CME Australian Dollar Future June 2012


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Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 1.0102 1.0211 0.0109 1.1% 1.0066
High 1.0262 1.0252 -0.0010 -0.1% 1.0200
Low 1.0102 1.0211 0.0109 1.1% 1.0064
Close 1.0206 1.0252 0.0046 0.5% 1.0128
Range 0.0160 0.0041 -0.0119 -74.4% 0.0136
ATR 0.0081 0.0078 -0.0002 -3.1% 0.0000
Volume 242 35 -207 -85.5% 223
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0361 1.0348 1.0275
R3 1.0320 1.0307 1.0263
R2 1.0279 1.0279 1.0260
R1 1.0266 1.0266 1.0256 1.0273
PP 1.0238 1.0238 1.0238 1.0242
S1 1.0225 1.0225 1.0248 1.0232
S2 1.0197 1.0197 1.0244
S3 1.0156 1.0184 1.0241
S4 1.0115 1.0143 1.0229
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0539 1.0469 1.0203
R3 1.0403 1.0333 1.0165
R2 1.0267 1.0267 1.0153
R1 1.0197 1.0197 1.0140 1.0232
PP 1.0131 1.0131 1.0131 1.0148
S1 1.0061 1.0061 1.0116 1.0096
S2 0.9995 0.9995 1.0103
S3 0.9859 0.9925 1.0091
S4 0.9723 0.9789 1.0053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0262 1.0080 0.0182 1.8% 0.0081 0.8% 95% False False 97
10 1.0262 1.0062 0.0200 2.0% 0.0056 0.5% 95% False False 62
20 1.0262 0.9744 0.0518 5.1% 0.0049 0.5% 98% False False 34
40 1.0262 0.9496 0.0766 7.5% 0.0037 0.4% 99% False False 17
60 1.0454 0.9496 0.0958 9.3% 0.0025 0.2% 79% False False 13
80 1.0454 0.9172 0.1282 12.5% 0.0019 0.2% 84% False False 10
100 1.0454 0.9172 0.1282 12.5% 0.0015 0.1% 84% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0426
2.618 1.0359
1.618 1.0318
1.000 1.0293
0.618 1.0277
HIGH 1.0252
0.618 1.0236
0.500 1.0232
0.382 1.0227
LOW 1.0211
0.618 1.0186
1.000 1.0170
1.618 1.0145
2.618 1.0104
4.250 1.0037
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 1.0245 1.0225
PP 1.0238 1.0198
S1 1.0232 1.0171

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

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