CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 1.0533 1.0502 -0.0031 -0.3% 1.0511
High 1.0557 1.0502 -0.0055 -0.5% 1.0557
Low 1.0533 1.0502 -0.0031 -0.3% 1.0502
Close 1.0557 1.0502 -0.0055 -0.5% 1.0502
Range 0.0024 0.0000 -0.0024 -100.0% 0.0055
ATR
Volume 12 3 -9 -75.0% 49
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0502 1.0502 1.0502
R3 1.0502 1.0502 1.0502
R2 1.0502 1.0502 1.0502
R1 1.0502 1.0502 1.0502 1.0502
PP 1.0502 1.0502 1.0502 1.0502
S1 1.0502 1.0502 1.0502 1.0502
S2 1.0502 1.0502 1.0502
S3 1.0502 1.0502 1.0502
S4 1.0502 1.0502 1.0502
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0685 1.0649 1.0532
R3 1.0630 1.0594 1.0517
R2 1.0575 1.0575 1.0512
R1 1.0539 1.0539 1.0507 1.0530
PP 1.0520 1.0520 1.0520 1.0516
S1 1.0484 1.0484 1.0497 1.0475
S2 1.0465 1.0465 1.0492
S3 1.0410 1.0429 1.0487
S4 1.0355 1.0374 1.0472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0557 1.0502 0.0055 0.5% 0.0007 0.1% 0% False True 9
10 1.0557 1.0406 0.0151 1.4% 0.0003 0.0% 64% False False 14
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0502
2.618 1.0502
1.618 1.0502
1.000 1.0502
0.618 1.0502
HIGH 1.0502
0.618 1.0502
0.500 1.0502
0.382 1.0502
LOW 1.0502
0.618 1.0502
1.000 1.0502
1.618 1.0502
2.618 1.0502
4.250 1.0502
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 1.0502 1.0530
PP 1.0502 1.0520
S1 1.0502 1.0511

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

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