CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 0.9972 0.9966 -0.0006 -0.1% 0.9811
High 1.0002 1.0054 0.0052 0.5% 0.9942
Low 0.9929 0.9966 0.0037 0.4% 0.9740
Close 0.9972 1.0039 0.0067 0.7% 0.9942
Range 0.0073 0.0088 0.0015 20.5% 0.0202
ATR 0.0063 0.0065 0.0002 2.9% 0.0000
Volume 2 7 5 250.0% 39
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0284 1.0249 1.0087
R3 1.0196 1.0161 1.0063
R2 1.0108 1.0108 1.0055
R1 1.0073 1.0073 1.0047 1.0091
PP 1.0020 1.0020 1.0020 1.0028
S1 0.9985 0.9985 1.0031 1.0003
S2 0.9932 0.9932 1.0023
S3 0.9844 0.9897 1.0015
S4 0.9756 0.9809 0.9991
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0481 1.0413 1.0053
R3 1.0279 1.0211 0.9998
R2 1.0077 1.0077 0.9979
R1 1.0009 1.0009 0.9961 1.0043
PP 0.9875 0.9875 0.9875 0.9892
S1 0.9807 0.9807 0.9923 0.9841
S2 0.9673 0.9673 0.9905
S3 0.9471 0.9605 0.9886
S4 0.9269 0.9403 0.9831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0054 0.9819 0.0235 2.3% 0.0050 0.5% 94% True False 3
10 1.0054 0.9680 0.0374 3.7% 0.0052 0.5% 96% True False 8
20 1.0054 0.9545 0.0509 5.1% 0.0034 0.3% 97% True False 4
40 1.0241 0.9545 0.0696 6.9% 0.0018 0.2% 71% False False 5
60 1.0241 0.9545 0.0696 6.9% 0.0012 0.1% 71% False False 5
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 0.0004
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 1.0428
2.618 1.0284
1.618 1.0196
1.000 1.0142
0.618 1.0108
HIGH 1.0054
0.618 1.0020
0.500 1.0010
0.382 1.0000
LOW 0.9966
0.618 0.9912
1.000 0.9878
1.618 0.9824
2.618 0.9736
4.250 0.9592
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 1.0029 1.0015
PP 1.0020 0.9990
S1 1.0010 0.9966

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

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