CME Australian Dollar Future September 2012

Trading Metrics calculated at close of trading on 05-Apr-2012

Day Change Summary
	Previous	Current
	04-Apr-2012	05-Apr-2012	Change	Change %	Previous Week
Open	1.0151	1.0086	-0.0065	-0.6%	1.0266
High	1.0151	1.0150	-0.0001	0.0%	1.0331
Low	1.0077	1.0086	0.0009	0.1%	1.0144
Close	1.0083	1.0118	0.0035	0.3%	1.0174
Range	0.0074	0.0064	-0.0010	-13.5%	0.0187
ATR	0.0074	0.0073	0.0000	-0.6%	0.0000
Volume	41	51	10	24.4%	118

Daily Pivots for day following 05-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0310	1.0278	1.0153
R3	1.0246	1.0214	1.0136
R2	1.0182	1.0182	1.0130
R1	1.0150	1.0150	1.0124	1.0166
PP	1.0118	1.0118	1.0118	1.0126
S1	1.0086	1.0086	1.0112	1.0102
S2	1.0054	1.0054	1.0106
S3	0.9990	1.0022	1.0100
S4	0.9926	0.9958	1.0083

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0777	1.0663	1.0277
R3	1.0590	1.0476	1.0225
R2	1.0403	1.0403	1.0208
R1	1.0289	1.0289	1.0191	1.0253
PP	1.0216	1.0216	1.0216	1.0198
S1	1.0102	1.0102	1.0157	1.0066
S2	1.0029	1.0029	1.0140
S3	0.9842	0.9915	1.0123
S4	0.9655	0.9728	1.0071

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0282	1.0077	0.0205	2.0%	0.0083	0.8%	20%	False	False	43
10	1.0331	1.0077	0.0254	2.5%	0.0076	0.7%	16%	False	False	43
20	1.0410	1.0077	0.0333	3.3%	0.0055	0.5%	12%	False	False	37

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0422
2.618	1.0318
1.618	1.0254
1.000	1.0214
0.618	1.0190
HIGH	1.0150
0.618	1.0126
0.500	1.0118
0.382	1.0110
LOW	1.0086
0.618	1.0046
1.000	1.0022
1.618	0.9982
2.618	0.9918
4.250	0.9814

Fisher Pivots for day following 05-Apr-2012
Pivot	1 day	3 day
R1	1.0118	1.0180
PP	1.0118	1.0159
S1	1.0118	1.0139

Download as Excel Spreadsheet

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

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