CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 1.0216 1.0234 0.0018 0.2% 1.0192
High 1.0252 1.0325 0.0073 0.7% 1.0325
Low 1.0215 1.0221 0.0006 0.1% 1.0085
Close 1.0252 1.0325 0.0073 0.7% 1.0325
Range 0.0037 0.0104 0.0067 181.1% 0.0240
ATR 0.0072 0.0075 0.0002 3.1% 0.0000
Volume 40 137 97 242.5% 277
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0602 1.0568 1.0382
R3 1.0498 1.0464 1.0354
R2 1.0394 1.0394 1.0344
R1 1.0360 1.0360 1.0335 1.0377
PP 1.0290 1.0290 1.0290 1.0299
S1 1.0256 1.0256 1.0315 1.0273
S2 1.0186 1.0186 1.0306
S3 1.0082 1.0152 1.0296
S4 0.9978 1.0048 1.0268
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0965 1.0885 1.0457
R3 1.0725 1.0645 1.0391
R2 1.0485 1.0485 1.0369
R1 1.0405 1.0405 1.0347 1.0445
PP 1.0245 1.0245 1.0245 1.0265
S1 1.0165 1.0165 1.0303 1.0205
S2 1.0005 1.0005 1.0281
S3 0.9765 0.9925 1.0259
S4 0.9525 0.9685 1.0193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0325 1.0085 0.0240 2.3% 0.0065 0.6% 100% True False 55
10 1.0325 1.0085 0.0240 2.3% 0.0060 0.6% 100% True False 60
20 1.0325 1.0077 0.0248 2.4% 0.0069 0.7% 100% True False 61
40 1.0437 1.0077 0.0360 3.5% 0.0053 0.5% 69% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0767
2.618 1.0597
1.618 1.0493
1.000 1.0429
0.618 1.0389
HIGH 1.0325
0.618 1.0285
0.500 1.0273
0.382 1.0261
LOW 1.0221
0.618 1.0157
1.000 1.0117
1.618 1.0053
2.618 0.9949
4.250 0.9779
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 1.0308 1.0301
PP 1.0290 1.0277
S1 1.0273 1.0253

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

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