CME Australian Dollar Future September 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	1.0353	1.0284	-0.0069	-0.7%	1.0437
High	1.0353	1.0284	-0.0069	-0.7%	1.0437
Low	1.0353	1.0284	-0.0069	-0.7%	1.0300
Close	1.0353	1.0284	-0.0069	-0.7%	1.0353
Range
ATR	0.0047	0.0048	0.0002	3.4%	0.0000
Volume	1	1	0	0.0%	270

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0284	1.0284	1.0284
R3	1.0284	1.0284	1.0284
R2	1.0284	1.0284	1.0284
R1	1.0284	1.0284	1.0284	1.0284
PP	1.0284	1.0284	1.0284	1.0284
S1	1.0284	1.0284	1.0284	1.0284
S2	1.0284	1.0284	1.0284
S3	1.0284	1.0284	1.0284
S4	1.0284	1.0284	1.0284

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0774	1.0701	1.0428
R3	1.0637	1.0564	1.0391
R2	1.0500	1.0500	1.0378
R1	1.0427	1.0427	1.0366	1.0395
PP	1.0363	1.0363	1.0363	1.0348
S1	1.0290	1.0290	1.0340	1.0258
S2	1.0226	1.0226	1.0328
S3	1.0089	1.0153	1.0315
S4	0.9952	1.0016	1.0278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0436	1.0284	0.0152	1.5%	0.0000	0.0%	0%	False	True	40
10	1.0557	1.0284	0.0273	2.7%	0.0002	0.0%	0%	False	True	30

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	1.0284
2.618	1.0284
1.618	1.0284
1.000	1.0284
0.618	1.0284
HIGH	1.0284
0.618	1.0284
0.500	1.0284
0.382	1.0284
LOW	1.0284
0.618	1.0284
1.000	1.0284
1.618	1.0284
2.618	1.0284
4.250	1.0284

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	1.0284	1.0360
PP	1.0284	1.0335
S1	1.0284	1.0309

Download as Excel Spreadsheet

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

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