CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 1.0162 1.0174 0.0012 0.1% 1.0100
High 1.0201 1.0249 0.0048 0.5% 1.0279
Low 1.0148 1.0171 0.0023 0.2% 1.0080
Close 1.0196 1.0249 0.0053 0.5% 1.0217
Range 0.0053 0.0078 0.0025 47.2% 0.0199
ATR 0.0076 0.0076 0.0000 0.2% 0.0000
Volume 143 19 -124 -86.7% 335
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0457 1.0431 1.0292
R3 1.0379 1.0353 1.0270
R2 1.0301 1.0301 1.0263
R1 1.0275 1.0275 1.0256 1.0288
PP 1.0223 1.0223 1.0223 1.0230
S1 1.0197 1.0197 1.0242 1.0210
S2 1.0145 1.0145 1.0235
S3 1.0067 1.0119 1.0228
S4 0.9989 1.0041 1.0206
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0789 1.0702 1.0326
R3 1.0590 1.0503 1.0272
R2 1.0391 1.0391 1.0253
R1 1.0304 1.0304 1.0235 1.0348
PP 1.0192 1.0192 1.0192 1.0214
S1 1.0105 1.0105 1.0199 1.0149
S2 0.9993 0.9993 1.0181
S3 0.9794 0.9906 1.0162
S4 0.9595 0.9707 1.0108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0279 1.0080 0.0199 1.9% 0.0071 0.7% 85% False False 90
10 1.0279 1.0077 0.0202 2.0% 0.0068 0.7% 85% False False 68
20 1.0331 1.0077 0.0254 2.5% 0.0074 0.7% 68% False False 64
40 1.0557 1.0077 0.0480 4.7% 0.0042 0.4% 36% False False 43
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0581
2.618 1.0453
1.618 1.0375
1.000 1.0327
0.618 1.0297
HIGH 1.0249
0.618 1.0219
0.500 1.0210
0.382 1.0201
LOW 1.0171
0.618 1.0123
1.000 1.0093
1.618 1.0045
2.618 0.9967
4.250 0.9840
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 1.0236 1.0232
PP 1.0223 1.0215
S1 1.0210 1.0199

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

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