CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 1.0000 1.0108 0.0108 1.1% 1.0046
High 1.0087 1.0126 0.0039 0.4% 1.0120
Low 0.9993 1.0086 0.0093 0.9% 0.9980
Close 1.0087 1.0118 0.0031 0.3% 1.0087
Range 0.0094 0.0040 -0.0054 -57.4% 0.0140
ATR 0.0072 0.0069 -0.0002 -3.2% 0.0000
Volume 35 58 23 65.7% 192
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0230 1.0214 1.0140
R3 1.0190 1.0174 1.0129
R2 1.0150 1.0150 1.0125
R1 1.0134 1.0134 1.0122 1.0142
PP 1.0110 1.0110 1.0110 1.0114
S1 1.0094 1.0094 1.0114 1.0102
S2 1.0070 1.0070 1.0111
S3 1.0030 1.0054 1.0107
S4 0.9990 1.0014 1.0096
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0482 1.0425 1.0164
R3 1.0342 1.0285 1.0126
R2 1.0202 1.0202 1.0113
R1 1.0145 1.0145 1.0100 1.0174
PP 1.0062 1.0062 1.0062 1.0077
S1 1.0005 1.0005 1.0074 1.0034
S2 0.9922 0.9922 1.0061
S3 0.9782 0.9865 1.0049
S4 0.9642 0.9725 1.0010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0126 0.9980 0.0146 1.4% 0.0054 0.5% 95% True False 25
10 1.0172 0.9980 0.0192 1.9% 0.0050 0.5% 72% False False 60
20 1.0172 0.9836 0.0336 3.3% 0.0060 0.6% 84% False False 129
40 1.0172 0.9545 0.0627 6.2% 0.0043 0.4% 91% False False 66
60 1.0241 0.9545 0.0696 6.9% 0.0029 0.3% 82% False False 46
80 1.0241 0.9545 0.0696 6.9% 0.0022 0.2% 82% False False 36
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0296
2.618 1.0231
1.618 1.0191
1.000 1.0166
0.618 1.0151
HIGH 1.0126
0.618 1.0111
0.500 1.0106
0.382 1.0101
LOW 1.0086
0.618 1.0061
1.000 1.0046
1.618 1.0021
2.618 0.9981
4.250 0.9916
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 1.0114 1.0096
PP 1.0110 1.0075
S1 1.0106 1.0053

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

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