CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 1.0473 1.0387 -0.0086 -0.8% 1.0277
High 1.0478 1.0403 -0.0075 -0.7% 1.0537
Low 1.0369 1.0328 -0.0041 -0.4% 1.0234
Close 1.0375 1.0356 -0.0019 -0.2% 1.0478
Range 0.0109 0.0075 -0.0034 -31.2% 0.0303
ATR 0.0089 0.0088 -0.0001 -1.1% 0.0000
Volume 98,034 110,421 12,387 12.6% 378,865
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0587 1.0547 1.0397
R3 1.0512 1.0472 1.0377
R2 1.0437 1.0437 1.0370
R1 1.0397 1.0397 1.0363 1.0380
PP 1.0362 1.0362 1.0362 1.0354
S1 1.0322 1.0322 1.0349 1.0305
S2 1.0287 1.0287 1.0342
S3 1.0212 1.0247 1.0335
S4 1.0137 1.0172 1.0315
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1325 1.1205 1.0645
R3 1.1022 1.0902 1.0561
R2 1.0719 1.0719 1.0534
R1 1.0599 1.0599 1.0506 1.0659
PP 1.0416 1.0416 1.0416 1.0447
S1 1.0296 1.0296 1.0450 1.0356
S2 1.0113 1.0113 1.0422
S3 0.9810 0.9993 1.0395
S4 0.9507 0.9690 1.0311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0537 1.0294 0.0243 2.3% 0.0109 1.1% 26% False False 107,806
10 1.0537 1.0077 0.0460 4.4% 0.0104 1.0% 61% False False 64,551
20 1.0537 1.0077 0.0460 4.4% 0.0087 0.8% 61% False False 32,820
40 1.0537 1.0077 0.0460 4.4% 0.0077 0.7% 61% False False 16,449
60 1.0537 0.9836 0.0701 6.8% 0.0069 0.7% 74% False False 10,991
80 1.0537 0.9545 0.0992 9.6% 0.0063 0.6% 82% False False 8,261
100 1.0537 0.9545 0.0992 9.6% 0.0051 0.5% 82% False False 6,610
120 1.0537 0.9545 0.0992 9.6% 0.0043 0.4% 82% False False 5,509
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0722
2.618 1.0599
1.618 1.0524
1.000 1.0478
0.618 1.0449
HIGH 1.0403
0.618 1.0374
0.500 1.0366
0.382 1.0357
LOW 1.0328
0.618 1.0282
1.000 1.0253
1.618 1.0207
2.618 1.0132
4.250 1.0009
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 1.0366 1.0433
PP 1.0362 1.0407
S1 1.0359 1.0382

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

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