CME Australian Dollar Future September 2012


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Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 1.0518 1.0535 0.0017 0.2% 1.0433
High 1.0544 1.0578 0.0034 0.3% 1.0541
Low 1.0492 1.0518 0.0026 0.2% 1.0396
Close 1.0527 1.0542 0.0015 0.1% 1.0515
Range 0.0052 0.0060 0.0008 15.4% 0.0145
ATR 0.0094 0.0091 -0.0002 -2.6% 0.0000
Volume 102,399 106,502 4,103 4.0% 721,909
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0726 1.0694 1.0575
R3 1.0666 1.0634 1.0559
R2 1.0606 1.0606 1.0553
R1 1.0574 1.0574 1.0548 1.0590
PP 1.0546 1.0546 1.0546 1.0554
S1 1.0514 1.0514 1.0537 1.0530
S2 1.0486 1.0486 1.0531
S3 1.0426 1.0454 1.0526
S4 1.0366 1.0394 1.0509
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0919 1.0862 1.0595
R3 1.0774 1.0717 1.0555
R2 1.0629 1.0629 1.0542
R1 1.0572 1.0572 1.0528 1.0601
PP 1.0484 1.0484 1.0484 1.0498
S1 1.0427 1.0427 1.0502 1.0456
S2 1.0339 1.0339 1.0488
S3 1.0194 1.0282 1.0475
S4 1.0049 1.0137 1.0435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0578 1.0406 0.0172 1.6% 0.0070 0.7% 79% True False 105,482
10 1.0578 1.0336 0.0242 2.3% 0.0080 0.8% 85% True False 125,386
20 1.0578 1.0063 0.0515 4.9% 0.0090 0.9% 93% True False 132,612
40 1.0578 0.9840 0.0738 7.0% 0.0097 0.9% 95% True False 127,523
60 1.0578 0.9499 0.1079 10.2% 0.0100 0.9% 97% True False 87,175
80 1.0578 0.9499 0.1079 10.2% 0.0092 0.9% 97% True False 65,401
100 1.0578 0.9499 0.1079 10.2% 0.0088 0.8% 97% True False 52,333
120 1.0578 0.9499 0.1079 10.2% 0.0075 0.7% 97% True False 43,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0833
2.618 1.0735
1.618 1.0675
1.000 1.0638
0.618 1.0615
HIGH 1.0578
0.618 1.0555
0.500 1.0548
0.382 1.0541
LOW 1.0518
0.618 1.0481
1.000 1.0458
1.618 1.0421
2.618 1.0361
4.250 1.0263
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 1.0548 1.0540
PP 1.0546 1.0537
S1 1.0544 1.0535

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

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