CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 1.0436 1.0353 -0.0083 -0.8% 1.0437
High 1.0436 1.0353 -0.0083 -0.8% 1.0437
Low 1.0436 1.0353 -0.0083 -0.8% 1.0300
Close 1.0436 1.0353 -0.0083 -0.8% 1.0353
Range
ATR 0.0044 0.0047 0.0003 6.3% 0.0000
Volume 1 1 0 0.0% 270
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0353 1.0353 1.0353
R3 1.0353 1.0353 1.0353
R2 1.0353 1.0353 1.0353
R1 1.0353 1.0353 1.0353 1.0353
PP 1.0353 1.0353 1.0353 1.0353
S1 1.0353 1.0353 1.0353 1.0353
S2 1.0353 1.0353 1.0353
S3 1.0353 1.0353 1.0353
S4 1.0353 1.0353 1.0353
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0774 1.0701 1.0428
R3 1.0637 1.0564 1.0391
R2 1.0500 1.0500 1.0378
R1 1.0427 1.0427 1.0366 1.0395
PP 1.0363 1.0363 1.0363 1.0348
S1 1.0290 1.0290 1.0340 1.0258
S2 1.0226 1.0226 1.0328
S3 1.0089 1.0153 1.0315
S4 0.9952 1.0016 1.0278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0437 1.0300 0.0137 1.3% 0.0000 0.0% 39% False False 54
10 1.0557 1.0300 0.0257 2.5% 0.0003 0.0% 21% False False 31
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 1.0353
2.618 1.0353
1.618 1.0353
1.000 1.0353
0.618 1.0353
HIGH 1.0353
0.618 1.0353
0.500 1.0353
0.382 1.0353
LOW 1.0353
0.618 1.0353
1.000 1.0353
1.618 1.0353
2.618 1.0353
4.250 1.0353
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 1.0353 1.0393
PP 1.0353 1.0380
S1 1.0353 1.0366

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

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