CME Australian Dollar Future December 2012

Trading Metrics calculated at close of trading on 06-Apr-2012

Day Change Summary
	Previous	Current
	05-Apr-2012	06-Apr-2012	Change	Change %	Previous Week
Open	1.0031	1.0053	0.0022	0.2%	1.0165
High	1.0031	1.0053	0.0022	0.2%	1.0165
Low	1.0031	1.0053	0.0022	0.2%	0.9997
Close	1.0031	1.0053	0.0022	0.2%	1.0053
Range
ATR	0.0059	0.0056	-0.0003	-4.5%	0.0000
Volume	5	5	0	0.0%	25

Daily Pivots for day following 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0053	1.0053	1.0053
R3	1.0053	1.0053	1.0053
R2	1.0053	1.0053	1.0053
R1	1.0053	1.0053	1.0053	1.0053
PP	1.0053	1.0053	1.0053	1.0053
S1	1.0053	1.0053	1.0053	1.0053
S2	1.0053	1.0053	1.0053
S3	1.0053	1.0053	1.0053
S4	1.0053	1.0053	1.0053

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0576	1.0482	1.0145
R3	1.0408	1.0314	1.0099
R2	1.0240	1.0240	1.0084
R1	1.0146	1.0146	1.0068	1.0109
PP	1.0072	1.0072	1.0072	1.0053
S1	0.9978	0.9978	1.0038	0.9941
S2	0.9904	0.9904	1.0022
S3	0.9736	0.9810	1.0007
S4	0.9568	0.9642	0.9961

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%	33%	False	False	5
10	1.0231	0.9997	0.0234	2.3%	0.0001	0.0%	24%	False	False	4

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	1.0053
2.618	1.0053
1.618	1.0053
1.000	1.0053
0.618	1.0053
HIGH	1.0053
0.618	1.0053
0.500	1.0053
0.382	1.0053
LOW	1.0053
0.618	1.0053
1.000	1.0053
1.618	1.0053
2.618	1.0053
4.250	1.0053

Fisher Pivots for day following 06-Apr-2012
Pivot	1 day	3 day
R1	1.0053	1.0044
PP	1.0053	1.0034
S1	1.0053	1.0025

Download as Excel Spreadsheet

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

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