CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 1.0353 1.0284 -0.0069 -0.7% 1.0437
High 1.0353 1.0284 -0.0069 -0.7% 1.0437
Low 1.0353 1.0284 -0.0069 -0.7% 1.0300
Close 1.0353 1.0284 -0.0069 -0.7% 1.0353
Range
ATR 0.0047 0.0048 0.0002 3.4% 0.0000
Volume 1 1 0 0.0% 270
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0284 1.0284 1.0284
R3 1.0284 1.0284 1.0284
R2 1.0284 1.0284 1.0284
R1 1.0284 1.0284 1.0284 1.0284
PP 1.0284 1.0284 1.0284 1.0284
S1 1.0284 1.0284 1.0284 1.0284
S2 1.0284 1.0284 1.0284
S3 1.0284 1.0284 1.0284
S4 1.0284 1.0284 1.0284
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 1.0436 1.0284 0.0152 1.5% 0.0000 0.0% 0% False True 40
10 1.0557 1.0284 0.0273 2.7% 0.0002 0.0% 0% False True 30
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 1.0284
2.618 1.0284
1.618 1.0284
1.000 1.0284
0.618 1.0284
HIGH 1.0284
0.618 1.0284
0.500 1.0284
0.382 1.0284
LOW 1.0284
0.618 1.0284
1.000 1.0284
1.618 1.0284
2.618 1.0284
4.250 1.0284
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 1.0284 1.0360
PP 1.0284 1.0335
S1 1.0284 1.0309

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

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