CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 1.0284 1.0176 -0.0108 -1.1% 1.0108
High 1.0286 1.0176 -0.0110 -1.1% 1.0298
Low 1.0233 1.0127 -0.0106 -1.0% 1.0086
Close 1.0241 1.0138 -0.0103 -1.0% 1.0241
Range 0.0053 0.0049 -0.0004 -7.5% 0.0212
ATR 0.0070 0.0073 0.0003 4.5% 0.0000
Volume 37 135 98 264.9% 240
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0294 1.0265 1.0165
R3 1.0245 1.0216 1.0151
R2 1.0196 1.0196 1.0147
R1 1.0167 1.0167 1.0142 1.0157
PP 1.0147 1.0147 1.0147 1.0142
S1 1.0118 1.0118 1.0134 1.0108
S2 1.0098 1.0098 1.0129
S3 1.0049 1.0069 1.0125
S4 1.0000 1.0020 1.0111
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0844 1.0755 1.0358
R3 1.0632 1.0543 1.0299
R2 1.0420 1.0420 1.0280
R1 1.0331 1.0331 1.0260 1.0376
PP 1.0208 1.0208 1.0208 1.0231
S1 1.0119 1.0119 1.0222 1.0164
S2 0.9996 0.9996 1.0202
S3 0.9784 0.9907 1.0183
S4 0.9572 0.9695 1.0124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0298 1.0109 0.0189 1.9% 0.0060 0.6% 15% False False 63
10 1.0298 0.9980 0.0318 3.1% 0.0057 0.6% 50% False False 44
20 1.0298 0.9836 0.0462 4.6% 0.0054 0.5% 65% False False 76
40 1.0298 0.9545 0.0753 7.4% 0.0049 0.5% 79% False False 74
60 1.0298 0.9545 0.0753 7.4% 0.0034 0.3% 79% False False 51
80 1.0298 0.9545 0.0753 7.4% 0.0026 0.3% 79% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0384
2.618 1.0304
1.618 1.0255
1.000 1.0225
0.618 1.0206
HIGH 1.0176
0.618 1.0157
0.500 1.0152
0.382 1.0146
LOW 1.0127
0.618 1.0097
1.000 1.0078
1.618 1.0048
2.618 0.9999
4.250 0.9919
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 1.0152 1.0213
PP 1.0147 1.0188
S1 1.0143 1.0163

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

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