CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 1.0064 0.9975 -0.0089 -0.9% 1.0305
High 1.0064 0.9975 -0.0089 -0.9% 1.0310
Low 0.9973 0.9919 -0.0054 -0.5% 1.0053
Close 1.0001 0.9941 -0.0060 -0.6% 1.0056
Range 0.0091 0.0056 -0.0035 -38.5% 0.0257
ATR 0.0080 0.0080 0.0000 0.2% 0.0000
Volume 161 101 -60 -37.3% 442
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 1.0113 1.0083 0.9972
R3 1.0057 1.0027 0.9956
R2 1.0001 1.0001 0.9951
R1 0.9971 0.9971 0.9946 0.9958
PP 0.9945 0.9945 0.9945 0.9939
S1 0.9915 0.9915 0.9936 0.9902
S2 0.9889 0.9889 0.9931
S3 0.9833 0.9859 0.9926
S4 0.9777 0.9803 0.9910
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.0911 1.0740 1.0197
R3 1.0654 1.0483 1.0127
R2 1.0397 1.0397 1.0103
R1 1.0226 1.0226 1.0080 1.0183
PP 1.0140 1.0140 1.0140 1.0118
S1 0.9969 0.9969 1.0032 0.9926
S2 0.9883 0.9883 1.0009
S3 0.9626 0.9712 0.9985
S4 0.9369 0.9455 0.9915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0185 0.9919 0.0266 2.7% 0.0085 0.9% 8% False True 69
10 1.0325 0.9919 0.0406 4.1% 0.0076 0.8% 5% False True 91
20 1.0325 0.9919 0.0406 4.1% 0.0069 0.7% 5% False True 80
40 1.0410 0.9919 0.0491 4.9% 0.0068 0.7% 4% False True 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0213
2.618 1.0122
1.618 1.0066
1.000 1.0031
0.618 1.0010
HIGH 0.9975
0.618 0.9954
0.500 0.9947
0.382 0.9940
LOW 0.9919
0.618 0.9884
1.000 0.9863
1.618 0.9828
2.618 0.9772
4.250 0.9681
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 0.9947 1.0003
PP 0.9945 0.9982
S1 0.9943 0.9962

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

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