CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 1.0398 1.0336 -0.0062 -0.6% 1.0436
High 1.0398 1.0353 -0.0045 -0.4% 1.0442
Low 1.0297 1.0327 0.0030 0.3% 1.0297
Close 1.0309 1.0340 0.0031 0.3% 1.0309
Range 0.0101 0.0026 -0.0075 -74.3% 0.0145
ATR 0.0069 0.0068 -0.0002 -2.6% 0.0000
Volume 329 146 -183 -55.6% 582
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0418 1.0405 1.0354
R3 1.0392 1.0379 1.0347
R2 1.0366 1.0366 1.0345
R1 1.0353 1.0353 1.0342 1.0360
PP 1.0340 1.0340 1.0340 1.0343
S1 1.0327 1.0327 1.0338 1.0334
S2 1.0314 1.0314 1.0335
S3 1.0288 1.0301 1.0333
S4 1.0262 1.0275 1.0326
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0784 1.0692 1.0389
R3 1.0639 1.0547 1.0349
R2 1.0494 1.0494 1.0336
R1 1.0402 1.0402 1.0322 1.0376
PP 1.0349 1.0349 1.0349 1.0336
S1 1.0257 1.0257 1.0296 1.0231
S2 1.0204 1.0204 1.0282
S3 1.0059 1.0112 1.0269
S4 0.9914 0.9967 1.0229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0422 1.0297 0.0125 1.2% 0.0056 0.5% 34% False False 136
10 1.0493 1.0297 0.0196 1.9% 0.0054 0.5% 22% False False 89
20 1.0493 1.0095 0.0398 3.8% 0.0067 0.6% 62% False False 77
40 1.0493 0.9836 0.0657 6.4% 0.0060 0.6% 77% False False 77
60 1.0493 0.9545 0.0948 9.2% 0.0055 0.5% 84% False False 75
80 1.0493 0.9545 0.0948 9.2% 0.0043 0.4% 84% False False 58
100 1.0493 0.9545 0.0948 9.2% 0.0034 0.3% 84% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.0464
2.618 1.0421
1.618 1.0395
1.000 1.0379
0.618 1.0369
HIGH 1.0353
0.618 1.0343
0.500 1.0340
0.382 1.0337
LOW 1.0327
0.618 1.0311
1.000 1.0301
1.618 1.0285
2.618 1.0259
4.250 1.0217
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 1.0340 1.0353
PP 1.0340 1.0349
S1 1.0340 1.0344

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

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