CME Australian Dollar Future September 2012


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Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 1.0118 1.0142 0.0024 0.2% 1.0188
High 1.0147 1.0181 0.0034 0.3% 1.0261
Low 1.0089 1.0095 0.0006 0.1% 1.0112
Close 1.0132 1.0122 -0.0010 -0.1% 1.0124
Range 0.0058 0.0086 0.0028 48.3% 0.0149
ATR 0.0103 0.0102 -0.0001 -1.2% 0.0000
Volume 98,071 117,501 19,430 19.8% 315,007
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0391 1.0342 1.0169
R3 1.0305 1.0256 1.0146
R2 1.0219 1.0219 1.0138
R1 1.0170 1.0170 1.0130 1.0152
PP 1.0133 1.0133 1.0133 1.0123
S1 1.0084 1.0084 1.0114 1.0066
S2 1.0047 1.0047 1.0106
S3 0.9961 0.9998 1.0098
S4 0.9875 0.9912 1.0075
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0613 1.0517 1.0206
R3 1.0464 1.0368 1.0165
R2 1.0315 1.0315 1.0151
R1 1.0219 1.0219 1.0138 1.0193
PP 1.0166 1.0166 1.0166 1.0152
S1 1.0070 1.0070 1.0110 1.0044
S2 1.0017 1.0017 1.0097
S3 0.9868 0.9921 1.0083
S4 0.9719 0.9772 1.0042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0261 1.0089 0.0172 1.7% 0.0082 0.8% 19% False False 83,963
10 1.0261 0.9914 0.0347 3.4% 0.0099 1.0% 60% False False 108,796
20 1.0261 0.9766 0.0495 4.9% 0.0101 1.0% 72% False False 111,384
40 1.0261 0.9499 0.0762 7.5% 0.0102 1.0% 82% False False 57,093
60 1.0325 0.9499 0.0826 8.2% 0.0090 0.9% 75% False False 38,088
80 1.0410 0.9499 0.0911 9.0% 0.0085 0.8% 68% False False 28,580
100 1.0557 0.9499 0.1058 10.5% 0.0070 0.7% 59% False False 22,868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0547
2.618 1.0406
1.618 1.0320
1.000 1.0267
0.618 1.0234
HIGH 1.0181
0.618 1.0148
0.500 1.0138
0.382 1.0128
LOW 1.0095
0.618 1.0042
1.000 1.0009
1.618 0.9956
2.618 0.9870
4.250 0.9730
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 1.0138 1.0157
PP 1.0133 1.0145
S1 1.0127 1.0134

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

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