CME Australian Dollar Future December 2012

Trading Metrics calculated at close of trading on 04-Apr-2012

Day Change Summary
	Previous	Current
	03-Apr-2012	04-Apr-2012	Change	Change %	Previous Week
Open	1.0033	0.9997	-0.0036	-0.4%	1.0231
High	1.0033	0.9997	-0.0036	-0.4%	1.0231
Low	1.0033	0.9997	-0.0036	-0.4%	1.0083
Close	1.0033	0.9997	-0.0036	-0.4%	1.0083
Range
ATR
Volume	5	5	0	0.0%	16

Daily Pivots for day following 04-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9997	0.9997	0.9997
R3	0.9997	0.9997	0.9997
R2	0.9997	0.9997	0.9997
R1	0.9997	0.9997	0.9997	0.9997
PP	0.9997	0.9997	0.9997	0.9997
S1	0.9997	0.9997	0.9997	0.9997
S2	0.9997	0.9997	0.9997
S3	0.9997	0.9997	0.9997
S4	0.9997	0.9997	0.9997

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0576	1.0478	1.0164
R3	1.0428	1.0330	1.0124
R2	1.0280	1.0280	1.0110
R1	1.0182	1.0182	1.0097	1.0157
PP	1.0132	1.0132	1.0132	1.0120
S1	1.0034	1.0034	1.0069	1.0009
S2	0.9984	0.9984	1.0056
S3	0.9836	0.9886	1.0042
S4	0.9688	0.9738	1.0002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0165	0.9997	0.0168	1.7%	0.0000	0.0%	0%	False	True	5
10	1.0231	0.9997	0.0234	2.3%	0.0002	0.0%	0%	False	True	3

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	0.9997
2.618	0.9997
1.618	0.9997
1.000	0.9997
0.618	0.9997
HIGH	0.9997
0.618	0.9997
0.500	0.9997
0.382	0.9997
LOW	0.9997
0.618	0.9997
1.000	0.9997
1.618	0.9997
2.618	0.9997
4.250	0.9997

Fisher Pivots for day following 04-Apr-2012
Pivot	1 day	3 day
R1	0.9997	1.0081
PP	0.9997	1.0053
S1	0.9997	1.0025

Download as Excel Spreadsheet

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

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