CME Australian Dollar Future March 2013

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	0.9695	0.9677	-0.0018	-0.2%	0.9536
High	0.9695	0.9677	-0.0018	-0.2%	0.9729
Low	0.9695	0.9677	-0.0018	-0.2%	0.9536
Close	0.9695	0.9677	-0.0018	-0.2%	0.9695
Range
ATR	0.0050	0.0048	-0.0002	-4.6%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9677	0.9677	0.9677
R3	0.9677	0.9677	0.9677
R2	0.9677	0.9677	0.9677
R1	0.9677	0.9677	0.9677	0.9677
PP	0.9677	0.9677	0.9677	0.9677
S1	0.9677	0.9677	0.9677	0.9677
S2	0.9677	0.9677	0.9677
S3	0.9677	0.9677	0.9677
S4	0.9677	0.9677	0.9677

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0232	1.0157	0.9801
R3	1.0039	0.9964	0.9748
R2	0.9846	0.9846	0.9730
R1	0.9771	0.9771	0.9713	0.9809
PP	0.9653	0.9653	0.9653	0.9672
S1	0.9578	0.9578	0.9677	0.9616
S2	0.9460	0.9460	0.9660
S3	0.9267	0.9385	0.9642
S4	0.9074	0.9192	0.9589

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9729	0.9545	0.0184	1.9%	0.0000	0.0%	72%	False	False	2
10	0.9729	0.9492	0.0237	2.4%	0.0000	0.0%	78%	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	0.9677
2.618	0.9677
1.618	0.9677
1.000	0.9677
0.618	0.9677
HIGH	0.9677
0.618	0.9677
0.500	0.9677
0.382	0.9677
LOW	0.9677
0.618	0.9677
1.000	0.9677
1.618	0.9677
2.618	0.9677
4.250	0.9677

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	0.9677	0.9703
PP	0.9677	0.9694
S1	0.9677	0.9686

Download as Excel Spreadsheet

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

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