CME Australian Dollar Future September 2012


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Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 1.0112 1.0105 -0.0007 -0.1% 0.9903
High 1.0140 1.0125 -0.0015 -0.1% 1.0007
Low 1.0050 0.9949 -0.0101 -1.0% 0.9766
Close 1.0096 0.9967 -0.0129 -1.3% 1.0003
Range 0.0090 0.0176 0.0086 95.6% 0.0241
ATR 0.0105 0.0110 0.0005 4.9% 0.0000
Volume 168,550 177,384 8,834 5.2% 268,671
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0542 1.0430 1.0064
R3 1.0366 1.0254 1.0015
R2 1.0190 1.0190 0.9999
R1 1.0078 1.0078 0.9983 1.0046
PP 1.0014 1.0014 1.0014 0.9998
S1 0.9902 0.9902 0.9951 0.9870
S2 0.9838 0.9838 0.9935
S3 0.9662 0.9726 0.9919
S4 0.9486 0.9550 0.9870
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 0.9891 0.0249 2.5% 0.0113 1.1% 31% False False 148,335
10 1.0140 0.9739 0.0401 4.0% 0.0113 1.1% 57% False False 90,855
20 1.0140 0.9499 0.0641 6.4% 0.0112 1.1% 73% False False 46,693
40 1.0325 0.9499 0.0826 8.3% 0.0095 1.0% 57% False False 23,416
60 1.0325 0.9499 0.0826 8.3% 0.0086 0.9% 57% False False 15,629
80 1.0557 0.9499 0.1058 10.6% 0.0073 0.7% 44% False False 11,731
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 0.0025
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0873
2.618 1.0586
1.618 1.0410
1.000 1.0301
0.618 1.0234
HIGH 1.0125
0.618 1.0058
0.500 1.0037
0.382 1.0016
LOW 0.9949
0.618 0.9840
1.000 0.9773
1.618 0.9664
2.618 0.9488
4.250 0.9201
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 1.0037 1.0045
PP 1.0014 1.0019
S1 0.9990 0.9993

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

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