CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 1.0161 1.0110 -0.0051 -0.5% 1.0068
High 1.0161 1.0110 -0.0051 -0.5% 1.0181
Low 1.0161 1.0110 -0.0051 -0.5% 1.0001
Close 1.0161 1.0110 -0.0051 -0.5% 1.0130
Range
ATR 0.0056 0.0055 0.0000 -0.6% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0110 1.0110 1.0110
R3 1.0110 1.0110 1.0110
R2 1.0110 1.0110 1.0110
R1 1.0110 1.0110 1.0110 1.0110
PP 1.0110 1.0110 1.0110 1.0110
S1 1.0110 1.0110 1.0110 1.0110
S2 1.0110 1.0110 1.0110
S3 1.0110 1.0110 1.0110
S4 1.0110 1.0110 1.0110
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0644 1.0567 1.0229
R3 1.0464 1.0387 1.0180
R2 1.0284 1.0284 1.0163
R1 1.0207 1.0207 1.0147 1.0246
PP 1.0104 1.0104 1.0104 1.0123
S1 1.0027 1.0027 1.0114 1.0066
S2 0.9924 0.9924 1.0097
S3 0.9744 0.9847 1.0081
S4 0.9564 0.9667 1.0031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0181 1.0109 0.0072 0.7% 0.0000 0.0% 1% False False 5
10 1.0181 1.0001 0.0180 1.8% 0.0000 0.0% 61% False False 5
20 1.0231 0.9997 0.0234 2.3% 0.0001 0.0% 48% False False 4
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 1.0110
2.618 1.0110
1.618 1.0110
1.000 1.0110
0.618 1.0110
HIGH 1.0110
0.618 1.0110
0.500 1.0110
0.382 1.0110
LOW 1.0110
0.618 1.0110
1.000 1.0110
1.618 1.0110
2.618 1.0110
4.250 1.0110
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 1.0110 1.0135
PP 1.0110 1.0127
S1 1.0110 1.0118

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

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