CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 0.9835 0.9783 -0.0052 -0.5% 1.0007
High 0.9835 0.9783 -0.0052 -0.5% 1.0007
Low 0.9835 0.9783 -0.0052 -0.5% 0.9835
Close 0.9835 0.9783 -0.0052 -0.5% 0.9835
Range
ATR 0.0053 0.0053 0.0000 -0.1% 0.0000
Volume 1 9 8 800.0% 17
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 0.9783 0.9783 0.9783
R3 0.9783 0.9783 0.9783
R2 0.9783 0.9783 0.9783
R1 0.9783 0.9783 0.9783 0.9783
PP 0.9783 0.9783 0.9783 0.9783
S1 0.9783 0.9783 0.9783 0.9783
S2 0.9783 0.9783 0.9783
S3 0.9783 0.9783 0.9783
S4 0.9783 0.9783 0.9783
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.0408 1.0294 0.9930
R3 1.0236 1.0122 0.9882
R2 1.0064 1.0064 0.9867
R1 0.9950 0.9950 0.9851 0.9921
PP 0.9892 0.9892 0.9892 0.9878
S1 0.9778 0.9778 0.9819 0.9749
S2 0.9720 0.9720 0.9803
S3 0.9548 0.9606 0.9788
S4 0.9376 0.9434 0.9740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9930 0.9783 0.0147 1.5% 0.0000 0.0% 0% False True 4
10 1.0121 0.9783 0.0338 3.5% 0.0000 0.0% 0% False True 4
20 1.0241 0.9783 0.0458 4.7% 0.0000 0.0% 0% False True 4
40 1.0241 0.9783 0.0458 4.7% 0.0001 0.0% 0% False True 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 0.9783
2.618 0.9783
1.618 0.9783
1.000 0.9783
0.618 0.9783
HIGH 0.9783
0.618 0.9783
0.500 0.9783
0.382 0.9783
LOW 0.9783
0.618 0.9783
1.000 0.9783
1.618 0.9783
2.618 0.9783
4.250 0.9783
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 0.9783 0.9843
PP 0.9783 0.9823
S1 0.9783 0.9803

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

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