CME Australian Dollar Future December 2012

Trading Metrics calculated at close of trading on 13-Apr-2012

Day Change Summary
	Previous	Current
	12-Apr-2012	13-Apr-2012	Change	Change %	Previous Week
Open	1.0181	1.0130	-0.0051	-0.5%	1.0068
High	1.0181	1.0130	-0.0051	-0.5%	1.0181
Low	1.0181	1.0130	-0.0051	-0.5%	1.0001
Close	1.0181	1.0130	-0.0051	-0.5%	1.0130
Range
ATR	0.0059	0.0059	-0.0001	-1.0%	0.0000
Volume	5	5	0	0.0%	25

Daily Pivots for day following 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0130	1.0130	1.0130
R3	1.0130	1.0130	1.0130
R2	1.0130	1.0130	1.0130
R1	1.0130	1.0130	1.0130	1.0130
PP	1.0130	1.0130	1.0130	1.0130
S1	1.0130	1.0130	1.0130	1.0130
S2	1.0130	1.0130	1.0130
S3	1.0130	1.0130	1.0130
S4	1.0130	1.0130	1.0130

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0644	1.0567	1.0229
R3	1.0464	1.0387	1.0180
R2	1.0284	1.0284	1.0163
R1	1.0207	1.0207	1.0147	1.0246
PP	1.0104	1.0104	1.0104	1.0123
S1	1.0027	1.0027	1.0114	1.0066
S2	0.9924	0.9924	1.0097
S3	0.9744	0.9847	1.0081
S4	0.9564	0.9667	1.0031

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0181	1.0001	0.0180	1.8%	0.0000	0.0%	72%	False	False	5
10	1.0181	0.9997	0.0184	1.8%	0.0000	0.0%	72%	False	False	5

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	1.0130
2.618	1.0130
1.618	1.0130
1.000	1.0130
0.618	1.0130
HIGH	1.0130
0.618	1.0130
0.500	1.0130
0.382	1.0130
LOW	1.0130
0.618	1.0130
1.000	1.0130
1.618	1.0130
2.618	1.0130
4.250	1.0130

Fisher Pivots for day following 13-Apr-2012
Pivot	1 day	3 day
R1	1.0130	1.0124
PP	1.0130	1.0117
S1	1.0130	1.0111

Download as Excel Spreadsheet

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

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