CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 0.9744 0.9806 0.0062 0.6% 0.9900
High 0.9808 0.9827 0.0019 0.2% 0.9905
Low 0.9724 0.9697 -0.0027 -0.3% 0.9702
Close 0.9777 0.9742 -0.0035 -0.4% 0.9714
Range 0.0084 0.0130 0.0046 54.8% 0.0203
ATR 0.0082 0.0085 0.0003 4.2% 0.0000
Volume 531 131 -400 -75.3% 846
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 1.0145 1.0074 0.9814
R3 1.0015 0.9944 0.9778
R2 0.9885 0.9885 0.9766
R1 0.9814 0.9814 0.9754 0.9785
PP 0.9755 0.9755 0.9755 0.9741
S1 0.9684 0.9684 0.9730 0.9655
S2 0.9625 0.9625 0.9718
S3 0.9495 0.9554 0.9706
S4 0.9365 0.9424 0.9671
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 0.9850 0.9697 0.0153 1.6% 0.0087 0.9% 29% False True 261
10 1.0020 0.9697 0.0323 3.3% 0.0076 0.8% 14% False True 180
20 1.0325 0.9697 0.0628 6.4% 0.0074 0.8% 7% False True 134
40 1.0325 0.9697 0.0628 6.4% 0.0072 0.7% 7% False True 93
60 1.0557 0.9697 0.0860 8.8% 0.0058 0.6% 5% False True 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0380
2.618 1.0167
1.618 1.0037
1.000 0.9957
0.618 0.9907
HIGH 0.9827
0.618 0.9777
0.500 0.9762
0.382 0.9747
LOW 0.9697
0.618 0.9617
1.000 0.9567
1.618 0.9487
2.618 0.9357
4.250 0.9145
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 0.9762 0.9762
PP 0.9755 0.9755
S1 0.9749 0.9749

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

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