CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 0.9892 0.9950 0.0058 0.6% 0.9896
High 0.9892 1.0100 0.0208 2.1% 1.0100
Low 0.9867 0.9941 0.0074 0.7% 0.9836
Close 0.9867 1.0092 0.0225 2.3% 1.0092
Range 0.0025 0.0159 0.0134 536.0% 0.0264
ATR 0.0068 0.0080 0.0012 17.4% 0.0000
Volume 30 4 -26 -86.7% 617
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0521 1.0466 1.0179
R3 1.0362 1.0307 1.0136
R2 1.0203 1.0203 1.0121
R1 1.0148 1.0148 1.0107 1.0176
PP 1.0044 1.0044 1.0044 1.0058
S1 0.9989 0.9989 1.0077 1.0017
S2 0.9885 0.9885 1.0063
S3 0.9726 0.9830 1.0048
S4 0.9567 0.9671 1.0005
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0801 1.0711 1.0237
R3 1.0537 1.0447 1.0165
R2 1.0273 1.0273 1.0140
R1 1.0183 1.0183 1.0116 1.0228
PP 1.0009 1.0009 1.0009 1.0032
S1 0.9919 0.9919 1.0068 0.9964
S2 0.9745 0.9745 1.0044
S3 0.9481 0.9655 1.0019
S4 0.9217 0.9391 0.9947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0100 0.9836 0.0264 2.6% 0.0054 0.5% 97% True False 123
10 1.0100 0.9836 0.0264 2.6% 0.0070 0.7% 97% True False 198
20 1.0100 0.9588 0.0512 5.1% 0.0053 0.5% 98% True False 102
40 1.0100 0.9545 0.0555 5.5% 0.0031 0.3% 99% True False 53
60 1.0241 0.9545 0.0696 6.9% 0.0021 0.2% 79% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 1.0776
2.618 1.0516
1.618 1.0357
1.000 1.0259
0.618 1.0198
HIGH 1.0100
0.618 1.0039
0.500 1.0021
0.382 1.0002
LOW 0.9941
0.618 0.9843
1.000 0.9782
1.618 0.9684
2.618 0.9525
4.250 0.9265
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 1.0068 1.0056
PP 1.0044 1.0020
S1 1.0021 0.9984

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

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