CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 0.9966 1.0030 0.0064 0.6% 0.9811
High 1.0054 1.0067 0.0013 0.1% 0.9942
Low 0.9966 0.9983 0.0017 0.2% 0.9740
Close 1.0039 1.0023 -0.0016 -0.2% 0.9942
Range 0.0088 0.0084 -0.0004 -4.5% 0.0202
ATR 0.0065 0.0066 0.0001 2.1% 0.0000
Volume 7 19 12 171.4% 39
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0276 1.0234 1.0069
R3 1.0192 1.0150 1.0046
R2 1.0108 1.0108 1.0038
R1 1.0066 1.0066 1.0031 1.0045
PP 1.0024 1.0024 1.0024 1.0014
S1 0.9982 0.9982 1.0015 0.9961
S2 0.9940 0.9940 1.0008
S3 0.9856 0.9898 1.0000
S4 0.9772 0.9814 0.9977
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0481 1.0413 1.0053
R3 1.0279 1.0211 0.9998
R2 1.0077 1.0077 0.9979
R1 1.0009 1.0009 0.9961 1.0043
PP 0.9875 0.9875 0.9875 0.9892
S1 0.9807 0.9807 0.9923 0.9841
S2 0.9673 0.9673 0.9905
S3 0.9471 0.9605 0.9886
S4 0.9269 0.9403 0.9831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0067 0.9827 0.0240 2.4% 0.0066 0.7% 82% True False 6
10 1.0067 0.9709 0.0358 3.6% 0.0052 0.5% 88% True False 9
20 1.0067 0.9545 0.0522 5.2% 0.0036 0.4% 92% True False 5
40 1.0241 0.9545 0.0696 6.9% 0.0020 0.2% 69% False False 5
60 1.0241 0.9545 0.0696 6.9% 0.0013 0.1% 69% 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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0424
2.618 1.0287
1.618 1.0203
1.000 1.0151
0.618 1.0119
HIGH 1.0067
0.618 1.0035
0.500 1.0025
0.382 1.0015
LOW 0.9983
0.618 0.9931
1.000 0.9899
1.618 0.9847
2.618 0.9763
4.250 0.9626
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 1.0025 1.0015
PP 1.0024 1.0006
S1 1.0024 0.9998

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

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