CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 1.0192 1.0277 0.0085 0.8% 1.0198
High 1.0308 1.0301 -0.0007 -0.1% 1.0308
Low 1.0185 1.0240 0.0055 0.5% 1.0077
Close 1.0301 1.0249 -0.0052 -0.5% 1.0301
Range 0.0123 0.0061 -0.0062 -50.4% 0.0231
ATR 0.0077 0.0076 -0.0001 -1.5% 0.0000
Volume 14,156 9,895 -4,261 -30.1% 64,941
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0446 1.0409 1.0283
R3 1.0385 1.0348 1.0266
R2 1.0324 1.0324 1.0260
R1 1.0287 1.0287 1.0255 1.0275
PP 1.0263 1.0263 1.0263 1.0258
S1 1.0226 1.0226 1.0243 1.0214
S2 1.0202 1.0202 1.0238
S3 1.0141 1.0165 1.0232
S4 1.0080 1.0104 1.0215
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 2.3% 0.0095 0.9% 74% False False 14,967
10 1.0308 1.0077 0.0231 2.3% 0.0076 0.7% 74% False False 7,744
20 1.0442 1.0077 0.0365 3.6% 0.0071 0.7% 47% False False 3,985
40 1.0493 1.0077 0.0416 4.1% 0.0069 0.7% 41% False False 2,023
60 1.0493 0.9836 0.0657 6.4% 0.0066 0.6% 63% False False 1,390
80 1.0493 0.9545 0.0948 9.2% 0.0056 0.5% 74% False False 1,044
100 1.0493 0.9545 0.0948 9.2% 0.0045 0.4% 74% False False 836
120 1.0493 0.9545 0.0948 9.2% 0.0037 0.4% 74% False False 697
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0560
2.618 1.0461
1.618 1.0400
1.000 1.0362
0.618 1.0339
HIGH 1.0301
0.618 1.0278
0.500 1.0271
0.382 1.0263
LOW 1.0240
0.618 1.0202
1.000 1.0179
1.618 1.0141
2.618 1.0080
4.250 0.9981
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 1.0271 1.0231
PP 1.0263 1.0212
S1 1.0256 1.0194

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

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