CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 0.9716 0.9719 0.0003 0.0% 0.9783
High 0.9716 0.9719 0.0003 0.0% 0.9784
Low 0.9716 0.9680 -0.0036 -0.4% 0.9653
Close 0.9716 0.9680 -0.0036 -0.4% 0.9653
Range 0.0000 0.0039 0.0039 0.0131
ATR 0.0051 0.0050 -0.0001 -1.7% 0.0000
Volume 1 1 0 0.0% 62
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 0.9810 0.9784 0.9701
R3 0.9771 0.9745 0.9691
R2 0.9732 0.9732 0.9687
R1 0.9706 0.9706 0.9684 0.9700
PP 0.9693 0.9693 0.9693 0.9690
S1 0.9667 0.9667 0.9676 0.9661
S2 0.9654 0.9654 0.9673
S3 0.9615 0.9628 0.9669
S4 0.9576 0.9589 0.9659
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.0090 1.0002 0.9725
R3 0.9959 0.9871 0.9689
R2 0.9828 0.9828 0.9677
R1 0.9740 0.9740 0.9665 0.9719
PP 0.9697 0.9697 0.9697 0.9686
S1 0.9609 0.9609 0.9641 0.9588
S2 0.9566 0.9566 0.9629
S3 0.9435 0.9478 0.9617
S4 0.9304 0.9347 0.9581
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9754 0.9653 0.0101 1.0% 0.0011 0.1% 27% False False 1
10 0.9903 0.9653 0.0250 2.6% 0.0007 0.1% 11% False False 7
20 1.0241 0.9653 0.0588 6.1% 0.0004 0.0% 5% False False 6
40 1.0241 0.9653 0.0588 6.1% 0.0002 0.0% 5% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 0.9885
2.618 0.9821
1.618 0.9782
1.000 0.9758
0.618 0.9743
HIGH 0.9719
0.618 0.9704
0.500 0.9700
0.382 0.9695
LOW 0.9680
0.618 0.9656
1.000 0.9641
1.618 0.9617
2.618 0.9578
4.250 0.9514
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 0.9700 0.9686
PP 0.9693 0.9684
S1 0.9687 0.9682

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

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