CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 1.0046 1.0061 0.0015 0.1% 1.0081
High 1.0058 1.0061 0.0003 0.0% 1.0172
Low 1.0040 1.0045 0.0005 0.0% 1.0036
Close 1.0056 1.0045 -0.0011 -0.1% 1.0049
Range 0.0018 0.0016 -0.0002 -11.1% 0.0136
ATR 0.0071 0.0067 -0.0004 -5.5% 0.0000
Volume 125 23 -102 -81.6% 350
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0098 1.0088 1.0054
R3 1.0082 1.0072 1.0049
R2 1.0066 1.0066 1.0048
R1 1.0056 1.0056 1.0046 1.0053
PP 1.0050 1.0050 1.0050 1.0049
S1 1.0040 1.0040 1.0044 1.0037
S2 1.0034 1.0034 1.0042
S3 1.0018 1.0024 1.0041
S4 1.0002 1.0008 1.0036
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% 0.0043 0.4% 7% False False 56
10 1.0172 0.9867 0.0305 3.0% 0.0046 0.5% 58% False False 108
20 1.0172 0.9788 0.0384 3.8% 0.0052 0.5% 67% False False 124
40 1.0172 0.9545 0.0627 6.2% 0.0038 0.4% 80% False False 65
60 1.0241 0.9545 0.0696 6.9% 0.0025 0.2% 72% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0004
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0129
2.618 1.0103
1.618 1.0087
1.000 1.0077
0.618 1.0071
HIGH 1.0061
0.618 1.0055
0.500 1.0053
0.382 1.0051
LOW 1.0045
0.618 1.0035
1.000 1.0029
1.618 1.0019
2.618 1.0003
4.250 0.9977
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 1.0053 1.0081
PP 1.0050 1.0069
S1 1.0048 1.0057

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

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