CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 15-Feb-2013

Day Change Summary
	Previous	Current
	14-Feb-2013	15-Feb-2013	Change	Change %	Previous Week
Open	1.0131	1.0073	-0.0058	-0.6%	1.0067
High	1.0131	1.0073	-0.0058	-0.6%	1.0131
Low	1.0131	1.0073	-0.0058	-0.6%	1.0067
Close	1.0131	1.0073	-0.0058	-0.6%	1.0073
Range
ATR	0.0031	0.0033	0.0002	6.2%	0.0000
Volume

Daily Pivots for day following 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0073	1.0073	1.0073
R3	1.0073	1.0073	1.0073
R2	1.0073	1.0073	1.0073
R1	1.0073	1.0073	1.0073	1.0073
PP	1.0073	1.0073	1.0073	1.0073
S1	1.0073	1.0073	1.0073	1.0073
S2	1.0073	1.0073	1.0073
S3	1.0073	1.0073	1.0073
S4	1.0073	1.0073	1.0073

Weekly Pivots for week ending 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0282	1.0242	1.0108
R3	1.0218	1.0178	1.0091
R2	1.0154	1.0154	1.0085
R1	1.0114	1.0114	1.0079	1.0134
PP	1.0090	1.0090	1.0090	1.0101
S1	1.0050	1.0050	1.0067	1.0070
S2	1.0026	1.0026	1.0061
S3	0.9962	0.9986	1.0055
S4	0.9898	0.9922	1.0038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0131	1.0067	0.0064	0.6%	0.0000	0.0%	9%	False	False
10	1.0200	1.0058	0.0142	1.4%	0.0000	0.0%	11%	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	1.0073
2.618	1.0073
1.618	1.0073
1.000	1.0073
0.618	1.0073
HIGH	1.0073
0.618	1.0073
0.500	1.0073
0.382	1.0073
LOW	1.0073
0.618	1.0073
1.000	1.0073
1.618	1.0073
2.618	1.0073
4.250	1.0073

Fisher Pivots for day following 15-Feb-2013
Pivot	1 day	3 day
R1	1.0073	1.0102
PP	1.0073	1.0092
S1	1.0073	1.0083

Download as Excel Spreadsheet

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

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