CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 06-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 06-Apr-2012 Change Change % Previous Week
Open 1.0086 1.0137 0.0051 0.5% 1.0259
High 1.0150 1.0140 -0.0010 -0.1% 1.0282
Low 1.0086 1.0110 0.0024 0.2% 1.0077
Close 1.0118 1.0140 0.0022 0.2% 1.0140
Range 0.0064 0.0030 -0.0034 -53.1% 0.0205
ATR 0.0073 0.0070 -0.0003 -4.2% 0.0000
Volume 51 95 44 86.3% 297
Daily Pivots for day following 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0220 1.0210 1.0157
R3 1.0190 1.0180 1.0148
R2 1.0160 1.0160 1.0146
R1 1.0150 1.0150 1.0143 1.0155
PP 1.0130 1.0130 1.0130 1.0133
S1 1.0120 1.0120 1.0137 1.0125
S2 1.0100 1.0100 1.0135
S3 1.0070 1.0090 1.0132
S4 1.0040 1.0060 1.0124
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0781 1.0666 1.0253
R3 1.0576 1.0461 1.0196
R2 1.0371 1.0371 1.0178
R1 1.0256 1.0256 1.0159 1.0211
PP 1.0166 1.0166 1.0166 1.0144
S1 1.0051 1.0051 1.0121 1.0006
S2 0.9961 0.9961 1.0102
S3 0.9756 0.9846 1.0084
S4 0.9551 0.9641 1.0027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0282 1.0077 0.0205 2.0% 0.0080 0.8% 31% False False 59
10 1.0331 1.0077 0.0254 2.5% 0.0070 0.7% 25% False False 41
20 1.0410 1.0077 0.0333 3.3% 0.0056 0.6% 19% False False 42
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 0.0009
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0268
2.618 1.0219
1.618 1.0189
1.000 1.0170
0.618 1.0159
HIGH 1.0140
0.618 1.0129
0.500 1.0125
0.382 1.0121
LOW 1.0110
0.618 1.0091
1.000 1.0080
1.618 1.0061
2.618 1.0031
4.250 0.9983
Fisher Pivots for day following 06-Apr-2012
Pivot 1 day 3 day
R1 1.0135 1.0131
PP 1.0130 1.0123
S1 1.0125 1.0114

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

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