CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 1.0305 1.0280 -0.0025 -0.2% 1.0192
High 1.0310 1.0280 -0.0030 -0.3% 1.0325
Low 1.0270 1.0175 -0.0095 -0.9% 1.0085
Close 1.0277 1.0200 -0.0077 -0.7% 1.0325
Range 0.0040 0.0105 0.0065 162.5% 0.0240
ATR 0.0073 0.0075 0.0002 3.1% 0.0000
Volume 142 27 -115 -81.0% 277
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 1.0533 1.0472 1.0258
R3 1.0428 1.0367 1.0229
R2 1.0323 1.0323 1.0219
R1 1.0262 1.0262 1.0210 1.0240
PP 1.0218 1.0218 1.0218 1.0208
S1 1.0157 1.0157 1.0190 1.0135
S2 1.0113 1.0113 1.0181
S3 1.0008 1.0052 1.0171
S4 0.9903 0.9947 1.0142
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 1.0175 0.0150 1.5% 0.0062 0.6% 17% False True 82
10 1.0325 1.0085 0.0240 2.4% 0.0062 0.6% 48% False False 61
20 1.0325 1.0077 0.0248 2.4% 0.0065 0.6% 50% False False 64
40 1.0436 1.0077 0.0359 3.5% 0.0056 0.6% 34% False False 52
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 0.0003
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0726
2.618 1.0555
1.618 1.0450
1.000 1.0385
0.618 1.0345
HIGH 1.0280
0.618 1.0240
0.500 1.0228
0.382 1.0215
LOW 1.0175
0.618 1.0110
1.000 1.0070
1.618 1.0005
2.618 0.9900
4.250 0.9729
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 1.0228 1.0250
PP 1.0218 1.0233
S1 1.0209 1.0217

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

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