CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 0.9975 0.9941 -0.0034 -0.3% 1.0305
High 0.9975 1.0020 0.0045 0.5% 1.0310
Low 0.9919 0.9941 0.0022 0.2% 1.0053
Close 0.9941 0.9977 0.0036 0.4% 1.0056
Range 0.0056 0.0079 0.0023 41.1% 0.0257
ATR 0.0080 0.0080 0.0000 -0.1% 0.0000
Volume 101 117 16 15.8% 442
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 1.0216 1.0176 1.0020
R3 1.0137 1.0097 0.9999
R2 1.0058 1.0058 0.9991
R1 1.0018 1.0018 0.9984 1.0038
PP 0.9979 0.9979 0.9979 0.9990
S1 0.9939 0.9939 0.9970 0.9959
S2 0.9900 0.9900 0.9963
S3 0.9821 0.9860 0.9955
S4 0.9742 0.9781 0.9934
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 1.0137 0.9919 0.0218 2.2% 0.0089 0.9% 27% False False 84
10 1.0325 0.9919 0.0406 4.1% 0.0080 0.8% 14% False False 99
20 1.0325 0.9919 0.0406 4.1% 0.0068 0.7% 14% False False 82
40 1.0410 0.9919 0.0491 4.9% 0.0069 0.7% 12% False False 65
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0356
2.618 1.0227
1.618 1.0148
1.000 1.0099
0.618 1.0069
HIGH 1.0020
0.618 0.9990
0.500 0.9981
0.382 0.9971
LOW 0.9941
0.618 0.9892
1.000 0.9862
1.618 0.9813
2.618 0.9734
4.250 0.9605
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 0.9981 0.9992
PP 0.9979 0.9987
S1 0.9978 0.9982

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

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