CME Australian Dollar Future September 2012


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Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 1.0038 1.0112 0.0074 0.7% 0.9903
High 1.0119 1.0140 0.0021 0.2% 1.0007
Low 1.0023 1.0050 0.0027 0.3% 0.9766
Close 1.0111 1.0096 -0.0015 -0.1% 1.0003
Range 0.0096 0.0090 -0.0006 -6.3% 0.0241
ATR 0.0106 0.0105 -0.0001 -1.1% 0.0000
Volume 139,862 168,550 28,688 20.5% 268,671
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0365 1.0321 1.0146
R3 1.0275 1.0231 1.0121
R2 1.0185 1.0185 1.0113
R1 1.0141 1.0141 1.0104 1.0118
PP 1.0095 1.0095 1.0095 1.0084
S1 1.0051 1.0051 1.0088 1.0028
S2 1.0005 1.0005 1.0080
S3 0.9915 0.9961 1.0071
S4 0.9825 0.9871 1.0047
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0648 1.0567 1.0136
R3 1.0407 1.0326 1.0069
R2 1.0166 1.0166 1.0047
R1 1.0085 1.0085 1.0025 1.0126
PP 0.9925 0.9925 0.9925 0.9946
S1 0.9844 0.9844 0.9981 0.9885
S2 0.9684 0.9684 0.9959
S3 0.9443 0.9603 0.9937
S4 0.9202 0.9362 0.9870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0140 0.9840 0.0300 3.0% 0.0100 1.0% 85% True False 125,674
10 1.0140 0.9739 0.0401 4.0% 0.0107 1.1% 89% True False 73,831
20 1.0140 0.9499 0.0641 6.3% 0.0108 1.1% 93% True False 37,832
40 1.0325 0.9499 0.0826 8.2% 0.0091 0.9% 72% False False 18,983
60 1.0325 0.9499 0.0826 8.2% 0.0084 0.8% 72% False False 12,673
80 1.0557 0.9499 0.1058 10.5% 0.0070 0.7% 56% False False 9,514
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 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0523
2.618 1.0376
1.618 1.0286
1.000 1.0230
0.618 1.0196
HIGH 1.0140
0.618 1.0106
0.500 1.0095
0.382 1.0084
LOW 1.0050
0.618 0.9994
1.000 0.9960
1.618 0.9904
2.618 0.9814
4.250 0.9668
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 1.0096 1.0083
PP 1.0095 1.0070
S1 1.0095 1.0057

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

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