CME Australian Dollar Future March 2013

Trading Metrics calculated at close of trading on 07-Jun-2012

Day Change Summary
	Previous	Current
	06-Jun-2012	07-Jun-2012	Change	Change %	Previous Week
Open	0.9701	0.9729	0.0028	0.3%	0.9633
High	0.9701	0.9729	0.0028	0.3%	0.9633
Low	0.9701	0.9729	0.0028	0.3%	0.9492
Close	0.9701	0.9729	0.0028	0.3%	0.9492
Range
ATR	0.0053	0.0051	-0.0002	-3.4%	0.0000
Volume	2	2	0	0.0%	8

Daily Pivots for day following 07-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9729	0.9729	0.9729
R3	0.9729	0.9729	0.9729
R2	0.9729	0.9729	0.9729
R1	0.9729	0.9729	0.9729	0.9729
PP	0.9729	0.9729	0.9729	0.9729
S1	0.9729	0.9729	0.9729	0.9729
S2	0.9729	0.9729	0.9729
S3	0.9729	0.9729	0.9729
S4	0.9729	0.9729	0.9729

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	0.9729	0.9492	0.0237	2.4%	0.0000	0.0%	100%	True	False	2
10	0.9729	0.9492	0.0237	2.4%	0.0000	0.0%	100%	True	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	0.9729
2.618	0.9729
1.618	0.9729
1.000	0.9729
0.618	0.9729
HIGH	0.9729
0.618	0.9729
0.500	0.9729
0.382	0.9729
LOW	0.9729
0.618	0.9729
1.000	0.9729
1.618	0.9729
2.618	0.9729
4.250	0.9729

Fisher Pivots for day following 07-Jun-2012
Pivot	1 day	3 day
R1	0.9729	0.9698
PP	0.9729	0.9668
S1	0.9729	0.9637

Download as Excel Spreadsheet

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

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