CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 07-Mar-2013

Day Change Summary
	Previous	Current
	06-Mar-2013	07-Mar-2013	Change	Change %	Previous Week
Open	1.0032	1.0038	0.0006	0.1%	1.0071
High	1.0032	1.0066	0.0034	0.3%	1.0071
Low	1.0032	1.0038	0.0006	0.1%	0.9987
Close	1.0032	1.0066	0.0034	0.3%	0.9987
Range	0.0000	0.0028	0.0028		0.0084
ATR	0.0033	0.0033	0.0000	0.2%	0.0000
Volume	3	3	0	0.0%	49

Daily Pivots for day following 07-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0141	1.0131	1.0081
R3	1.0113	1.0103	1.0074
R2	1.0085	1.0085	1.0071
R1	1.0075	1.0075	1.0069	1.0080
PP	1.0057	1.0057	1.0057	1.0059
S1	1.0047	1.0047	1.0063	1.0052
S2	1.0029	1.0029	1.0061
S3	1.0001	1.0019	1.0058
S4	0.9973	0.9991	1.0051

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0267	1.0211	1.0033
R3	1.0183	1.0127	1.0010
R2	1.0099	1.0099	1.0002
R1	1.0043	1.0043	0.9995	1.0029
PP	1.0015	1.0015	1.0015	1.0008
S1	0.9959	0.9959	0.9979	0.9945
S2	0.9931	0.9931	0.9972
S3	0.9847	0.9875	0.9964
S4	0.9763	0.9791	0.9941

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0066	0.9987	0.0079	0.8%	0.0006	0.1%	100%	True	False	3
10	1.0105	0.9987	0.0118	1.2%	0.0003	0.0%	67%	False	False	8
20	1.0140	0.9987	0.0153	1.5%	0.0001	0.0%	52%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1.0185
2.618	1.0139
1.618	1.0111
1.000	1.0094
0.618	1.0083
HIGH	1.0066
0.618	1.0055
0.500	1.0052
0.382	1.0049
LOW	1.0038
0.618	1.0021
1.000	1.0010
1.618	0.9993
2.618	0.9965
4.250	0.9919

Fisher Pivots for day following 07-Mar-2013
Pivot	1 day	3 day
R1	1.0061	1.0060
PP	1.0057	1.0055
S1	1.0052	1.0049

Download as Excel Spreadsheet

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

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