CME Australian Dollar Future June 2012


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Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 1.0449 1.0400 -0.0049 -0.5% 1.0604
High 1.0459 1.0446 -0.0013 -0.1% 1.0611
Low 1.0359 1.0371 0.0012 0.1% 1.0389
Close 1.0384 1.0393 0.0009 0.1% 1.0455
Range 0.0100 0.0075 -0.0025 -25.0% 0.0222
ATR 0.0101 0.0099 -0.0002 -1.8% 0.0000
Volume 24,061 35,907 11,846 49.2% 40,150
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0628 1.0586 1.0434
R3 1.0553 1.0511 1.0414
R2 1.0478 1.0478 1.0407
R1 1.0436 1.0436 1.0400 1.0420
PP 1.0403 1.0403 1.0403 1.0395
S1 1.0361 1.0361 1.0386 1.0345
S2 1.0328 1.0328 1.0379
S3 1.0253 1.0286 1.0372
S4 1.0178 1.0211 1.0352
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1151 1.1025 1.0577
R3 1.0929 1.0803 1.0516
R2 1.0707 1.0707 1.0496
R1 1.0581 1.0581 1.0475 1.0533
PP 1.0485 1.0485 1.0485 1.0461
S1 1.0359 1.0359 1.0435 1.0311
S2 1.0263 1.0263 1.0414
S3 1.0041 1.0137 1.0394
S4 0.9819 0.9915 1.0333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0552 1.0359 0.0193 1.9% 0.0098 0.9% 18% False False 19,102
10 1.0720 1.0359 0.0361 3.5% 0.0103 1.0% 9% False False 10,459
20 1.0720 1.0359 0.0361 3.5% 0.0100 1.0% 9% False False 5,342
40 1.0720 1.0102 0.0618 5.9% 0.0090 0.9% 47% False False 2,716
60 1.0720 0.9741 0.0979 9.4% 0.0074 0.7% 67% False False 1,818
80 1.0720 0.9496 0.1224 11.8% 0.0061 0.6% 73% False False 1,363
100 1.0720 0.9496 0.1224 11.8% 0.0049 0.5% 73% False False 1,091
120 1.0720 0.9172 0.1548 14.9% 0.0041 0.4% 79% False False 910
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0025
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0765
2.618 1.0642
1.618 1.0567
1.000 1.0521
0.618 1.0492
HIGH 1.0446
0.618 1.0417
0.500 1.0409
0.382 1.0400
LOW 1.0371
0.618 1.0325
1.000 1.0296
1.618 1.0250
2.618 1.0175
4.250 1.0052
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 1.0409 1.0452
PP 1.0403 1.0432
S1 1.0398 1.0413

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

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