CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 1.0186 1.0107 -0.0079 -0.8% 1.0299
High 1.0213 1.0161 -0.0052 -0.5% 1.0336
Low 1.0092 1.0089 -0.0003 0.0% 1.0092
Close 1.0108 1.0159 0.0051 0.5% 1.0108
Range 0.0121 0.0072 -0.0049 -40.5% 0.0244
ATR 0.0092 0.0091 -0.0001 -1.6% 0.0000
Volume 130,089 92,978 -37,111 -28.5% 671,450
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0352 1.0328 1.0199
R3 1.0280 1.0256 1.0179
R2 1.0208 1.0208 1.0172
R1 1.0184 1.0184 1.0166 1.0196
PP 1.0136 1.0136 1.0136 1.0143
S1 1.0112 1.0112 1.0152 1.0124
S2 1.0064 1.0064 1.0146
S3 0.9992 1.0040 1.0139
S4 0.9920 0.9968 1.0119
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0911 1.0753 1.0242
R3 1.0667 1.0509 1.0175
R2 1.0423 1.0423 1.0153
R1 1.0265 1.0265 1.0130 1.0222
PP 1.0179 1.0179 1.0179 1.0157
S1 1.0021 1.0021 1.0086 0.9978
S2 0.9935 0.9935 1.0063
S3 0.9691 0.9777 1.0041
S4 0.9447 0.9533 0.9974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0310 1.0089 0.0221 2.2% 0.0096 0.9% 32% False True 131,670
10 1.0406 1.0089 0.0317 3.1% 0.0093 0.9% 22% False True 123,840
20 1.0537 1.0089 0.0448 4.4% 0.0097 1.0% 16% False True 113,361
40 1.0537 1.0077 0.0460 4.5% 0.0084 0.8% 18% False False 58,673
60 1.0537 1.0077 0.0460 4.5% 0.0078 0.8% 18% False False 39,135
80 1.0537 0.9836 0.0701 6.9% 0.0074 0.7% 46% False False 29,383
100 1.0537 0.9545 0.0992 9.8% 0.0064 0.6% 62% False False 23,507
120 1.0537 0.9545 0.0992 9.8% 0.0053 0.5% 62% False False 19,590
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 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0467
2.618 1.0349
1.618 1.0277
1.000 1.0233
0.618 1.0205
HIGH 1.0161
0.618 1.0133
0.500 1.0125
0.382 1.0117
LOW 1.0089
0.618 1.0045
1.000 1.0017
1.618 0.9973
2.618 0.9901
4.250 0.9783
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 1.0148 1.0156
PP 1.0136 1.0154
S1 1.0125 1.0151

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

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