CME Australian Dollar Future September 2012


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Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 0.9985 1.0007 0.0022 0.2% 1.0044
High 1.0015 1.0054 0.0039 0.4% 1.0140
Low 0.9966 0.9924 -0.0042 -0.4% 0.9931
Close 0.9998 0.9938 -0.0060 -0.6% 0.9996
Range 0.0049 0.0130 0.0081 165.3% 0.0209
ATR 0.0102 0.0104 0.0002 2.0% 0.0000
Volume 99,489 141,087 41,598 41.8% 773,963
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0362 1.0280 1.0010
R3 1.0232 1.0150 0.9974
R2 1.0102 1.0102 0.9962
R1 1.0020 1.0020 0.9950 0.9996
PP 0.9972 0.9972 0.9972 0.9960
S1 0.9890 0.9890 0.9926 0.9866
S2 0.9842 0.9842 0.9914
S3 0.9712 0.9760 0.9902
S4 0.9582 0.9630 0.9867
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0649 1.0532 1.0111
R3 1.0440 1.0323 1.0053
R2 1.0231 1.0231 1.0034
R1 1.0114 1.0114 1.0015 1.0068
PP 1.0022 1.0022 1.0022 1.0000
S1 0.9905 0.9905 0.9977 0.9859
S2 0.9813 0.9813 0.9958
S3 0.9604 0.9696 0.9939
S4 0.9395 0.9487 0.9881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0054 0.9894 0.0160 1.6% 0.0089 0.9% 28% True False 125,223
10 1.0140 0.9891 0.0249 2.5% 0.0101 1.0% 19% False False 136,779
20 1.0140 0.9499 0.0641 6.4% 0.0111 1.1% 68% False False 77,902
40 1.0185 0.9499 0.0686 6.9% 0.0098 1.0% 64% False False 39,054
60 1.0325 0.9499 0.0826 8.3% 0.0087 0.9% 53% False False 26,061
80 1.0436 0.9499 0.0937 9.4% 0.0078 0.8% 47% False False 19,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0607
2.618 1.0394
1.618 1.0264
1.000 1.0184
0.618 1.0134
HIGH 1.0054
0.618 1.0004
0.500 0.9989
0.382 0.9974
LOW 0.9924
0.618 0.9844
1.000 0.9794
1.618 0.9714
2.618 0.9584
4.250 0.9372
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 0.9989 0.9984
PP 0.9972 0.9969
S1 0.9955 0.9953

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

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