CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 1.0300 1.0324 0.0024 0.2% 1.0284
High 1.0331 1.0377 0.0046 0.4% 1.0377
Low 1.0300 1.0324 0.0024 0.2% 1.0230
Close 1.0331 1.0373 0.0042 0.4% 1.0373
Range 0.0031 0.0053 0.0022 71.0% 0.0147
ATR 0.0052 0.0052 0.0000 0.2% 0.0000
Volume 6 3 -3 -50.0% 17
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0517 1.0498 1.0402
R3 1.0464 1.0445 1.0388
R2 1.0411 1.0411 1.0383
R1 1.0392 1.0392 1.0378 1.0402
PP 1.0358 1.0358 1.0358 1.0363
S1 1.0339 1.0339 1.0368 1.0349
S2 1.0305 1.0305 1.0363
S3 1.0252 1.0286 1.0358
S4 1.0199 1.0233 1.0344
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0768 1.0717 1.0454
R3 1.0621 1.0570 1.0413
R2 1.0474 1.0474 1.0400
R1 1.0423 1.0423 1.0386 1.0449
PP 1.0327 1.0327 1.0327 1.0339
S1 1.0276 1.0276 1.0360 1.0302
S2 1.0180 1.0180 1.0346
S3 1.0033 1.0129 1.0333
S4 0.9886 0.9982 1.0292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0377 1.0230 0.0147 1.4% 0.0022 0.2% 97% True False 3
10 1.0437 1.0230 0.0207 2.0% 0.0011 0.1% 69% False False 28
20 1.0557 1.0230 0.0327 3.2% 0.0007 0.1% 44% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0602
2.618 1.0516
1.618 1.0463
1.000 1.0430
0.618 1.0410
HIGH 1.0377
0.618 1.0357
0.500 1.0351
0.382 1.0344
LOW 1.0324
0.618 1.0291
1.000 1.0271
1.618 1.0238
2.618 1.0185
4.250 1.0099
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 1.0366 1.0350
PP 1.0358 1.0327
S1 1.0351 1.0304

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

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