CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 1.0009 1.0064 0.0055 0.5% 1.0305
High 1.0086 1.0064 -0.0022 -0.2% 1.0310
Low 0.9953 0.9973 0.0020 0.2% 1.0053
Close 1.0081 1.0001 -0.0080 -0.8% 1.0056
Range 0.0133 0.0091 -0.0042 -31.6% 0.0257
ATR 0.0078 0.0080 0.0002 2.7% 0.0000
Volume 36 161 125 347.2% 442
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 1.0286 1.0234 1.0051
R3 1.0195 1.0143 1.0026
R2 1.0104 1.0104 1.0018
R1 1.0052 1.0052 1.0009 1.0033
PP 1.0013 1.0013 1.0013 1.0003
S1 0.9961 0.9961 0.9993 0.9942
S2 0.9922 0.9922 0.9984
S3 0.9831 0.9870 0.9976
S4 0.9740 0.9779 0.9951
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 1.0218 0.9953 0.0265 2.6% 0.0083 0.8% 18% False False 94
10 1.0325 0.9953 0.0372 3.7% 0.0073 0.7% 13% False False 88
20 1.0325 0.9953 0.0372 3.7% 0.0069 0.7% 13% False False 76
40 1.0410 0.9953 0.0457 4.6% 0.0066 0.7% 11% False False 60
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0451
2.618 1.0302
1.618 1.0211
1.000 1.0155
0.618 1.0120
HIGH 1.0064
0.618 1.0029
0.500 1.0019
0.382 1.0008
LOW 0.9973
0.618 0.9917
1.000 0.9882
1.618 0.9826
2.618 0.9735
4.250 0.9586
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 1.0019 1.0045
PP 1.0013 1.0030
S1 1.0007 1.0016

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

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