CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 1.0192 1.0169 -0.0023 -0.2% 1.0162
High 1.0192 1.0172 -0.0020 -0.2% 1.0249
Low 1.0121 1.0085 -0.0036 -0.4% 1.0148
Close 1.0152 1.0137 -0.0015 -0.1% 1.0212
Range 0.0071 0.0087 0.0016 22.5% 0.0101
ATR 0.0074 0.0075 0.0001 1.3% 0.0000
Volume 9 27 18 200.0% 326
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0392 1.0352 1.0185
R3 1.0305 1.0265 1.0161
R2 1.0218 1.0218 1.0153
R1 1.0178 1.0178 1.0145 1.0155
PP 1.0131 1.0131 1.0131 1.0120
S1 1.0091 1.0091 1.0129 1.0068
S2 1.0044 1.0044 1.0121
S3 0.9957 1.0004 1.0113
S4 0.9870 0.9917 1.0089
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0506 1.0460 1.0268
R3 1.0405 1.0359 1.0240
R2 1.0304 1.0304 1.0231
R1 1.0258 1.0258 1.0221 1.0281
PP 1.0203 1.0203 1.0203 1.0215
S1 1.0157 1.0157 1.0203 1.0180
S2 1.0102 1.0102 1.0193
S3 1.0001 1.0056 1.0184
S4 0.9900 0.9955 1.0156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0223 1.0085 0.0138 1.4% 0.0061 0.6% 38% False True 40
10 1.0279 1.0080 0.0199 2.0% 0.0066 0.7% 29% False False 65
20 1.0282 1.0077 0.0205 2.0% 0.0069 0.7% 29% False False 53
40 1.0557 1.0077 0.0480 4.7% 0.0049 0.5% 13% False False 46
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 0.0003
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0542
2.618 1.0400
1.618 1.0313
1.000 1.0259
0.618 1.0226
HIGH 1.0172
0.618 1.0139
0.500 1.0129
0.382 1.0118
LOW 1.0085
0.618 1.0031
1.000 0.9998
1.618 0.9944
2.618 0.9857
4.250 0.9715
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 1.0134 1.0153
PP 1.0131 1.0147
S1 1.0129 1.0142

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

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