CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 0.9783 0.9784 0.0001 0.0% 1.0007
High 0.9783 0.9784 0.0001 0.0% 1.0007
Low 0.9783 0.9764 -0.0019 -0.2% 0.9835
Close 0.9783 0.9764 -0.0019 -0.2% 0.9835
Range 0.0000 0.0020 0.0020 0.0172
ATR 0.0053 0.0050 -0.0002 -4.4% 0.0000
Volume 9 50 41 455.6% 17
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 0.9831 0.9817 0.9775
R3 0.9811 0.9797 0.9770
R2 0.9791 0.9791 0.9768
R1 0.9777 0.9777 0.9766 0.9774
PP 0.9771 0.9771 0.9771 0.9769
S1 0.9757 0.9757 0.9762 0.9754
S2 0.9751 0.9751 0.9760
S3 0.9731 0.9737 0.9759
S4 0.9711 0.9717 0.9753
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 0.9903 0.9764 0.0139 1.4% 0.0004 0.0% 0% False True 13
10 1.0114 0.9764 0.0350 3.6% 0.0002 0.0% 0% False True 9
20 1.0241 0.9764 0.0477 4.9% 0.0001 0.0% 0% False True 7
40 1.0241 0.9764 0.0477 4.9% 0.0001 0.0% 0% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.9869
2.618 0.9836
1.618 0.9816
1.000 0.9804
0.618 0.9796
HIGH 0.9784
0.618 0.9776
0.500 0.9774
0.382 0.9772
LOW 0.9764
0.618 0.9752
1.000 0.9744
1.618 0.9732
2.618 0.9712
4.250 0.9679
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 0.9774 0.9800
PP 0.9771 0.9788
S1 0.9767 0.9776

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

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