CME Australian Dollar Future June 2013

Trading Metrics calculated at close of trading on 14-Aug-2012

Day Change Summary
	Previous	Current
	13-Aug-2012	14-Aug-2012	Change	Change %	Previous Week
Open	1.0238	1.0221	-0.0017	-0.2%	1.0293
High	1.0238	1.0221	-0.0017	-0.2%	1.0295
Low	1.0238	1.0221	-0.0017	-0.2%	1.0259
Close	1.0238	1.0221	-0.0017	-0.2%	1.0289
Range
ATR
Volume	1	1	0	0.0%	8

Daily Pivots for day following 14-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0221	1.0221	1.0221
R3	1.0221	1.0221	1.0221
R2	1.0221	1.0221	1.0221
R1	1.0221	1.0221	1.0221	1.0221
PP	1.0221	1.0221	1.0221	1.0221
S1	1.0221	1.0221	1.0221	1.0221
S2	1.0221	1.0221	1.0221
S3	1.0221	1.0221	1.0221
S4	1.0221	1.0221	1.0221

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0389	1.0375	1.0309
R3	1.0353	1.0339	1.0299
R2	1.0317	1.0317	1.0296
R1	1.0303	1.0303	1.0292	1.0292
PP	1.0281	1.0281	1.0281	1.0276
S1	1.0267	1.0267	1.0286	1.0256
S2	1.0245	1.0245	1.0282
S3	1.0209	1.0231	1.0279
S4	1.0173	1.0195	1.0269

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0295	1.0221	0.0074	0.7%	0.0007	0.1%	0%	False	True	1
10	1.0295	1.0180	0.0115	1.1%	0.0009	0.1%	36%	False	False	1

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	1.0221
2.618	1.0221
1.618	1.0221
1.000	1.0221
0.618	1.0221
HIGH	1.0221
0.618	1.0221
0.500	1.0221
0.382	1.0221
LOW	1.0221
0.618	1.0221
1.000	1.0221
1.618	1.0221
2.618	1.0221
4.250	1.0221

Fisher Pivots for day following 14-Aug-2012
Pivot	1 day	3 day
R1	1.0221	1.0255
PP	1.0221	1.0244
S1	1.0221	1.0232

Download as Excel Spreadsheet

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

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