CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 0.9766 0.9709 -0.0057 -0.6% 0.9588
High 0.9841 0.9753 -0.0088 -0.9% 0.9841
Low 0.9766 0.9709 -0.0057 -0.6% 0.9588
Close 0.9791 0.9753 -0.0038 -0.4% 0.9753
Range 0.0075 0.0044 -0.0031 -41.3% 0.0253
ATR 0.0061 0.0063 0.0001 2.4% 0.0000
Volume 27 4 -23 -85.2% 34
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9870 0.9856 0.9777
R3 0.9826 0.9812 0.9765
R2 0.9782 0.9782 0.9761
R1 0.9768 0.9768 0.9757 0.9775
PP 0.9738 0.9738 0.9738 0.9742
S1 0.9724 0.9724 0.9749 0.9731
S2 0.9694 0.9694 0.9745
S3 0.9650 0.9680 0.9741
S4 0.9606 0.9636 0.9729
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0486 1.0373 0.9892
R3 1.0233 1.0120 0.9823
R2 0.9980 0.9980 0.9799
R1 0.9867 0.9867 0.9776 0.9924
PP 0.9727 0.9727 0.9727 0.9756
S1 0.9614 0.9614 0.9730 0.9671
S2 0.9474 0.9474 0.9707
S3 0.9221 0.9361 0.9683
S4 0.8968 0.9108 0.9614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9841 0.9588 0.0253 2.6% 0.0040 0.4% 65% False False 6
10 0.9841 0.9545 0.0296 3.0% 0.0030 0.3% 70% False False 3
20 0.9841 0.9545 0.0296 3.0% 0.0020 0.2% 70% False False 5
40 1.0241 0.9545 0.0696 7.1% 0.0010 0.1% 30% False False 5
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9940
2.618 0.9868
1.618 0.9824
1.000 0.9797
0.618 0.9780
HIGH 0.9753
0.618 0.9736
0.500 0.9731
0.382 0.9726
LOW 0.9709
0.618 0.9682
1.000 0.9665
1.618 0.9638
2.618 0.9594
4.250 0.9522
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 0.9746 0.9761
PP 0.9738 0.9758
S1 0.9731 0.9756

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

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