CME Australian Dollar Future September 2013

Trading Metrics calculated at close of trading on 16-Nov-2012

Day Change Summary
	Previous	Current
	15-Nov-2012	16-Nov-2012	Change	Change %	Previous Week
Open	1.0096	1.0100	0.0004	0.0%	1.0187
High	1.0096	1.0100	0.0004	0.0%	1.0196
Low	1.0096	1.0100	0.0004	0.0%	1.0096
Close	1.0096	1.0100	0.0004	0.0%	1.0100
Range
ATR	0.0026	0.0025	-0.0002	-6.1%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0100	1.0100	1.0100
R3	1.0100	1.0100	1.0100
R2	1.0100	1.0100	1.0100
R1	1.0100	1.0100	1.0100	1.0100
PP	1.0100	1.0100	1.0100	1.0100
S1	1.0100	1.0100	1.0100	1.0100
S2	1.0100	1.0100	1.0100
S3	1.0100	1.0100	1.0100
S4	1.0100	1.0100	1.0100

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0431	1.0365	1.0155
R3	1.0331	1.0265	1.0128
R2	1.0231	1.0231	1.0118
R1	1.0165	1.0165	1.0109	1.0148
PP	1.0131	1.0131	1.0131	1.0122
S1	1.0065	1.0065	1.0091	1.0048
S2	1.0031	1.0031	1.0082
S3	0.9931	0.9965	1.0073
S4	0.9831	0.9865	1.0045

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%	4%	False	False	1
10	1.0196	1.0096	0.0100	1.0%	0.0000	0.0%	4%	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	1.0100
2.618	1.0100
1.618	1.0100
1.000	1.0100
0.618	1.0100
HIGH	1.0100
0.618	1.0100
0.500	1.0100
0.382	1.0100
LOW	1.0100
0.618	1.0100
1.000	1.0100
1.618	1.0100
2.618	1.0100
4.250	1.0100

Fisher Pivots for day following 16-Nov-2012
Pivot	1 day	3 day
R1	1.0100	1.0121
PP	1.0100	1.0114
S1	1.0100	1.0107

Download as Excel Spreadsheet

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

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