CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 1.0114 1.0047 -0.0067 -0.7% 1.0068
High 1.0114 1.0047 -0.0067 -0.7% 1.0241
Low 1.0114 1.0047 -0.0067 -0.7% 1.0055
Close 1.0114 1.0047 -0.0067 -0.7% 1.0241
Range
ATR 0.0050 0.0051 0.0001 2.4% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 1.0047 1.0047 1.0047
R3 1.0047 1.0047 1.0047
R2 1.0047 1.0047 1.0047
R1 1.0047 1.0047 1.0047 1.0047
PP 1.0047 1.0047 1.0047 1.0047
S1 1.0047 1.0047 1.0047 1.0047
S2 1.0047 1.0047 1.0047
S3 1.0047 1.0047 1.0047
S4 1.0047 1.0047 1.0047
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0737 1.0675 1.0343
R3 1.0551 1.0489 1.0292
R2 1.0365 1.0365 1.0275
R1 1.0303 1.0303 1.0258 1.0334
PP 1.0179 1.0179 1.0179 1.0195
S1 1.0117 1.0117 1.0224 1.0148
S2 0.9993 0.9993 1.0207
S3 0.9807 0.9931 1.0190
S4 0.9621 0.9745 1.0139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0241 1.0047 0.0194 1.9% 0.0000 0.0% 0% False True 5
10 1.0241 1.0047 0.0194 1.9% 0.0000 0.0% 0% False True 5
20 1.0241 1.0001 0.0240 2.4% 0.0000 0.0% 19% False False 5
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 1.0047
2.618 1.0047
1.618 1.0047
1.000 1.0047
0.618 1.0047
HIGH 1.0047
0.618 1.0047
0.500 1.0047
0.382 1.0047
LOW 1.0047
0.618 1.0047
1.000 1.0047
1.618 1.0047
2.618 1.0047
4.250 1.0047
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 1.0047 1.0084
PP 1.0047 1.0072
S1 1.0047 1.0059

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

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