CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 1.0284 1.0304 0.0020 0.2% 1.0437
High 1.0284 1.0304 0.0020 0.2% 1.0437
Low 1.0284 1.0280 -0.0004 0.0% 1.0300
Close 1.0284 1.0292 0.0008 0.1% 1.0353
Range 0.0000 0.0024 0.0024 0.0137
ATR 0.0048 0.0047 -0.0002 -3.6% 0.0000
Volume 1 1 0 0.0% 270
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0364 1.0352 1.0305
R3 1.0340 1.0328 1.0299
R2 1.0316 1.0316 1.0296
R1 1.0304 1.0304 1.0294 1.0298
PP 1.0292 1.0292 1.0292 1.0289
S1 1.0280 1.0280 1.0290 1.0274
S2 1.0268 1.0268 1.0288
S3 1.0244 1.0256 1.0285
S4 1.0220 1.0232 1.0279
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 1.0280 0.0156 1.5% 0.0005 0.0% 8% False True 26
10 1.0557 1.0280 0.0277 2.7% 0.0005 0.0% 4% False True 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0406
2.618 1.0367
1.618 1.0343
1.000 1.0328
0.618 1.0319
HIGH 1.0304
0.618 1.0295
0.500 1.0292
0.382 1.0289
LOW 1.0280
0.618 1.0265
1.000 1.0256
1.618 1.0241
2.618 1.0217
4.250 1.0178
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 1.0292 1.0317
PP 1.0292 1.0308
S1 1.0292 1.0300

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

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