CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 1.0198 1.0131 -0.0067 -0.7% 1.0301
High 1.0228 1.0132 -0.0096 -0.9% 1.0301
Low 1.0121 1.0077 -0.0044 -0.4% 1.0179
Close 1.0132 1.0099 -0.0033 -0.3% 1.0228
Range 0.0107 0.0055 -0.0052 -48.6% 0.0122
ATR 0.0071 0.0070 -0.0001 -1.6% 0.0000
Volume 6,745 6,622 -123 -1.8% 2,608
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0268 1.0238 1.0129
R3 1.0213 1.0183 1.0114
R2 1.0158 1.0158 1.0109
R1 1.0128 1.0128 1.0104 1.0116
PP 1.0103 1.0103 1.0103 1.0096
S1 1.0073 1.0073 1.0094 1.0061
S2 1.0048 1.0048 1.0089
S3 0.9993 1.0018 1.0084
S4 0.9938 0.9963 1.0069
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0602 1.0537 1.0295
R3 1.0480 1.0415 1.0262
R2 1.0358 1.0358 1.0250
R1 1.0293 1.0293 1.0239 1.0265
PP 1.0236 1.0236 1.0236 1.0222
S1 1.0171 1.0171 1.0217 1.0143
S2 1.0114 1.0114 1.0206
S3 0.9992 1.0049 1.0194
S4 0.9870 0.9927 1.0161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0295 1.0077 0.0218 2.2% 0.0070 0.7% 10% False True 3,079
10 1.0430 1.0077 0.0353 3.5% 0.0070 0.7% 6% False True 1,747
20 1.0493 1.0077 0.0416 4.1% 0.0063 0.6% 5% False True 918
40 1.0493 0.9980 0.0513 5.1% 0.0066 0.7% 23% False False 487
60 1.0493 0.9788 0.0705 7.0% 0.0062 0.6% 44% False False 366
80 1.0493 0.9545 0.0948 9.4% 0.0052 0.5% 58% False False 276
100 1.0493 0.9545 0.0948 9.4% 0.0042 0.4% 58% False False 222
Crabel Price Patterns
NR True
NR4 True
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0366
2.618 1.0276
1.618 1.0221
1.000 1.0187
0.618 1.0166
HIGH 1.0132
0.618 1.0111
0.500 1.0105
0.382 1.0098
LOW 1.0077
0.618 1.0043
1.000 1.0022
1.618 0.9988
2.618 0.9933
4.250 0.9843
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 1.0105 1.0165
PP 1.0103 1.0143
S1 1.0101 1.0121

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

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