CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 1.0180 1.0216 0.0036 0.4% 1.0162
High 1.0204 1.0252 0.0048 0.5% 1.0249
Low 1.0180 1.0215 0.0035 0.3% 1.0148
Close 1.0204 1.0252 0.0048 0.5% 1.0212
Range 0.0024 0.0037 0.0013 54.2% 0.0101
ATR 0.0074 0.0072 -0.0002 -2.5% 0.0000
Volume 64 40 -24 -37.5% 326
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0351 1.0338 1.0272
R3 1.0314 1.0301 1.0262
R2 1.0277 1.0277 1.0259
R1 1.0264 1.0264 1.0255 1.0271
PP 1.0240 1.0240 1.0240 1.0243
S1 1.0227 1.0227 1.0249 1.0234
S2 1.0203 1.0203 1.0245
S3 1.0166 1.0190 1.0242
S4 1.0129 1.0153 1.0232
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 1.0252 1.0085 0.0167 1.6% 0.0055 0.5% 100% True False 52
10 1.0252 1.0085 0.0167 1.6% 0.0055 0.5% 100% True False 65
20 1.0282 1.0077 0.0205 2.0% 0.0066 0.6% 85% False False 55
40 1.0502 1.0077 0.0425 4.1% 0.0050 0.5% 41% False False 48
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0409
2.618 1.0349
1.618 1.0312
1.000 1.0289
0.618 1.0275
HIGH 1.0252
0.618 1.0238
0.500 1.0234
0.382 1.0229
LOW 1.0215
0.618 1.0192
1.000 1.0178
1.618 1.0155
2.618 1.0118
4.250 1.0058
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 1.0246 1.0224
PP 1.0240 1.0196
S1 1.0234 1.0169

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

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