CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 1.0304 1.0230 -0.0074 -0.7% 1.0437
High 1.0304 1.0230 -0.0074 -0.7% 1.0437
Low 1.0280 1.0230 -0.0050 -0.5% 1.0300
Close 1.0292 1.0230 -0.0062 -0.6% 1.0353
Range 0.0024 0.0000 -0.0024 -100.0% 0.0137
ATR 0.0047 0.0048 0.0001 2.3% 0.0000
Volume 1 6 5 500.0% 270
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0230 1.0230 1.0230
R3 1.0230 1.0230 1.0230
R2 1.0230 1.0230 1.0230
R1 1.0230 1.0230 1.0230 1.0230
PP 1.0230 1.0230 1.0230 1.0230
S1 1.0230 1.0230 1.0230 1.0230
S2 1.0230 1.0230 1.0230
S3 1.0230 1.0230 1.0230
S4 1.0230 1.0230 1.0230
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 1.0230 0.0206 2.0% 0.0005 0.0% 0% False True 2
10 1.0557 1.0230 0.0327 3.2% 0.0005 0.0% 0% False True 29
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0230
2.618 1.0230
1.618 1.0230
1.000 1.0230
0.618 1.0230
HIGH 1.0230
0.618 1.0230
0.500 1.0230
0.382 1.0230
LOW 1.0230
0.618 1.0230
1.000 1.0230
1.618 1.0230
2.618 1.0230
4.250 1.0230
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 1.0230 1.0267
PP 1.0230 1.0255
S1 1.0230 1.0242

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

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