CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 0.9615 0.9636 0.0021 0.2% 0.9709
High 0.9683 0.9638 -0.0045 -0.5% 0.9800
Low 0.9592 0.9499 -0.0093 -1.0% 0.9499
Close 0.9656 0.9602 -0.0054 -0.6% 0.9602
Range 0.0091 0.0139 0.0048 52.7% 0.0301
ATR 0.0093 0.0098 0.0005 4.9% 0.0000
Volume 580 1,212 632 109.0% 2,427
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9997 0.9938 0.9678
R3 0.9858 0.9799 0.9640
R2 0.9719 0.9719 0.9627
R1 0.9660 0.9660 0.9615 0.9620
PP 0.9580 0.9580 0.9580 0.9560
S1 0.9521 0.9521 0.9589 0.9481
S2 0.9441 0.9441 0.9577
S3 0.9302 0.9382 0.9564
S4 0.9163 0.9243 0.9526
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0537 1.0370 0.9768
R3 1.0236 1.0069 0.9685
R2 0.9935 0.9935 0.9657
R1 0.9768 0.9768 0.9630 0.9701
PP 0.9634 0.9634 0.9634 0.9600
S1 0.9467 0.9467 0.9574 0.9400
S2 0.9333 0.9333 0.9547
S3 0.9032 0.9166 0.9519
S4 0.8731 0.8865 0.9436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9800 0.9499 0.0301 3.1% 0.0102 1.1% 34% False True 566
10 0.9827 0.9499 0.0328 3.4% 0.0100 1.0% 31% False True 440
20 1.0137 0.9499 0.0638 6.6% 0.0089 0.9% 16% False True 266
40 1.0325 0.9499 0.0826 8.6% 0.0076 0.8% 12% False True 169
60 1.0410 0.9499 0.0911 9.5% 0.0069 0.7% 11% False True 125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1.0229
2.618 1.0002
1.618 0.9863
1.000 0.9777
0.618 0.9724
HIGH 0.9638
0.618 0.9585
0.500 0.9569
0.382 0.9552
LOW 0.9499
0.618 0.9413
1.000 0.9360
1.618 0.9274
2.618 0.9135
4.250 0.8908
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 0.9591 0.9621
PP 0.9580 0.9614
S1 0.9569 0.9608

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

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