1.0350	1.0436	0.0086	0.8%	1.0502
Close	1.0350	1.0436	0.0086	0.8%	1.0502
Range
ATR	0.0041	0.0044	0.0003	7.9%	0.0000
Volume	128	1	-127	-99.2%	49

Daily Pivots for day following 08-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0436	1.0436	1.0436
R3	1.0436	1.0436	1.0436
R2	1.0436	1.0436	1.0436
R1	1.0436	1.0436	1.0436	1.0436
PP	1.0436	1.0436	1.0436	1.0436
S1	1.0436	1.0436	1.0436	1.0436
S2	1.0436	1.0436	1.0436
S3	1.0436	1.0436	1.0436
S4	1.0436	1.0436	1.0436

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	1.0502	1.0300	0.0202	1.9%	0.0000	0.0%	67%	False	False	54
10	1.0557	1.0300	0.0257	2.5%	0.0003	0.0%	53%	False	False	33

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	1.0436
2.618	1.0436
1.618	1.0436
1.000	1.0436
0.618	1.0436
HIGH	1.0436
0.618	1.0436
0.500	1.0436
0.382	1.0436
LOW	1.0436
0.618	1.0436
1.000	1.0436
1.618	1.0436
2.618	1.0436
4.250	1.0436

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	1.0436	1.0413
PP	1.0436	1.0391
S1	1.0436	1.0368

Download as Excel Spreadsheet

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

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