CME Australian Dollar Future March 2013

Trading Metrics calculated at close of trading on 30-May-2012

Day Change Summary
	Previous	Current
	29-May-2012	30-May-2012	Change	Change %	Previous Week
Open	0.9633	0.9513	-0.0120	-1.2%	0.9654
High	0.9633	0.9513	-0.0120	-1.2%	0.9654
Low	0.9633	0.9513	-0.0120	-1.2%	0.9513
Close	0.9633	0.9513	-0.0120	-1.2%	0.9563
Range
ATR
Volume	2	2	0	0.0%	10

Daily Pivots for day following 30-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9513	0.9513	0.9513
R3	0.9513	0.9513	0.9513
R2	0.9513	0.9513	0.9513
R1	0.9513	0.9513	0.9513	0.9513
PP	0.9513	0.9513	0.9513	0.9513
S1	0.9513	0.9513	0.9513	0.9513
S2	0.9513	0.9513	0.9513
S3	0.9513	0.9513	0.9513
S4	0.9513	0.9513	0.9513

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0000	0.9922	0.9641
R3	0.9859	0.9781	0.9602
R2	0.9718	0.9718	0.9589
R1	0.9640	0.9640	0.9576	0.9609
PP	0.9577	0.9577	0.9577	0.9561
S1	0.9499	0.9499	0.9550	0.9468
S2	0.9436	0.9436	0.9537
S3	0.9295	0.9358	0.9524
S4	0.9154	0.9217	0.9485

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9633	0.9513	0.0120	1.3%	0.0000	0.0%	0%	False	True	2
10	0.9691	0.9513	0.0178	1.9%	0.0000	0.0%	0%	False	True	2

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	0.9513
2.618	0.9513
1.618	0.9513
1.000	0.9513
0.618	0.9513
HIGH	0.9513
0.618	0.9513
0.500	0.9513
0.382	0.9513
LOW	0.9513
0.618	0.9513
1.000	0.9513
1.618	0.9513
2.618	0.9513
4.250	0.9513

Fisher Pivots for day following 30-May-2012
Pivot	1 day	3 day
R1	0.9513	0.9573
PP	0.9513	0.9553
S1	0.9513	0.9533

Download as Excel Spreadsheet

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

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