CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 0.9703 0.9681 -0.0022 -0.2% 0.9900
High 0.9703 0.9720 0.0017 0.2% 0.9905
Low 0.9605 0.9627 0.0022 0.2% 0.9702
Close 0.9638 0.9632 -0.0006 -0.1% 0.9714
Range 0.0098 0.0093 -0.0005 -5.1% 0.0203
ATR 0.0089 0.0089 0.0000 0.3% 0.0000
Volume 167 317 150 89.8% 846
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 0.9939 0.9878 0.9683
R3 0.9846 0.9785 0.9658
R2 0.9753 0.9753 0.9649
R1 0.9692 0.9692 0.9641 0.9676
PP 0.9660 0.9660 0.9660 0.9652
S1 0.9599 0.9599 0.9623 0.9583
S2 0.9567 0.9567 0.9615
S3 0.9474 0.9506 0.9606
S4 0.9381 0.9413 0.9581
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 0.9827 0.9605 0.0222 2.3% 0.0097 1.0% 12% False False 313
10 0.9951 0.9605 0.0346 3.6% 0.0082 0.8% 8% False False 207
20 1.0325 0.9605 0.0720 7.5% 0.0081 0.8% 4% False False 153
40 1.0325 0.9605 0.0720 7.5% 0.0074 0.8% 4% False False 104
60 1.0502 0.9605 0.0897 9.3% 0.0060 0.6% 3% False False 83
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0115
2.618 0.9963
1.618 0.9870
1.000 0.9813
0.618 0.9777
HIGH 0.9720
0.618 0.9684
0.500 0.9674
0.382 0.9663
LOW 0.9627
0.618 0.9570
1.000 0.9534
1.618 0.9477
2.618 0.9384
4.250 0.9232
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 0.9674 0.9716
PP 0.9660 0.9688
S1 0.9646 0.9660

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

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