CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 0.9870 0.9903 0.0033 0.3% 1.0195
High 0.9870 0.9903 0.0033 0.3% 1.0195
Low 0.9870 0.9903 0.0033 0.3% 0.9981
Close 0.9870 0.9903 0.0033 0.3% 0.9981
Range
ATR 0.0053 0.0052 -0.0001 -2.7% 0.0000
Volume 5 1 -4 -80.0% 25
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 0.9903 0.9903 0.9903
R3 0.9903 0.9903 0.9903
R2 0.9903 0.9903 0.9903
R1 0.9903 0.9903 0.9903 0.9903
PP 0.9903 0.9903 0.9903 0.9903
S1 0.9903 0.9903 0.9903 0.9903
S2 0.9903 0.9903 0.9903
S3 0.9903 0.9903 0.9903
S4 0.9903 0.9903 0.9903
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 1.0007 0.9870 0.0137 1.4% 0.0000 0.0% 24% False False 4
10 1.0241 0.9870 0.0371 3.7% 0.0000 0.0% 9% False False 4
20 1.0241 0.9870 0.0371 3.7% 0.0000 0.0% 9% False False 4
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 0.9903
2.618 0.9903
1.618 0.9903
1.000 0.9903
0.618 0.9903
HIGH 0.9903
0.618 0.9903
0.500 0.9903
0.382 0.9903
LOW 0.9903
0.618 0.9903
1.000 0.9903
1.618 0.9903
2.618 0.9903
4.250 0.9903
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 0.9903 0.9902
PP 0.9903 0.9901
S1 0.9903 0.9900

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

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