CME Australian Dollar Future September 2012

Trading Metrics calculated at close of trading on 07-May-2012

Day Change Summary
	Previous	Current
	04-May-2012	07-May-2012	Change	Change %	Previous Week
Open	1.0137	1.0009	-0.0128	-1.3%	1.0305
High	1.0137	1.0086	-0.0051	-0.5%	1.0310
Low	1.0053	0.9953	-0.0100	-1.0%	1.0053
Close	1.0056	1.0081	0.0025	0.2%	1.0056
Range	0.0084	0.0133	0.0049	58.3%	0.0257
ATR	0.0074	0.0078	0.0004	5.7%	0.0000
Volume	9	36	27	300.0%	442

Daily Pivots for day following 07-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0439	1.0393	1.0154
R3	1.0306	1.0260	1.0118
R2	1.0173	1.0173	1.0105
R1	1.0127	1.0127	1.0093	1.0150
PP	1.0040	1.0040	1.0040	1.0052
S1	0.9994	0.9994	1.0069	1.0017
S2	0.9907	0.9907	1.0057
S3	0.9774	0.9861	1.0044
S4	0.9641	0.9728	1.0008

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	1.0280	0.9953	0.0327	3.2%	0.0086	0.9%	39%	False	True	67
10	1.0325	0.9953	0.0372	3.7%	0.0072	0.7%	34%	False	True	74
20	1.0325	0.9953	0.0372	3.7%	0.0070	0.7%	34%	False	True	69
40	1.0410	0.9953	0.0457	4.5%	0.0065	0.6%	28%	False	True	56

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	0.0008
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.0651
2.618	1.0434
1.618	1.0301
1.000	1.0219
0.618	1.0168
HIGH	1.0086
0.618	1.0035
0.500	1.0020
0.382	1.0004
LOW	0.9953
0.618	0.9871
1.000	0.9820
1.618	0.9738
2.618	0.9605
4.250	0.9388

Fisher Pivots for day following 07-May-2012
Pivot	1 day	3 day
R1	1.0061	1.0077
PP	1.0040	1.0073
S1	1.0020	1.0069

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