CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 1.0100 1.0181 0.0081 0.8% 1.0259
High 1.0156 1.0181 0.0025 0.2% 1.0282
Low 1.0100 1.0080 -0.0020 -0.2% 1.0077
Close 1.0156 1.0085 -0.0071 -0.7% 1.0140
Range 0.0056 0.0101 0.0045 80.4% 0.0205
ATR 0.0069 0.0071 0.0002 3.3% 0.0000
Volume 23 20 -3 -13.0% 297
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0418 1.0353 1.0141
R3 1.0317 1.0252 1.0113
R2 1.0216 1.0216 1.0104
R1 1.0151 1.0151 1.0094 1.0133
PP 1.0115 1.0115 1.0115 1.0107
S1 1.0050 1.0050 1.0076 1.0032
S2 1.0014 1.0014 1.0066
S3 0.9913 0.9949 1.0057
S4 0.9812 0.9848 1.0029
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 1.0181 1.0077 0.0104 1.0% 0.0065 0.6% 8% True False 46
10 1.0282 1.0077 0.0205 2.0% 0.0073 0.7% 4% False False 41
20 1.0410 1.0077 0.0333 3.3% 0.0063 0.6% 2% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0610
2.618 1.0445
1.618 1.0344
1.000 1.0282
0.618 1.0243
HIGH 1.0181
0.618 1.0142
0.500 1.0131
0.382 1.0119
LOW 1.0080
0.618 1.0018
1.000 0.9979
1.618 0.9917
2.618 0.9816
4.250 0.9651
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 1.0131 1.0131
PP 1.0115 1.0115
S1 1.0100 1.0100

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

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