CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 1.0244 1.0341 0.0097 0.9% 1.0198
High 1.0359 1.0417 0.0058 0.6% 1.0308
Low 1.0234 1.0338 0.0104 1.0% 1.0077
Close 1.0346 1.0366 0.0020 0.2% 1.0301
Range 0.0125 0.0079 -0.0046 -36.8% 0.0231
ATR 0.0080 0.0080 0.0000 -0.1% 0.0000
Volume 38,394 69,935 31,541 82.2% 64,941
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0611 1.0567 1.0409
R3 1.0532 1.0488 1.0388
R2 1.0453 1.0453 1.0380
R1 1.0409 1.0409 1.0373 1.0431
PP 1.0374 1.0374 1.0374 1.0385
S1 1.0330 1.0330 1.0359 1.0352
S2 1.0295 1.0295 1.0352
S3 1.0216 1.0251 1.0344
S4 1.0137 1.0172 1.0323
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 1.0417 1.0080 0.0337 3.3% 0.0103 1.0% 85% True False 33,959
10 1.0417 1.0077 0.0340 3.3% 0.0086 0.8% 85% True False 18,519
20 1.0430 1.0077 0.0353 3.4% 0.0075 0.7% 82% False False 9,393
40 1.0493 1.0077 0.0416 4.0% 0.0071 0.7% 69% False False 4,728
60 1.0493 0.9836 0.0657 6.3% 0.0067 0.7% 81% False False 3,196
80 1.0493 0.9545 0.0948 9.1% 0.0058 0.6% 87% False False 2,398
100 1.0493 0.9545 0.0948 9.1% 0.0047 0.5% 87% False False 1,919
120 1.0493 0.9545 0.0948 9.1% 0.0039 0.4% 87% False False 1,600
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 1.0753
2.618 1.0624
1.618 1.0545
1.000 1.0496
0.618 1.0466
HIGH 1.0417
0.618 1.0387
0.500 1.0378
0.382 1.0368
LOW 1.0338
0.618 1.0289
1.000 1.0259
1.618 1.0210
2.618 1.0131
4.250 1.0002
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 1.0378 1.0353
PP 1.0374 1.0339
S1 1.0370 1.0326

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

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