CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 1.0183 1.0281 0.0098 1.0% 1.0176
High 1.0280 1.0361 0.0081 0.8% 1.0361
Low 1.0183 1.0279 0.0096 0.9% 1.0095
Close 1.0270 1.0344 0.0074 0.7% 1.0344
Range 0.0097 0.0082 -0.0015 -15.5% 0.0266
ATR 0.0078 0.0078 0.0001 1.2% 0.0000
Volume 94 36 -58 -61.7% 438
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0574 1.0541 1.0389
R3 1.0492 1.0459 1.0367
R2 1.0410 1.0410 1.0359
R1 1.0377 1.0377 1.0352 1.0394
PP 1.0328 1.0328 1.0328 1.0336
S1 1.0295 1.0295 1.0336 1.0312
S2 1.0246 1.0246 1.0329
S3 1.0164 1.0213 1.0321
S4 1.0082 1.0131 1.0299
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.1065 1.0970 1.0490
R3 1.0799 1.0704 1.0417
R2 1.0533 1.0533 1.0393
R1 1.0438 1.0438 1.0368 1.0486
PP 1.0267 1.0267 1.0267 1.0290
S1 1.0172 1.0172 1.0320 1.0220
S2 1.0001 1.0001 1.0295
S3 0.9735 0.9906 1.0271
S4 0.9469 0.9640 1.0198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0361 1.0095 0.0266 2.6% 0.0083 0.8% 94% True False 87
10 1.0361 1.0086 0.0275 2.7% 0.0071 0.7% 94% True False 67
20 1.0361 0.9941 0.0420 4.1% 0.0066 0.6% 96% True False 61
40 1.0361 0.9545 0.0816 7.9% 0.0057 0.6% 98% True False 81
60 1.0361 0.9545 0.0816 7.9% 0.0040 0.4% 98% True False 56
80 1.0361 0.9545 0.0816 7.9% 0.0030 0.3% 98% True False 43
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0710
2.618 1.0576
1.618 1.0494
1.000 1.0443
0.618 1.0412
HIGH 1.0361
0.618 1.0330
0.500 1.0320
0.382 1.0310
LOW 1.0279
0.618 1.0228
1.000 1.0197
1.618 1.0146
2.618 1.0064
4.250 0.9931
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 1.0336 1.0305
PP 1.0328 1.0267
S1 1.0320 1.0228

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

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