CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 1.0190 1.0266 0.0076 0.7% 1.0392
High 1.0272 1.0331 0.0059 0.6% 1.0410
Low 1.0185 1.0240 0.0055 0.5% 1.0142
Close 1.0262 1.0329 0.0067 0.7% 1.0262
Range 0.0087 0.0091 0.0004 4.6% 0.0268
ATR 0.0064 0.0066 0.0002 3.0% 0.0000
Volume 115 22 -93 -80.9% 420
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0573 1.0542 1.0379
R3 1.0482 1.0451 1.0354
R2 1.0391 1.0391 1.0346
R1 1.0360 1.0360 1.0337 1.0376
PP 1.0300 1.0300 1.0300 1.0308
S1 1.0269 1.0269 1.0321 1.0285
S2 1.0209 1.0209 1.0312
S3 1.0118 1.0178 1.0304
S4 1.0027 1.0087 1.0279
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1075 1.0937 1.0409
R3 1.0807 1.0669 1.0336
R2 1.0539 1.0539 1.0311
R1 1.0401 1.0401 1.0287 1.0336
PP 1.0271 1.0271 1.0271 1.0239
S1 1.0133 1.0133 1.0237 1.0068
S2 1.0003 1.0003 1.0213
S3 0.9735 0.9865 1.0188
S4 0.9467 0.9597 1.0115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0331 1.0142 0.0189 1.8% 0.0074 0.7% 99% True False 87
10 1.0410 1.0142 0.0268 2.6% 0.0052 0.5% 70% False False 45
20 1.0557 1.0142 0.0415 4.0% 0.0027 0.3% 45% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0718
2.618 1.0569
1.618 1.0478
1.000 1.0422
0.618 1.0387
HIGH 1.0331
0.618 1.0296
0.500 1.0286
0.382 1.0275
LOW 1.0240
0.618 1.0184
1.000 1.0149
1.618 1.0093
2.618 1.0002
4.250 0.9853
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 1.0315 1.0298
PP 1.0300 1.0267
S1 1.0286 1.0237

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

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