CME Australian Dollar Future December 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 0.9621 0.9691 0.0070 0.7% 0.9716
High 0.9621 0.9691 0.0070 0.7% 0.9719
Low 0.9621 0.9691 0.0070 0.7% 0.9571
Close 0.9621 0.9691 0.0070 0.7% 0.9621
Range
ATR 0.0050 0.0052 0.0001 2.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 0.9691 0.9691 0.9691
R3 0.9691 0.9691 0.9691
R2 0.9691 0.9691 0.9691
R1 0.9691 0.9691 0.9691 0.9691
PP 0.9691 0.9691 0.9691 0.9691
S1 0.9691 0.9691 0.9691 0.9691
S2 0.9691 0.9691 0.9691
S3 0.9691 0.9691 0.9691
S4 0.9691 0.9691 0.9691
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.0081 0.9999 0.9702
R3 0.9933 0.9851 0.9662
R2 0.9785 0.9785 0.9648
R1 0.9703 0.9703 0.9635 0.9670
PP 0.9637 0.9637 0.9637 0.9621
S1 0.9555 0.9555 0.9607 0.9522
S2 0.9489 0.9489 0.9594
S3 0.9341 0.9407 0.9580
S4 0.9193 0.9259 0.9540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9719 0.9571 0.0148 1.5% 0.0012 0.1% 81% False False 1
10 0.9784 0.9571 0.0213 2.2% 0.0009 0.1% 56% False False 5
20 1.0121 0.9571 0.0550 5.7% 0.0005 0.0% 22% False False 5
40 1.0241 0.9571 0.0670 6.9% 0.0002 0.0% 18% False False 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 0.9691
2.618 0.9691
1.618 0.9691
1.000 0.9691
0.618 0.9691
HIGH 0.9691
0.618 0.9691
0.500 0.9691
0.382 0.9691
LOW 0.9691
0.618 0.9691
1.000 0.9691
1.618 0.9691
2.618 0.9691
4.250 0.9691
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 0.9691 0.9671
PP 0.9691 0.9651
S1 0.9691 0.9631

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

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