CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 1.0125 1.0046 -0.0079 -0.8% 1.0081
High 1.0125 1.0058 -0.0067 -0.7% 1.0172
Low 1.0036 1.0040 0.0004 0.0% 1.0036
Close 1.0049 1.0056 0.0007 0.1% 1.0049
Range 0.0089 0.0018 -0.0071 -79.8% 0.0136
ATR 0.0075 0.0071 -0.0004 -5.4% 0.0000
Volume 44 125 81 184.1% 350
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0105 1.0099 1.0066
R3 1.0087 1.0081 1.0061
R2 1.0069 1.0069 1.0059
R1 1.0063 1.0063 1.0058 1.0066
PP 1.0051 1.0051 1.0051 1.0053
S1 1.0045 1.0045 1.0054 1.0048
S2 1.0033 1.0033 1.0053
S3 1.0015 1.0027 1.0051
S4 0.9997 1.0009 1.0046
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0494 1.0407 1.0124
R3 1.0358 1.0271 1.0086
R2 1.0222 1.0222 1.0074
R1 1.0135 1.0135 1.0061 1.0111
PP 1.0086 1.0086 1.0086 1.0073
S1 0.9999 0.9999 1.0037 0.9975
S2 0.9950 0.9950 1.0024
S3 0.9814 0.9863 1.0012
S4 0.9678 0.9727 0.9974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0172 1.0036 0.0136 1.4% 0.0046 0.5% 15% False False 95
10 1.0172 0.9836 0.0336 3.3% 0.0050 0.5% 65% False False 109
20 1.0172 0.9740 0.0432 4.3% 0.0055 0.5% 73% False False 124
40 1.0172 0.9545 0.0627 6.2% 0.0037 0.4% 81% False False 65
60 1.0241 0.9545 0.0696 6.9% 0.0025 0.2% 73% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0135
2.618 1.0105
1.618 1.0087
1.000 1.0076
0.618 1.0069
HIGH 1.0058
0.618 1.0051
0.500 1.0049
0.382 1.0047
LOW 1.0040
0.618 1.0029
1.000 1.0022
1.618 1.0011
2.618 0.9993
4.250 0.9964
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 1.0054 1.0104
PP 1.0051 1.0088
S1 1.0049 1.0072

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

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