CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 1.0105 1.0192 0.0087 0.9% 1.0198
High 1.0207 1.0308 0.0101 1.0% 1.0308
Low 1.0080 1.0185 0.0105 1.0% 1.0077
Close 1.0202 1.0301 0.0099 1.0% 1.0301
Range 0.0127 0.0123 -0.0004 -3.1% 0.0231
ATR 0.0074 0.0077 0.0004 4.8% 0.0000
Volume 37,418 14,156 -23,262 -62.2% 64,941
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0634 1.0590 1.0369
R3 1.0511 1.0467 1.0335
R2 1.0388 1.0388 1.0324
R1 1.0344 1.0344 1.0312 1.0366
PP 1.0265 1.0265 1.0265 1.0276
S1 1.0221 1.0221 1.0290 1.0243
S2 1.0142 1.0142 1.0278
S3 1.0019 1.0098 1.0267
S4 0.9896 0.9975 1.0233
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0922 1.0842 1.0428
R3 1.0691 1.0611 1.0365
R2 1.0460 1.0460 1.0343
R1 1.0380 1.0380 1.0322 1.0420
PP 1.0229 1.0229 1.0229 1.0249
S1 1.0149 1.0149 1.0280 1.0189
S2 0.9998 0.9998 1.0259
S3 0.9767 0.9918 1.0237
S4 0.9536 0.9687 1.0174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0308 1.0077 0.0231 2.2% 0.0097 0.9% 97% True False 13,277
10 1.0331 1.0077 0.0254 2.5% 0.0075 0.7% 88% False False 6,818
20 1.0447 1.0077 0.0370 3.6% 0.0071 0.7% 61% False False 3,493
40 1.0493 0.9993 0.0500 4.9% 0.0070 0.7% 62% False False 1,776
60 1.0493 0.9827 0.0666 6.5% 0.0066 0.6% 71% False False 1,225
80 1.0493 0.9545 0.0948 9.2% 0.0055 0.5% 80% False False 920
100 1.0493 0.9545 0.0948 9.2% 0.0044 0.4% 80% False False 737
120 1.0493 0.9545 0.0948 9.2% 0.0037 0.4% 80% False False 615
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0831
2.618 1.0630
1.618 1.0507
1.000 1.0431
0.618 1.0384
HIGH 1.0308
0.618 1.0261
0.500 1.0247
0.382 1.0232
LOW 1.0185
0.618 1.0109
1.000 1.0062
1.618 0.9986
2.618 0.9863
4.250 0.9662
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 1.0283 1.0265
PP 1.0265 1.0229
S1 1.0247 1.0193

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

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