CME Australian Dollar Future June 2013

Trading Metrics calculated at close of trading on 21-Aug-2012

Day Change Summary
	Previous	Current
	20-Aug-2012	21-Aug-2012	Change	Change %	Previous Week
Open	1.0180	1.0204	0.0024	0.2%	1.0238
High	1.0180	1.0204	0.0024	0.2%	1.0242
Low	1.0180	1.0204	0.0024	0.2%	1.0149
Close	1.0180	1.0204	0.0024	0.2%	1.0149
Range
ATR	0.0030	0.0029	0.0000	-1.3%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 21-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0204	1.0204	1.0204
R3	1.0204	1.0204	1.0204
R2	1.0204	1.0204	1.0204
R1	1.0204	1.0204	1.0204	1.0204
PP	1.0204	1.0204	1.0204	1.0204
S1	1.0204	1.0204	1.0204	1.0204
S2	1.0204	1.0204	1.0204
S3	1.0204	1.0204	1.0204
S4	1.0204	1.0204	1.0204

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0459	1.0397	1.0200
R3	1.0366	1.0304	1.0175
R2	1.0273	1.0273	1.0166
R1	1.0211	1.0211	1.0158	1.0196
PP	1.0180	1.0180	1.0180	1.0172
S1	1.0118	1.0118	1.0140	1.0103
S2	1.0087	1.0087	1.0132
S3	0.9994	1.0025	1.0123
S4	0.9901	0.9932	1.0098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0242	1.0149	0.0093	0.9%	0.0000	0.0%	59%	False	False	1
10	1.0295	1.0149	0.0146	1.4%	0.0004	0.0%	38%	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	1.0204
2.618	1.0204
1.618	1.0204
1.000	1.0204
0.618	1.0204
HIGH	1.0204
0.618	1.0204
0.500	1.0204
0.382	1.0204
LOW	1.0204
0.618	1.0204
1.000	1.0204
1.618	1.0204
2.618	1.0204
4.250	1.0204

Fisher Pivots for day following 21-Aug-2012
Pivot	1 day	3 day
R1	1.0204	1.0195
PP	1.0204	1.0186
S1	1.0204	1.0177

Download as Excel Spreadsheet

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

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