CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 1.0084 1.0126 0.0042 0.4% 1.0109
High 1.0084 1.0126 0.0042 0.4% 1.0161
Low 1.0084 1.0126 0.0042 0.4% 1.0084
Close 1.0084 1.0126 0.0042 0.4% 1.0126
Range
ATR 0.0053 0.0053 -0.0001 -1.5% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0126 1.0126 1.0126
R3 1.0126 1.0126 1.0126
R2 1.0126 1.0126 1.0126
R1 1.0126 1.0126 1.0126 1.0126
PP 1.0126 1.0126 1.0126 1.0126
S1 1.0126 1.0126 1.0126 1.0126
S2 1.0126 1.0126 1.0126
S3 1.0126 1.0126 1.0126
S4 1.0126 1.0126 1.0126
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0355 1.0317 1.0168
R3 1.0278 1.0240 1.0147
R2 1.0201 1.0201 1.0140
R1 1.0163 1.0163 1.0133 1.0182
PP 1.0124 1.0124 1.0124 1.0133
S1 1.0086 1.0086 1.0119 1.0105
S2 1.0047 1.0047 1.0112
S3 0.9970 1.0009 1.0105
S4 0.9893 0.9932 1.0084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0161 1.0084 0.0077 0.8% 0.0000 0.0% 55% False False 5
10 1.0181 1.0001 0.0180 1.8% 0.0000 0.0% 69% False False 5
20 1.0231 0.9997 0.0234 2.3% 0.0000 0.0% 55% 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 1.0126
2.618 1.0126
1.618 1.0126
1.000 1.0126
0.618 1.0126
HIGH 1.0126
0.618 1.0126
0.500 1.0126
0.382 1.0126
LOW 1.0126
0.618 1.0126
1.000 1.0126
1.618 1.0126
2.618 1.0126
4.250 1.0126
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 1.0126 1.0119
PP 1.0126 1.0112
S1 1.0126 1.0105

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

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