CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 0.9900 0.9855 -0.0045 -0.5% 1.0009
High 0.9905 0.9898 -0.0007 -0.1% 1.0086
Low 0.9848 0.9815 -0.0033 -0.3% 0.9900
Close 0.9853 0.9834 -0.0019 -0.2% 0.9907
Range 0.0057 0.0083 0.0026 45.6% 0.0186
ATR 0.0079 0.0079 0.0000 0.4% 0.0000
Volume 80 121 41 51.3% 495
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 1.0098 1.0049 0.9880
R3 1.0015 0.9966 0.9857
R2 0.9932 0.9932 0.9849
R1 0.9883 0.9883 0.9842 0.9866
PP 0.9849 0.9849 0.9849 0.9841
S1 0.9800 0.9800 0.9826 0.9783
S2 0.9766 0.9766 0.9819
S3 0.9683 0.9717 0.9811
S4 0.9600 0.9634 0.9788
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.0522 1.0401 1.0009
R3 1.0336 1.0215 0.9958
R2 1.0150 1.0150 0.9941
R1 1.0029 1.0029 0.9924 0.9997
PP 0.9964 0.9964 0.9964 0.9948
S1 0.9843 0.9843 0.9890 0.9811
S2 0.9778 0.9778 0.9873
S3 0.9592 0.9657 0.9856
S4 0.9406 0.9471 0.9805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0020 0.9815 0.0205 2.1% 0.0065 0.7% 9% False True 99
10 1.0218 0.9815 0.0403 4.1% 0.0074 0.8% 5% False True 96
20 1.0325 0.9815 0.0510 5.2% 0.0068 0.7% 4% False True 78
40 1.0331 0.9815 0.0516 5.2% 0.0071 0.7% 4% False True 71
60 1.0557 0.9815 0.0742 7.5% 0.0051 0.5% 3% False True 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0251
2.618 1.0115
1.618 1.0032
1.000 0.9981
0.618 0.9949
HIGH 0.9898
0.618 0.9866
0.500 0.9857
0.382 0.9847
LOW 0.9815
0.618 0.9764
1.000 0.9732
1.618 0.9681
2.618 0.9598
4.250 0.9462
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 0.9857 0.9883
PP 0.9849 0.9867
S1 0.9842 0.9850

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

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