CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 15-Nov-2012

Day Change Summary
	Previous	Current
	14-Nov-2012	15-Nov-2012	Change	Change %	Previous Week
Open	1.0145	1.0096	-0.0049	-0.5%	1.0118
High	1.0145	1.0096	-0.0049	-0.5%	1.0184
Low	1.0145	1.0096	-0.0049	-0.5%	1.0118
Close	1.0145	1.0096	-0.0049	-0.5%	1.0150
Range
ATR	0.0025	0.0026	0.0002	7.0%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 15-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0096	1.0096	1.0096
R3	1.0096	1.0096	1.0096
R2	1.0096	1.0096	1.0096
R1	1.0096	1.0096	1.0096	1.0096
PP	1.0096	1.0096	1.0096	1.0096
S1	1.0096	1.0096	1.0096	1.0096
S2	1.0096	1.0096	1.0096
S3	1.0096	1.0096	1.0096
S4	1.0096	1.0096	1.0096

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0349	1.0315	1.0186
R3	1.0283	1.0249	1.0168
R2	1.0217	1.0217	1.0162
R1	1.0183	1.0183	1.0156	1.0200
PP	1.0151	1.0151	1.0151	1.0159
S1	1.0117	1.0117	1.0144	1.0134
S2	1.0085	1.0085	1.0138
S3	1.0019	1.0051	1.0132
S4	0.9953	0.9985	1.0114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0196	1.0096	0.0100	1.0%	0.0000	0.0%	0%	False	True	1
10	1.0196	1.0096	0.0100	1.0%	0.0000	0.0%	0%	False	True	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	1.0096
2.618	1.0096
1.618	1.0096
1.000	1.0096
0.618	1.0096
HIGH	1.0096
0.618	1.0096
0.500	1.0096
0.382	1.0096
LOW	1.0096
0.618	1.0096
1.000	1.0096
1.618	1.0096
2.618	1.0096
4.250	1.0096

Fisher Pivots for day following 15-Nov-2012
Pivot	1 day	3 day
R1	1.0096	1.0146
PP	1.0096	1.0129
S1	1.0096	1.0113

Download as Excel Spreadsheet

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

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