CME Australian Dollar Future September 2012


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Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 0.9709 0.9742 0.0033 0.3% 0.9744
High 0.9800 0.9742 -0.0058 -0.6% 0.9827
Low 0.9706 0.9617 -0.0089 -0.9% 0.9605
Close 0.9752 0.9625 -0.0127 -1.3% 0.9682
Range 0.0094 0.0125 0.0031 33.0% 0.0222
ATR 0.0090 0.0093 0.0003 3.6% 0.0000
Volume 90 545 455 505.6% 1,550
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 1.0036 0.9956 0.9694
R3 0.9911 0.9831 0.9659
R2 0.9786 0.9786 0.9648
R1 0.9706 0.9706 0.9636 0.9684
PP 0.9661 0.9661 0.9661 0.9650
S1 0.9581 0.9581 0.9614 0.9559
S2 0.9536 0.9536 0.9602
S3 0.9411 0.9456 0.9591
S4 0.9286 0.9331 0.9556
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.0371 1.0248 0.9804
R3 1.0149 1.0026 0.9743
R2 0.9927 0.9927 0.9723
R1 0.9804 0.9804 0.9702 0.9755
PP 0.9705 0.9705 0.9705 0.9680
S1 0.9582 0.9582 0.9662 0.9533
S2 0.9483 0.9483 0.9641
S3 0.9261 0.9360 0.9621
S4 0.9039 0.9138 0.9560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9800 0.9605 0.0195 2.0% 0.0094 1.0% 10% False False 304
10 0.9850 0.9605 0.0245 2.5% 0.0091 0.9% 8% False False 283
20 1.0218 0.9605 0.0613 6.4% 0.0083 0.9% 3% False False 189
40 1.0325 0.9605 0.0720 7.5% 0.0074 0.8% 3% False False 127
60 1.0436 0.9605 0.0831 8.6% 0.0065 0.7% 2% False False 98
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 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0273
2.618 1.0069
1.618 0.9944
1.000 0.9867
0.618 0.9819
HIGH 0.9742
0.618 0.9694
0.500 0.9680
0.382 0.9665
LOW 0.9617
0.618 0.9540
1.000 0.9492
1.618 0.9415
2.618 0.9290
4.250 0.9086
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 0.9680 0.9709
PP 0.9661 0.9681
S1 0.9643 0.9653

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

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