CME Australian Dollar Future September 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 0.9664 0.9709 0.0045 0.5% 0.9744
High 0.9703 0.9800 0.0097 1.0% 0.9827
Low 0.9641 0.9706 0.0065 0.7% 0.9605
Close 0.9682 0.9752 0.0070 0.7% 0.9682
Range 0.0062 0.0094 0.0032 51.6% 0.0222
ATR 0.0088 0.0090 0.0002 2.5% 0.0000
Volume 404 90 -314 -77.7% 1,550
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 1.0035 0.9987 0.9804
R3 0.9941 0.9893 0.9778
R2 0.9847 0.9847 0.9769
R1 0.9799 0.9799 0.9761 0.9823
PP 0.9753 0.9753 0.9753 0.9765
S1 0.9705 0.9705 0.9743 0.9729
S2 0.9659 0.9659 0.9735
S3 0.9565 0.9611 0.9726
S4 0.9471 0.9517 0.9700
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.0371 1.0248 0.9804
R3 1.0149 1.0026 0.9743
R2 0.9927 0.9927 0.9723
R1 0.9804 0.9804 0.9702 0.9755
PP 0.9705 0.9705 0.9705 0.9680
S1 0.9582 0.9582 0.9662 0.9533
S2 0.9483 0.9483 0.9641
S3 0.9261 0.9360 0.9621
S4 0.9039 0.9138 0.9560
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% 0.0095 1.0% 66% False False 221
10 0.9898 0.9605 0.0293 3.0% 0.0087 0.9% 50% False False 240
20 1.0280 0.9605 0.0675 6.9% 0.0082 0.8% 22% False False 164
40 1.0325 0.9605 0.0720 7.4% 0.0075 0.8% 20% False False 115
60 1.0436 0.9605 0.0831 8.5% 0.0063 0.6% 18% False False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0200
2.618 1.0046
1.618 0.9952
1.000 0.9894
0.618 0.9858
HIGH 0.9800
0.618 0.9764
0.500 0.9753
0.382 0.9742
LOW 0.9706
0.618 0.9648
1.000 0.9612
1.618 0.9554
2.618 0.9460
4.250 0.9307
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 0.9753 0.9739
PP 0.9753 0.9726
S1 0.9752 0.9714

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

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