CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 0.9855 0.9830 -0.0025 -0.3% 1.0009
High 0.9898 0.9850 -0.0048 -0.5% 1.0086
Low 0.9815 0.9772 -0.0043 -0.4% 0.9900
Close 0.9834 0.9807 -0.0027 -0.3% 0.9907
Range 0.0083 0.0078 -0.0005 -6.0% 0.0186
ATR 0.0079 0.0079 0.0000 -0.1% 0.0000
Volume 121 77 -44 -36.4% 495
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 1.0044 1.0003 0.9850
R3 0.9966 0.9925 0.9828
R2 0.9888 0.9888 0.9821
R1 0.9847 0.9847 0.9814 0.9829
PP 0.9810 0.9810 0.9810 0.9800
S1 0.9769 0.9769 0.9800 0.9751
S2 0.9732 0.9732 0.9793
S3 0.9654 0.9691 0.9786
S4 0.9576 0.9613 0.9764
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 0.9772 0.0248 2.5% 0.0070 0.7% 14% False True 95
10 1.0185 0.9772 0.0413 4.2% 0.0077 0.8% 8% False True 82
20 1.0325 0.9772 0.0553 5.6% 0.0070 0.7% 6% False True 82
40 1.0331 0.9772 0.0559 5.7% 0.0071 0.7% 6% False True 73
60 1.0557 0.9772 0.0785 8.0% 0.0052 0.5% 4% False True 56
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0182
2.618 1.0054
1.618 0.9976
1.000 0.9928
0.618 0.9898
HIGH 0.9850
0.618 0.9820
0.500 0.9811
0.382 0.9802
LOW 0.9772
0.618 0.9724
1.000 0.9694
1.618 0.9646
2.618 0.9568
4.250 0.9441
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 0.9811 0.9839
PP 0.9810 0.9828
S1 0.9808 0.9818

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

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