CME Australian Dollar Future March 2013

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

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	0.9492	0.9536	0.0044	0.5%	0.9633
High	0.9492	0.9536	0.0044	0.5%	0.9633
Low	0.9492	0.9536	0.0044	0.5%	0.9492
Close	0.9492	0.9536	0.0044	0.5%	0.9492
Range
ATR	0.0048	0.0048	0.0000	-0.6%	0.0000
Volume	2	2	0	0.0%	8

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9536	0.9536	0.9536
R3	0.9536	0.9536	0.9536
R2	0.9536	0.9536	0.9536
R1	0.9536	0.9536	0.9536	0.9536
PP	0.9536	0.9536	0.9536	0.9536
S1	0.9536	0.9536	0.9536	0.9536
S2	0.9536	0.9536	0.9536
S3	0.9536	0.9536	0.9536
S4	0.9536	0.9536	0.9536

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9962	0.9868	0.9570
R3	0.9821	0.9727	0.9531
R2	0.9680	0.9680	0.9518
R1	0.9586	0.9586	0.9505	0.9563
PP	0.9539	0.9539	0.9539	0.9527
S1	0.9445	0.9445	0.9479	0.9422
S2	0.9398	0.9398	0.9466
S3	0.9257	0.9304	0.9453
S4	0.9116	0.9163	0.9414

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9633	0.9492	0.0141	1.5%	0.0000	0.0%	31%	False	False	2
10	0.9654	0.9492	0.0162	1.7%	0.0000	0.0%	27%	False	False	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	0.9536
2.618	0.9536
1.618	0.9536
1.000	0.9536
0.618	0.9536
HIGH	0.9536
0.618	0.9536
0.500	0.9536
0.382	0.9536
LOW	0.9536
0.618	0.9536
1.000	0.9536
1.618	0.9536
2.618	0.9536
4.250	0.9536

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	0.9536	0.9530
PP	0.9536	0.9523
S1	0.9536	0.9517

Download as Excel Spreadsheet

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

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