CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 1.0393 1.0357 -0.0036 -0.3% 1.0473
High 1.0401 1.0442 0.0041 0.4% 1.0478
Low 1.0290 1.0352 0.0062 0.6% 1.0290
Close 1.0366 1.0377 0.0011 0.1% 1.0377
Range 0.0111 0.0090 -0.0021 -18.9% 0.0188
ATR 0.0090 0.0090 0.0000 0.0% 0.0000
Volume 131,091 116,638 -14,453 -11.0% 570,732
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0660 1.0609 1.0427
R3 1.0570 1.0519 1.0402
R2 1.0480 1.0480 1.0394
R1 1.0429 1.0429 1.0385 1.0455
PP 1.0390 1.0390 1.0390 1.0403
S1 1.0339 1.0339 1.0369 1.0365
S2 1.0300 1.0300 1.0361
S3 1.0210 1.0249 1.0352
S4 1.0120 1.0159 1.0328
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0946 1.0849 1.0480
R3 1.0758 1.0661 1.0429
R2 1.0570 1.0570 1.0411
R1 1.0473 1.0473 1.0394 1.0428
PP 1.0382 1.0382 1.0382 1.0359
S1 1.0285 1.0285 1.0360 1.0240
S2 1.0194 1.0194 1.0343
S3 1.0006 1.0097 1.0325
S4 0.9818 0.9909 1.0274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0478 1.0290 0.0188 1.8% 0.0093 0.9% 46% False False 114,146
10 1.0537 1.0234 0.0303 2.9% 0.0101 1.0% 47% False False 94,959
20 1.0537 1.0077 0.0460 4.4% 0.0088 0.8% 65% False False 50,888
40 1.0537 1.0077 0.0460 4.4% 0.0077 0.7% 65% False False 25,499
60 1.0537 0.9867 0.0670 6.5% 0.0072 0.7% 76% False False 17,019
80 1.0537 0.9545 0.0992 9.6% 0.0067 0.6% 84% False False 12,790
100 1.0537 0.9545 0.0992 9.6% 0.0054 0.5% 84% False False 10,233
120 1.0537 0.9545 0.0992 9.6% 0.0045 0.4% 84% False False 8,528
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0825
2.618 1.0678
1.618 1.0588
1.000 1.0532
0.618 1.0498
HIGH 1.0442
0.618 1.0408
0.500 1.0397
0.382 1.0386
LOW 1.0352
0.618 1.0296
1.000 1.0262
1.618 1.0206
2.618 1.0116
4.250 0.9970
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 1.0397 1.0373
PP 1.0390 1.0370
S1 1.0384 1.0366

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

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