CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 0.9819 0.9846 0.0027 0.3% 0.9588
High 0.9819 0.9849 0.0030 0.3% 0.9841
Low 0.9819 0.9827 0.0008 0.1% 0.9588
Close 0.9819 0.9827 0.0008 0.1% 0.9753
Range 0.0000 0.0022 0.0022 0.0253
ATR 0.0060 0.0058 -0.0002 -3.6% 0.0000
Volume 2 2 0 0.0% 34
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9900 0.9886 0.9839
R3 0.9878 0.9864 0.9833
R2 0.9856 0.9856 0.9831
R1 0.9842 0.9842 0.9829 0.9838
PP 0.9834 0.9834 0.9834 0.9833
S1 0.9820 0.9820 0.9825 0.9816
S2 0.9812 0.9812 0.9823
S3 0.9790 0.9798 0.9821
S4 0.9768 0.9776 0.9815
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 0.9849 0.9709 0.0140 1.4% 0.0027 0.3% 84% True False 8
10 0.9849 0.9545 0.0304 3.1% 0.0035 0.4% 93% True False 7
20 0.9849 0.9545 0.0304 3.1% 0.0023 0.2% 93% True False 4
40 1.0241 0.9545 0.0696 7.1% 0.0012 0.1% 41% False False 5
60 1.0241 0.9545 0.0696 7.1% 0.0009 0.1% 41% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9943
2.618 0.9907
1.618 0.9885
1.000 0.9871
0.618 0.9863
HIGH 0.9849
0.618 0.9841
0.500 0.9838
0.382 0.9835
LOW 0.9827
0.618 0.9813
1.000 0.9805
1.618 0.9791
2.618 0.9769
4.250 0.9734
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 0.9838 0.9824
PP 0.9834 0.9821
S1 0.9831 0.9819

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

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