CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 1.0293 1.0261 -0.0032 -0.3% 1.0284
High 1.0297 1.0261 -0.0036 -0.3% 1.0377
Low 1.0232 1.0142 -0.0090 -0.9% 1.0230
Close 1.0238 1.0177 -0.0061 -0.6% 1.0373
Range 0.0065 0.0119 0.0054 83.1% 0.0147
ATR 0.0058 0.0062 0.0004 7.6% 0.0000
Volume 7 260 253 3,614.3% 17
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0550 1.0483 1.0242
R3 1.0431 1.0364 1.0210
R2 1.0312 1.0312 1.0199
R1 1.0245 1.0245 1.0188 1.0219
PP 1.0193 1.0193 1.0193 1.0181
S1 1.0126 1.0126 1.0166 1.0100
S2 1.0074 1.0074 1.0155
S3 0.9955 1.0007 1.0144
S4 0.9836 0.9888 1.0112
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0768 1.0717 1.0454
R3 1.0621 1.0570 1.0413
R2 1.0474 1.0474 1.0400
R1 1.0423 1.0423 1.0386 1.0449
PP 1.0327 1.0327 1.0327 1.0339
S1 1.0276 1.0276 1.0360 1.0302
S2 1.0180 1.0180 1.0346
S3 1.0033 1.0129 1.0333
S4 0.9886 0.9982 1.0292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0410 1.0142 0.0268 2.6% 0.0057 0.6% 13% False True 61
10 1.0410 1.0142 0.0268 2.6% 0.0034 0.3% 13% False True 32
20 1.0557 1.0142 0.0415 4.1% 0.0019 0.2% 8% False True 33
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 0.0003
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.0767
2.618 1.0573
1.618 1.0454
1.000 1.0380
0.618 1.0335
HIGH 1.0261
0.618 1.0216
0.500 1.0202
0.382 1.0187
LOW 1.0142
0.618 1.0068
1.000 1.0023
1.618 0.9949
2.618 0.9830
4.250 0.9636
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 1.0202 1.0220
PP 1.0193 1.0205
S1 1.0185 1.0191

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

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