CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 1.0165 1.0192 0.0027 0.3% 1.0162
High 1.0220 1.0192 -0.0028 -0.3% 1.0249
Low 1.0165 1.0121 -0.0044 -0.4% 1.0148
Close 1.0212 1.0152 -0.0060 -0.6% 1.0212
Range 0.0055 0.0071 0.0016 29.1% 0.0101
ATR 0.0072 0.0074 0.0001 1.8% 0.0000
Volume 120 9 -111 -92.5% 326
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0368 1.0331 1.0191
R3 1.0297 1.0260 1.0172
R2 1.0226 1.0226 1.0165
R1 1.0189 1.0189 1.0159 1.0172
PP 1.0155 1.0155 1.0155 1.0147
S1 1.0118 1.0118 1.0145 1.0101
S2 1.0084 1.0084 1.0139
S3 1.0013 1.0047 1.0132
S4 0.9942 0.9976 1.0113
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0506 1.0460 1.0268
R3 1.0405 1.0359 1.0240
R2 1.0304 1.0304 1.0231
R1 1.0258 1.0258 1.0221 1.0281
PP 1.0203 1.0203 1.0203 1.0215
S1 1.0157 1.0157 1.0203 1.0180
S2 1.0102 1.0102 1.0193
S3 1.0001 1.0056 1.0184
S4 0.9900 0.9955 1.0156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0249 1.0121 0.0128 1.3% 0.0059 0.6% 24% False True 38
10 1.0279 1.0080 0.0199 2.0% 0.0068 0.7% 36% False False 64
20 1.0326 1.0077 0.0249 2.5% 0.0067 0.7% 30% False False 53
40 1.0557 1.0077 0.0480 4.7% 0.0047 0.5% 16% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0494
2.618 1.0378
1.618 1.0307
1.000 1.0263
0.618 1.0236
HIGH 1.0192
0.618 1.0165
0.500 1.0157
0.382 1.0148
LOW 1.0121
0.618 1.0077
1.000 1.0050
1.618 1.0006
2.618 0.9935
4.250 0.9819
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 1.0157 1.0171
PP 1.0155 1.0164
S1 1.0154 1.0158

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

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