CME Australian Dollar Future June 2012


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Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 0.9733 0.9747 0.0014 0.1% 0.9817
High 0.9793 0.9779 -0.0014 -0.1% 0.9909
Low 0.9692 0.9704 0.0012 0.1% 0.9666
Close 0.9704 0.9754 0.0050 0.5% 0.9754
Range 0.0101 0.0075 -0.0026 -25.7% 0.0243
ATR 0.0111 0.0108 -0.0003 -2.3% 0.0000
Volume 166,829 121,420 -45,409 -27.2% 736,409
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 0.9971 0.9937 0.9795
R3 0.9896 0.9862 0.9775
R2 0.9821 0.9821 0.9768
R1 0.9787 0.9787 0.9761 0.9804
PP 0.9746 0.9746 0.9746 0.9754
S1 0.9712 0.9712 0.9747 0.9729
S2 0.9671 0.9671 0.9740
S3 0.9596 0.9637 0.9733
S4 0.9521 0.9562 0.9713
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.0505 1.0373 0.9888
R3 1.0262 1.0130 0.9821
R2 1.0019 1.0019 0.9799
R1 0.9887 0.9887 0.9776 0.9832
PP 0.9776 0.9776 0.9776 0.9749
S1 0.9644 0.9644 0.9732 0.9589
S2 0.9533 0.9533 0.9709
S3 0.9290 0.9401 0.9687
S4 0.9047 0.9158 0.9620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9909 0.9666 0.0243 2.5% 0.0118 1.2% 36% False False 147,281
10 1.0001 0.9666 0.0335 3.4% 0.0118 1.2% 26% False False 153,539
20 1.0417 0.9666 0.0751 7.7% 0.0108 1.1% 12% False False 142,113
40 1.0422 0.9666 0.0756 7.8% 0.0101 1.0% 12% False False 129,861
60 1.0680 0.9666 0.1014 10.4% 0.0104 1.1% 9% False False 110,935
80 1.0720 0.9666 0.1054 10.8% 0.0101 1.0% 8% False False 83,255
100 1.0720 0.9666 0.1054 10.8% 0.0094 1.0% 8% False False 66,618
120 1.0720 0.9666 0.1054 10.8% 0.0085 0.9% 8% False False 55,516
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 0.0033
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0098
2.618 0.9975
1.618 0.9900
1.000 0.9854
0.618 0.9825
HIGH 0.9779
0.618 0.9750
0.500 0.9742
0.382 0.9733
LOW 0.9704
0.618 0.9658
1.000 0.9629
1.618 0.9583
2.618 0.9508
4.250 0.9385
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 0.9750 0.9750
PP 0.9746 0.9745
S1 0.9742 0.9741

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

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