CME Australian Dollar Future December 2012

Trading Metrics calculated at close of trading on 02-Apr-2012

Day Change Summary
	Previous	Current
	30-Mar-2012	02-Apr-2012	Change	Change %	Previous Week
Open	1.0083	1.0165	0.0082	0.8%	1.0231
High	1.0083	1.0165	0.0082	0.8%	1.0231
Low	1.0083	1.0165	0.0082	0.8%	1.0083
Close	1.0083	1.0165	0.0082	0.8%	1.0083
Range
ATR
Volume	5	5	0	0.0%	16

Daily Pivots for day following 02-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0165	1.0165	1.0165
R3	1.0165	1.0165	1.0165
R2	1.0165	1.0165	1.0165
R1	1.0165	1.0165	1.0165	1.0165
PP	1.0165	1.0165	1.0165	1.0165
S1	1.0165	1.0165	1.0165	1.0165
S2	1.0165	1.0165	1.0165
S3	1.0165	1.0165	1.0165
S4	1.0165	1.0165	1.0165

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0576	1.0478	1.0164
R3	1.0428	1.0330	1.0124
R2	1.0280	1.0280	1.0110
R1	1.0182	1.0182	1.0097	1.0157
PP	1.0132	1.0132	1.0132	1.0120
S1	1.0034	1.0034	1.0069	1.0009
S2	0.9984	0.9984	1.0056
S3	0.9836	0.9886	1.0042
S4	0.9688	0.9738	1.0002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0190	1.0083	0.0107	1.1%	0.0001	0.0%	77%	False	False	3
10	1.0231	1.0082	0.0149	1.5%	0.0004	0.0%	56%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.0165
2.618	1.0165
1.618	1.0165
1.000	1.0165
0.618	1.0165
HIGH	1.0165
0.618	1.0165
0.500	1.0165
0.382	1.0165
LOW	1.0165
0.618	1.0165
1.000	1.0165
1.618	1.0165
2.618	1.0165
4.250	1.0165

Fisher Pivots for day following 02-Apr-2012
Pivot	1 day	3 day
R1	1.0165	1.0151
PP	1.0165	1.0138
S1	1.0165	1.0124

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols