CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 1.0300 1.0350 0.0050 0.5% 1.0511
High 1.0300 1.0350 0.0050 0.5% 1.0557
Low 1.0300 1.0350 0.0050 0.5% 1.0502
Close 1.0300 1.0350 0.0050 0.5% 1.0502
Range
ATR 0.0000 0.0041 0.0041 0.0000
Volume 70 128 58 82.9% 49
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0350 1.0350 1.0350
R3 1.0350 1.0350 1.0350
R2 1.0350 1.0350 1.0350
R1 1.0350 1.0350 1.0350 1.0350
PP 1.0350 1.0350 1.0350 1.0350
S1 1.0350 1.0350 1.0350 1.0350
S2 1.0350 1.0350 1.0350
S3 1.0350 1.0350 1.0350
S4 1.0350 1.0350 1.0350
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 1.0300 0.0257 2.5% 0.0005 0.0% 19% False False 56
10 1.0557 1.0300 0.0257 2.5% 0.0003 0.0% 19% False False 35
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.0350
2.618 1.0350
1.618 1.0350
1.000 1.0350
0.618 1.0350
HIGH 1.0350
0.618 1.0350
0.500 1.0350
0.382 1.0350
LOW 1.0350
0.618 1.0350
1.000 1.0350
1.618 1.0350
2.618 1.0350
4.250 1.0350
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 1.0350 1.0369
PP 1.0350 1.0362
S1 1.0350 1.0356

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

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