CME Australian Dollar Future September 2012


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Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 1.0541 1.0526 -0.0015 -0.1% 1.0538
High 1.0548 1.0540 -0.0008 -0.1% 1.0578
Low 1.0462 1.0463 0.0001 0.0% 1.0462
Close 1.0532 1.0480 -0.0052 -0.5% 1.0532
Range 0.0086 0.0077 -0.0009 -10.5% 0.0116
ATR 0.0091 0.0090 -0.0001 -1.1% 0.0000
Volume 120,388 90,438 -29,950 -24.9% 502,082
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0725 1.0680 1.0522
R3 1.0648 1.0603 1.0501
R2 1.0571 1.0571 1.0494
R1 1.0526 1.0526 1.0487 1.0510
PP 1.0494 1.0494 1.0494 1.0487
S1 1.0449 1.0449 1.0473 1.0433
S2 1.0417 1.0417 1.0466
S3 1.0340 1.0372 1.0459
S4 1.0263 1.0295 1.0438
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0872 1.0818 1.0596
R3 1.0756 1.0702 1.0564
R2 1.0640 1.0640 1.0553
R1 1.0586 1.0586 1.0543 1.0555
PP 1.0524 1.0524 1.0524 1.0509
S1 1.0470 1.0470 1.0521 1.0439
S2 1.0408 1.0408 1.0511
S3 1.0292 1.0354 1.0500
S4 1.0176 1.0238 1.0468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0578 1.0462 0.0116 1.1% 0.0066 0.6% 16% False False 101,251
10 1.0578 1.0396 0.0182 1.7% 0.0080 0.8% 46% False False 121,149
20 1.0578 1.0125 0.0453 4.3% 0.0090 0.9% 78% False False 131,771
40 1.0578 0.9894 0.0684 6.5% 0.0096 0.9% 86% False False 128,472
60 1.0578 0.9499 0.1079 10.3% 0.0100 1.0% 91% False False 90,685
80 1.0578 0.9499 0.1079 10.3% 0.0093 0.9% 91% False False 68,035
100 1.0578 0.9499 0.1079 10.3% 0.0088 0.8% 91% False False 54,439
120 1.0578 0.9499 0.1079 10.3% 0.0077 0.7% 91% False False 45,371
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0867
2.618 1.0742
1.618 1.0665
1.000 1.0617
0.618 1.0588
HIGH 1.0540
0.618 1.0511
0.500 1.0502
0.382 1.0492
LOW 1.0463
0.618 1.0415
1.000 1.0386
1.618 1.0338
2.618 1.0261
4.250 1.0136
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 1.0502 1.0520
PP 1.0494 1.0507
S1 1.0487 1.0493

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

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