CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 1.0350 1.0436 0.0086 0.8% 1.0511
High 1.0350 1.0436 0.0086 0.8% 1.0557
Low 1.0350 1.0436 0.0086 0.8% 1.0502
Close 1.0350 1.0436 0.0086 0.8% 1.0502
Range
ATR 0.0041 0.0044 0.0003 7.9% 0.0000
Volume 128 1 -127 -99.2% 49
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0436 1.0436 1.0436
R3 1.0436 1.0436 1.0436
R2 1.0436 1.0436 1.0436
R1 1.0436 1.0436 1.0436 1.0436
PP 1.0436 1.0436 1.0436 1.0436
S1 1.0436 1.0436 1.0436 1.0436
S2 1.0436 1.0436 1.0436
S3 1.0436 1.0436 1.0436
S4 1.0436 1.0436 1.0436
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 1.0502 1.0300 0.0202 1.9% 0.0000 0.0% 67% False False 54
10 1.0557 1.0300 0.0257 2.5% 0.0003 0.0% 53% False False 33
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 1.0436
2.618 1.0436
1.618 1.0436
1.000 1.0436
0.618 1.0436
HIGH 1.0436
0.618 1.0436
0.500 1.0436
0.382 1.0436
LOW 1.0436
0.618 1.0436
1.000 1.0436
1.618 1.0436
2.618 1.0436
4.250 1.0436
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 1.0436 1.0413
PP 1.0436 1.0391
S1 1.0436 1.0368

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

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