CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 0.9806 0.9703 -0.0103 -1.1% 0.9900
High 0.9827 0.9703 -0.0124 -1.3% 0.9905
Low 0.9697 0.9605 -0.0092 -0.9% 0.9702
Close 0.9742 0.9638 -0.0104 -1.1% 0.9714
Range 0.0130 0.0098 -0.0032 -24.6% 0.0203
ATR 0.0085 0.0089 0.0004 4.4% 0.0000
Volume 131 167 36 27.5% 846
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 0.9943 0.9888 0.9692
R3 0.9845 0.9790 0.9665
R2 0.9747 0.9747 0.9656
R1 0.9692 0.9692 0.9647 0.9671
PP 0.9649 0.9649 0.9649 0.9638
S1 0.9594 0.9594 0.9629 0.9573
S2 0.9551 0.9551 0.9620
S3 0.9453 0.9496 0.9611
S4 0.9355 0.9398 0.9584
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 0.9848 0.9605 0.0243 2.5% 0.0091 0.9% 14% False True 279
10 1.0020 0.9605 0.0415 4.3% 0.0080 0.8% 8% False True 187
20 1.0325 0.9605 0.0720 7.5% 0.0078 0.8% 5% False True 139
40 1.0325 0.9605 0.0720 7.5% 0.0072 0.8% 5% False True 97
60 1.0557 0.9605 0.0952 9.9% 0.0059 0.6% 3% False True 78
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0120
2.618 0.9960
1.618 0.9862
1.000 0.9801
0.618 0.9764
HIGH 0.9703
0.618 0.9666
0.500 0.9654
0.382 0.9642
LOW 0.9605
0.618 0.9544
1.000 0.9507
1.618 0.9446
2.618 0.9348
4.250 0.9189
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 0.9654 0.9716
PP 0.9649 0.9690
S1 0.9643 0.9664

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

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