CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 1.0189 1.0213 0.0024 0.2% 1.0266
High 1.0189 1.0219 0.0030 0.3% 1.0331
Low 1.0144 1.0172 0.0028 0.3% 1.0144
Close 1.0173 1.0174 0.0001 0.0% 1.0174
Range 0.0045 0.0047 0.0002 4.4% 0.0187
ATR 0.0067 0.0065 -0.0001 -2.1% 0.0000
Volume 53 13 -40 -75.5% 118
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0329 1.0299 1.0200
R3 1.0282 1.0252 1.0187
R2 1.0235 1.0235 1.0183
R1 1.0205 1.0205 1.0178 1.0197
PP 1.0188 1.0188 1.0188 1.0184
S1 1.0158 1.0158 1.0170 1.0150
S2 1.0141 1.0141 1.0165
S3 1.0094 1.0111 1.0161
S4 1.0047 1.0064 1.0148
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0777 1.0663 1.0277
R3 1.0590 1.0476 1.0225
R2 1.0403 1.0403 1.0208
R1 1.0289 1.0289 1.0191 1.0253
PP 1.0216 1.0216 1.0216 1.0198
S1 1.0102 1.0102 1.0157 1.0066
S2 1.0029 1.0029 1.0140
S3 0.9842 0.9915 1.0123
S4 0.9655 0.9728 1.0071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0331 1.0144 0.0187 1.8% 0.0060 0.6% 16% False False 23
10 1.0410 1.0142 0.0268 2.6% 0.0062 0.6% 12% False False 53
20 1.0437 1.0142 0.0295 2.9% 0.0036 0.4% 11% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0419
2.618 1.0342
1.618 1.0295
1.000 1.0266
0.618 1.0248
HIGH 1.0219
0.618 1.0201
0.500 1.0196
0.382 1.0190
LOW 1.0172
0.618 1.0143
1.000 1.0125
1.618 1.0096
2.618 1.0049
4.250 0.9972
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 1.0196 1.0197
PP 1.0188 1.0189
S1 1.0181 1.0182

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

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