CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 1.0007 0.9930 -0.0077 -0.8% 1.0195
High 1.0007 0.9930 -0.0077 -0.8% 1.0195
Low 1.0007 0.9930 -0.0077 -0.8% 0.9981
Close 1.0007 0.9930 -0.0077 -0.8% 0.9981
Range
ATR 0.0051 0.0052 0.0002 3.7% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 0.9930 0.9930 0.9930
R3 0.9930 0.9930 0.9930
R2 0.9930 0.9930 0.9930
R1 0.9930 0.9930 0.9930 0.9930
PP 0.9930 0.9930 0.9930 0.9930
S1 0.9930 0.9930 0.9930 0.9930
S2 0.9930 0.9930 0.9930
S3 0.9930 0.9930 0.9930
S4 0.9930 0.9930 0.9930
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.0694 1.0552 1.0099
R3 1.0480 1.0338 1.0040
R2 1.0266 1.0266 1.0020
R1 1.0124 1.0124 1.0001 1.0088
PP 1.0052 1.0052 1.0052 1.0035
S1 0.9910 0.9910 0.9961 0.9874
S2 0.9838 0.9838 0.9942
S3 0.9624 0.9696 0.9922
S4 0.9410 0.9482 0.9863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0114 0.9930 0.0184 1.9% 0.0000 0.0% 0% False True 5
10 1.0241 0.9930 0.0311 3.1% 0.0000 0.0% 0% False True 5
20 1.0241 0.9930 0.0311 3.1% 0.0000 0.0% 0% False True 5
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9930
2.618 0.9930
1.618 0.9930
1.000 0.9930
0.618 0.9930
HIGH 0.9930
0.618 0.9930
0.500 0.9930
0.382 0.9930
LOW 0.9930
0.618 0.9930
1.000 0.9930
1.618 0.9930
2.618 0.9930
4.250 0.9930
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 0.9930 0.9969
PP 0.9930 0.9956
S1 0.9930 0.9943

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

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