CME Australian Dollar Future September 2012

Trading Metrics calculated at close of trading on 04-May-2012

Day Change Summary
	Previous	Current
	03-May-2012	04-May-2012	Change	Change %	Previous Week
Open	1.0185	1.0137	-0.0048	-0.5%	1.0305
High	1.0185	1.0137	-0.0048	-0.5%	1.0310
Low	1.0123	1.0053	-0.0070	-0.7%	1.0053
Close	1.0124	1.0056	-0.0068	-0.7%	1.0056
Range	0.0062	0.0084	0.0022	35.5%	0.0257
ATR	0.0073	0.0074	0.0001	1.1%	0.0000
Volume	42	9	-33	-78.6%	442

Daily Pivots for day following 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0334	1.0279	1.0102
R3	1.0250	1.0195	1.0079
R2	1.0166	1.0166	1.0071
R1	1.0111	1.0111	1.0064	1.0097
PP	1.0082	1.0082	1.0082	1.0075
S1	1.0027	1.0027	1.0048	1.0013
S2	0.9998	0.9998	1.0041
S3	0.9914	0.9943	1.0033
S4	0.9830	0.9859	1.0010

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0911	1.0740	1.0197
R3	1.0654	1.0483	1.0127
R2	1.0397	1.0397	1.0103
R1	1.0226	1.0226	1.0080	1.0183
PP	1.0140	1.0140	1.0140	1.0118
S1	0.9969	0.9969	1.0032	0.9926
S2	0.9883	0.9883	1.0009
S3	0.9626	0.9712	0.9985
S4	0.9369	0.9455	0.9915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0310	1.0053	0.0257	2.6%	0.0068	0.7%	1%	False	True	88
10	1.0325	1.0053	0.0272	2.7%	0.0066	0.7%	1%	False	True	71
20	1.0325	1.0053	0.0272	2.7%	0.0066	0.7%	1%	False	True	69
40	1.0410	1.0053	0.0357	3.6%	0.0061	0.6%	1%	False	True	55

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	1.0494
2.618	1.0357
1.618	1.0273
1.000	1.0221
0.618	1.0189
HIGH	1.0137
0.618	1.0105
0.500	1.0095
0.382	1.0085
LOW	1.0053
0.618	1.0001
1.000	0.9969
1.618	0.9917
2.618	0.9833
4.250	0.9696

Fisher Pivots for day following 04-May-2012
Pivot	1 day	3 day
R1	1.0095	1.0136
PP	1.0082	1.0109
S1	1.0069	1.0083

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols