CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 1.0398 1.0330 -0.0068 -0.7% 1.0176
High 1.0405 1.0450 0.0045 0.4% 1.0361
Low 1.0336 1.0324 -0.0012 -0.1% 1.0095
Close 1.0340 1.0328 -0.0012 -0.1% 1.0344
Range 0.0069 0.0126 0.0057 82.6% 0.0266
ATR 0.0074 0.0078 0.0004 5.0% 0.0000
Volume 36 16 -20 -55.6% 438
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0745 1.0663 1.0397
R3 1.0619 1.0537 1.0363
R2 1.0493 1.0493 1.0351
R1 1.0411 1.0411 1.0340 1.0389
PP 1.0367 1.0367 1.0367 1.0357
S1 1.0285 1.0285 1.0316 1.0263
S2 1.0241 1.0241 1.0305
S3 1.0115 1.0159 1.0293
S4 0.9989 1.0033 1.0259
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 1.0450 1.0279 0.0171 1.7% 0.0075 0.7% 29% True False 38
10 1.0450 1.0095 0.0355 3.4% 0.0076 0.7% 66% True False 63
20 1.0450 0.9980 0.0470 4.6% 0.0067 0.6% 74% True False 53
40 1.0450 0.9709 0.0741 7.2% 0.0061 0.6% 84% True False 85
60 1.0450 0.9545 0.0905 8.8% 0.0045 0.4% 87% True False 58
80 1.0450 0.9545 0.0905 8.8% 0.0034 0.3% 87% True False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.0986
2.618 1.0780
1.618 1.0654
1.000 1.0576
0.618 1.0528
HIGH 1.0450
0.618 1.0402
0.500 1.0387
0.382 1.0372
LOW 1.0324
0.618 1.0246
1.000 1.0198
1.618 1.0120
2.618 0.9994
4.250 0.9789
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 1.0387 1.0387
PP 1.0367 1.0367
S1 1.0348 1.0348

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

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