CME Australian Dollar Future December 2013

Trading Metrics calculated at close of trading on 13-Mar-2013

Day Change Summary
	Previous	Current
	12-Mar-2013	13-Mar-2013	Change	Change %	Previous Week
Open	1.0105	1.0101	-0.0004	0.0%	0.9989
High	1.0105	1.0101	-0.0004	0.0%	1.0066
Low	1.0105	1.0096	-0.0009	-0.1%	0.9989
Close	1.0105	1.0096	-0.0009	-0.1%	1.0025
Range	0.0000	0.0005	0.0005		0.0077
ATR	0.0035	0.0033	-0.0002	-5.3%	0.0000
Volume	1	1	0	0.0%	13

Daily Pivots for day following 13-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0113	1.0109	1.0099
R3	1.0108	1.0104	1.0097
R2	1.0103	1.0103	1.0097
R1	1.0099	1.0099	1.0096	1.0099
PP	1.0098	1.0098	1.0098	1.0097
S1	1.0094	1.0094	1.0096	1.0094
S2	1.0093	1.0093	1.0095
S3	1.0088	1.0089	1.0095
S4	1.0083	1.0084	1.0093

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0258	1.0218	1.0067
R3	1.0181	1.0141	1.0046
R2	1.0104	1.0104	1.0039
R1	1.0064	1.0064	1.0032	1.0084
PP	1.0027	1.0027	1.0027	1.0037
S1	0.9987	0.9987	1.0018	1.0007
S2	0.9950	0.9950	1.0011
S3	0.9873	0.9910	1.0004
S4	0.9796	0.9833	0.9983

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0105	1.0025	0.0080	0.8%	0.0007	0.1%	89%	False	False	1
10	1.0105	0.9987	0.0118	1.2%	0.0003	0.0%	92%	False	False	2
20	1.0140	0.9987	0.0153	1.5%	0.0002	0.0%	71%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0122
2.618	1.0114
1.618	1.0109
1.000	1.0106
0.618	1.0104
HIGH	1.0101
0.618	1.0099
0.500	1.0099
0.382	1.0098
LOW	1.0096
0.618	1.0093
1.000	1.0091
1.618	1.0088
2.618	1.0083
4.250	1.0075

Fisher Pivots for day following 13-Mar-2013
Pivot	1 day	3 day
R1	1.0099	1.0091
PP	1.0098	1.0087
S1	1.0097	1.0082

Download as Excel Spreadsheet

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

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