CME Australian Dollar Future September 2012

Trading Metrics calculated at close of trading on 14-Jun-2012

Day Change Summary
	Previous	Current
	13-Jun-2012	14-Jun-2012	Change	Change %	Previous Week
Open	0.9870	0.9862	-0.0008	-0.1%	0.9620
High	0.9920	0.9952	0.0032	0.3%	0.9914
Low	0.9844	0.9840	-0.0004	0.0%	0.9549
Close	0.9885	0.9891	0.0006	0.1%	0.9820
Range	0.0076	0.0112	0.0036	47.4%	0.0365
ATR	0.0107	0.0108	0.0000	0.3%	0.0000
Volume	46,039	64,082	18,043	39.2%	29,129

Daily Pivots for day following 14-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0230	1.0173	0.9953
R3	1.0118	1.0061	0.9922
R2	1.0006	1.0006	0.9912
R1	0.9949	0.9949	0.9901	0.9978
PP	0.9894	0.9894	0.9894	0.9909
S1	0.9837	0.9837	0.9881	0.9866
S2	0.9782	0.9782	0.9870
S3	0.9670	0.9725	0.9860
S4	0.9558	0.9613	0.9829

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0856	1.0703	1.0021
R3	1.0491	1.0338	0.9920
R2	1.0126	1.0126	0.9887
R1	0.9973	0.9973	0.9853	1.0050
PP	0.9761	0.9761	0.9761	0.9799
S1	0.9608	0.9608	0.9787	0.9685
S2	0.9396	0.9396	0.9753
S3	0.9031	0.9243	0.9720
S4	0.8666	0.8878	0.9619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9952	0.9739	0.0213	2.2%	0.0113	1.1%	71%	True	False	33,374
10	0.9952	0.9499	0.0453	4.6%	0.0122	1.2%	87%	True	False	19,024
20	0.9952	0.9499	0.0453	4.6%	0.0107	1.1%	87%	True	False	9,679
40	1.0325	0.9499	0.0826	8.4%	0.0088	0.9%	47%	False	False	4,880
60	1.0331	0.9499	0.0832	8.4%	0.0083	0.8%	47%	False	False	3,275
80	1.0557	0.9499	0.1058	10.7%	0.0066	0.7%	37%	False	False	2,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0428
2.618	1.0245
1.618	1.0133
1.000	1.0064
0.618	1.0021
HIGH	0.9952
0.618	0.9909
0.500	0.9896
0.382	0.9883
LOW	0.9840
0.618	0.9771
1.000	0.9728
1.618	0.9659
2.618	0.9547
4.250	0.9364

Fisher Pivots for day following 14-Jun-2012
Pivot	1 day	3 day
R1	0.9896	0.9880
PP	0.9894	0.9870
S1	0.9893	0.9859

Download as Excel Spreadsheet

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

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