CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 0.9768 0.9744 -0.0024 -0.2% 0.9900
High 0.9783 0.9808 0.0025 0.3% 0.9905
Low 0.9702 0.9724 0.0022 0.2% 0.9702
Close 0.9714 0.9777 0.0063 0.6% 0.9714
Range 0.0081 0.0084 0.0003 3.7% 0.0203
ATR 0.0081 0.0082 0.0001 1.2% 0.0000
Volume 423 531 108 25.5% 846
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 1.0022 0.9983 0.9823
R3 0.9938 0.9899 0.9800
R2 0.9854 0.9854 0.9792
R1 0.9815 0.9815 0.9785 0.9835
PP 0.9770 0.9770 0.9770 0.9779
S1 0.9731 0.9731 0.9769 0.9751
S2 0.9686 0.9686 0.9762
S3 0.9602 0.9647 0.9754
S4 0.9518 0.9563 0.9731
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.0383 1.0251 0.9826
R3 1.0180 1.0048 0.9770
R2 0.9977 0.9977 0.9751
R1 0.9845 0.9845 0.9733 0.9810
PP 0.9774 0.9774 0.9774 0.9756
S1 0.9642 0.9642 0.9695 0.9607
S2 0.9571 0.9571 0.9677
S3 0.9368 0.9439 0.9658
S4 0.9165 0.9236 0.9602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9898 0.9702 0.0196 2.0% 0.0078 0.8% 38% False False 259
10 1.0064 0.9702 0.0362 3.7% 0.0072 0.7% 21% False False 183
20 1.0325 0.9702 0.0623 6.4% 0.0072 0.7% 12% False False 129
40 1.0326 0.9702 0.0624 6.4% 0.0070 0.7% 12% False False 91
60 1.0557 0.9702 0.0855 8.7% 0.0055 0.6% 9% False False 73
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 0.0014
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0165
2.618 1.0028
1.618 0.9944
1.000 0.9892
0.618 0.9860
HIGH 0.9808
0.618 0.9776
0.500 0.9766
0.382 0.9756
LOW 0.9724
0.618 0.9672
1.000 0.9640
1.618 0.9588
2.618 0.9504
4.250 0.9367
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 0.9773 0.9776
PP 0.9770 0.9776
S1 0.9766 0.9775

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

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